NYMEX Light Sweet Crude Oil Future March 2012
Trading Metrics calculated at close of trading on 13-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
87.35 |
89.54 |
2.19 |
2.5% |
86.91 |
High |
89.72 |
91.10 |
1.38 |
1.5% |
91.25 |
Low |
86.20 |
88.76 |
2.56 |
3.0% |
85.02 |
Close |
89.01 |
90.80 |
1.79 |
2.0% |
88.43 |
Range |
3.52 |
2.34 |
-1.18 |
-33.5% |
6.23 |
ATR |
2.80 |
2.77 |
-0.03 |
-1.2% |
0.00 |
Volume |
17,653 |
12,158 |
-5,495 |
-31.1% |
51,116 |
|
Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.24 |
96.36 |
92.09 |
|
R3 |
94.90 |
94.02 |
91.44 |
|
R2 |
92.56 |
92.56 |
91.23 |
|
R1 |
91.68 |
91.68 |
91.01 |
92.12 |
PP |
90.22 |
90.22 |
90.22 |
90.44 |
S1 |
89.34 |
89.34 |
90.59 |
89.78 |
S2 |
87.88 |
87.88 |
90.37 |
|
S3 |
85.54 |
87.00 |
90.16 |
|
S4 |
83.20 |
84.66 |
89.51 |
|
|
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 |
86.20 |
5.05 |
5.6% |
2.79 |
3.1% |
91% |
False |
False |
13,583 |
10 |
91.34 |
85.02 |
6.32 |
7.0% |
2.50 |
2.8% |
91% |
False |
False |
14,487 |
20 |
91.34 |
81.40 |
9.94 |
10.9% |
2.64 |
2.9% |
95% |
False |
False |
11,329 |
40 |
102.81 |
79.11 |
23.70 |
26.1% |
2.76 |
3.0% |
49% |
False |
False |
9,435 |
60 |
102.81 |
79.11 |
23.70 |
26.1% |
2.43 |
2.7% |
49% |
False |
False |
8,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.05 |
2.618 |
97.23 |
1.618 |
94.89 |
1.000 |
93.44 |
0.618 |
92.55 |
HIGH |
91.10 |
0.618 |
90.21 |
0.500 |
89.93 |
0.382 |
89.65 |
LOW |
88.76 |
0.618 |
87.31 |
1.000 |
86.42 |
1.618 |
84.97 |
2.618 |
82.63 |
4.250 |
78.82 |
|
|
Fisher Pivots for day following 13-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
90.51 |
90.08 |
PP |
90.22 |
89.37 |
S1 |
89.93 |
88.65 |
|