NYMEX Light Sweet Crude Oil Future March 2012
Trading Metrics calculated at close of trading on 08-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
88.28 |
90.01 |
1.73 |
2.0% |
87.60 |
High |
91.25 |
91.08 |
-0.17 |
-0.2% |
91.34 |
Low |
87.86 |
89.75 |
1.89 |
2.2% |
87.17 |
Close |
90.62 |
90.13 |
-0.49 |
-0.5% |
88.03 |
Range |
3.39 |
1.33 |
-2.06 |
-60.8% |
4.17 |
ATR |
2.80 |
2.70 |
-0.11 |
-3.8% |
0.00 |
Volume |
6,410 |
12,727 |
6,317 |
98.5% |
69,044 |
|
Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.31 |
93.55 |
90.86 |
|
R3 |
92.98 |
92.22 |
90.50 |
|
R2 |
91.65 |
91.65 |
90.37 |
|
R1 |
90.89 |
90.89 |
90.25 |
91.27 |
PP |
90.32 |
90.32 |
90.32 |
90.51 |
S1 |
89.56 |
89.56 |
90.01 |
89.94 |
S2 |
88.99 |
88.99 |
89.89 |
|
S3 |
87.66 |
88.23 |
89.76 |
|
S4 |
86.33 |
86.90 |
89.40 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.34 |
85.02 |
6.32 |
7.0% |
2.47 |
2.7% |
81% |
False |
False |
15,460 |
10 |
91.34 |
85.02 |
6.32 |
7.0% |
2.28 |
2.5% |
81% |
False |
False |
11,713 |
20 |
91.34 |
81.40 |
9.94 |
11.0% |
2.65 |
2.9% |
88% |
False |
False |
10,604 |
40 |
102.81 |
79.11 |
23.70 |
26.3% |
2.69 |
3.0% |
46% |
False |
False |
8,702 |
60 |
102.81 |
79.11 |
23.70 |
26.3% |
2.39 |
2.7% |
46% |
False |
False |
7,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.73 |
2.618 |
94.56 |
1.618 |
93.23 |
1.000 |
92.41 |
0.618 |
91.90 |
HIGH |
91.08 |
0.618 |
90.57 |
0.500 |
90.42 |
0.382 |
90.26 |
LOW |
89.75 |
0.618 |
88.93 |
1.000 |
88.42 |
1.618 |
87.60 |
2.618 |
86.27 |
4.250 |
84.10 |
|
|
Fisher Pivots for day following 08-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
90.42 |
89.47 |
PP |
90.32 |
88.80 |
S1 |
90.23 |
88.14 |
|