NYMEX Light Sweet Crude Oil Future March 2012
Trading Metrics calculated at close of trading on 07-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
86.91 |
88.28 |
1.37 |
1.6% |
87.60 |
High |
88.05 |
91.25 |
3.20 |
3.6% |
91.34 |
Low |
85.02 |
87.86 |
2.84 |
3.3% |
87.17 |
Close |
87.65 |
90.62 |
2.97 |
3.4% |
88.03 |
Range |
3.03 |
3.39 |
0.36 |
11.9% |
4.17 |
ATR |
2.74 |
2.80 |
0.06 |
2.2% |
0.00 |
Volume |
13,008 |
6,410 |
-6,598 |
-50.7% |
69,044 |
|
Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.08 |
98.74 |
92.48 |
|
R3 |
96.69 |
95.35 |
91.55 |
|
R2 |
93.30 |
93.30 |
91.24 |
|
R1 |
91.96 |
91.96 |
90.93 |
92.63 |
PP |
89.91 |
89.91 |
89.91 |
90.25 |
S1 |
88.57 |
88.57 |
90.31 |
89.24 |
S2 |
86.52 |
86.52 |
90.00 |
|
S3 |
83.13 |
85.18 |
89.69 |
|
S4 |
79.74 |
81.79 |
88.76 |
|
|
Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.36 |
98.86 |
90.32 |
|
R3 |
97.19 |
94.69 |
89.18 |
|
R2 |
93.02 |
93.02 |
88.79 |
|
R1 |
90.52 |
90.52 |
88.41 |
91.77 |
PP |
88.85 |
88.85 |
88.85 |
89.47 |
S1 |
86.35 |
86.35 |
87.65 |
87.60 |
S2 |
84.68 |
84.68 |
87.27 |
|
S3 |
80.51 |
82.18 |
86.88 |
|
S4 |
76.34 |
78.01 |
85.74 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.66 |
2.618 |
100.13 |
1.618 |
96.74 |
1.000 |
94.64 |
0.618 |
93.35 |
HIGH |
91.25 |
0.618 |
89.96 |
0.500 |
89.56 |
0.382 |
89.15 |
LOW |
87.86 |
0.618 |
85.76 |
1.000 |
84.47 |
1.618 |
82.37 |
2.618 |
78.98 |
4.250 |
73.45 |
|
|
Fisher Pivots for day following 07-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
90.27 |
89.79 |
PP |
89.91 |
88.96 |
S1 |
89.56 |
88.14 |
|