NYMEX Light Sweet Crude Oil Future March 2012
Trading Metrics calculated at close of trading on 12-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
89.98 |
87.35 |
-2.63 |
-2.9% |
86.91 |
High |
90.39 |
89.72 |
-0.67 |
-0.7% |
91.25 |
Low |
87.01 |
86.20 |
-0.81 |
-0.9% |
85.02 |
Close |
88.43 |
89.01 |
0.58 |
0.7% |
88.43 |
Range |
3.38 |
3.52 |
0.14 |
4.1% |
6.23 |
ATR |
2.75 |
2.80 |
0.06 |
2.0% |
0.00 |
Volume |
18,971 |
17,653 |
-1,318 |
-6.9% |
51,116 |
|
Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.87 |
97.46 |
90.95 |
|
R3 |
95.35 |
93.94 |
89.98 |
|
R2 |
91.83 |
91.83 |
89.66 |
|
R1 |
90.42 |
90.42 |
89.33 |
91.13 |
PP |
88.31 |
88.31 |
88.31 |
88.66 |
S1 |
86.90 |
86.90 |
88.69 |
87.61 |
S2 |
84.79 |
84.79 |
88.36 |
|
S3 |
81.27 |
83.38 |
88.04 |
|
S4 |
77.75 |
79.86 |
87.07 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.92 |
103.91 |
91.86 |
|
R3 |
100.69 |
97.68 |
90.14 |
|
R2 |
94.46 |
94.46 |
89.57 |
|
R1 |
91.45 |
91.45 |
89.00 |
92.96 |
PP |
88.23 |
88.23 |
88.23 |
88.99 |
S1 |
85.22 |
85.22 |
87.86 |
86.73 |
S2 |
82.00 |
82.00 |
87.29 |
|
S3 |
75.77 |
78.99 |
86.72 |
|
S4 |
69.54 |
72.76 |
85.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.25 |
85.02 |
6.23 |
7.0% |
2.93 |
3.3% |
64% |
False |
False |
13,753 |
10 |
91.34 |
85.02 |
6.32 |
7.1% |
2.47 |
2.8% |
63% |
False |
False |
13,781 |
20 |
91.34 |
81.40 |
9.94 |
11.2% |
2.69 |
3.0% |
77% |
False |
False |
11,216 |
40 |
102.81 |
79.11 |
23.70 |
26.6% |
2.76 |
3.1% |
42% |
False |
False |
9,272 |
60 |
102.81 |
79.11 |
23.70 |
26.6% |
2.42 |
2.7% |
42% |
False |
False |
8,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.68 |
2.618 |
98.94 |
1.618 |
95.42 |
1.000 |
93.24 |
0.618 |
91.90 |
HIGH |
89.72 |
0.618 |
88.38 |
0.500 |
87.96 |
0.382 |
87.54 |
LOW |
86.20 |
0.618 |
84.02 |
1.000 |
82.68 |
1.618 |
80.50 |
2.618 |
76.98 |
4.250 |
71.24 |
|
|
Fisher Pivots for day following 12-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
88.66 |
88.89 |
PP |
88.31 |
88.76 |
S1 |
87.96 |
88.64 |
|