NYMEX Light Sweet Crude Oil Future March 2012
Trading Metrics calculated at close of trading on 15-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
89.72 |
89.71 |
-0.01 |
0.0% |
86.91 |
High |
90.51 |
90.93 |
0.42 |
0.5% |
91.25 |
Low |
88.85 |
89.11 |
0.26 |
0.3% |
85.02 |
Close |
89.73 |
90.44 |
0.71 |
0.8% |
88.43 |
Range |
1.66 |
1.82 |
0.16 |
9.6% |
6.23 |
ATR |
2.71 |
2.65 |
-0.06 |
-2.3% |
0.00 |
Volume |
22,123 |
24,331 |
2,208 |
10.0% |
51,116 |
|
Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.62 |
94.85 |
91.44 |
|
R3 |
93.80 |
93.03 |
90.94 |
|
R2 |
91.98 |
91.98 |
90.77 |
|
R1 |
91.21 |
91.21 |
90.61 |
91.60 |
PP |
90.16 |
90.16 |
90.16 |
90.35 |
S1 |
89.39 |
89.39 |
90.27 |
89.78 |
S2 |
88.34 |
88.34 |
90.11 |
|
S3 |
86.52 |
87.57 |
89.94 |
|
S4 |
84.70 |
85.75 |
89.44 |
|
|
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 |
91.10 |
86.20 |
4.90 |
5.4% |
2.54 |
2.8% |
87% |
False |
False |
19,047 |
10 |
91.34 |
85.02 |
6.32 |
7.0% |
2.51 |
2.8% |
86% |
False |
False |
17,254 |
20 |
91.34 |
81.40 |
9.94 |
11.0% |
2.63 |
2.9% |
91% |
False |
False |
12,932 |
40 |
102.81 |
79.11 |
23.70 |
26.2% |
2.76 |
3.0% |
48% |
False |
False |
10,369 |
60 |
102.81 |
79.11 |
23.70 |
26.2% |
2.43 |
2.7% |
48% |
False |
False |
8,778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.67 |
2.618 |
95.69 |
1.618 |
93.87 |
1.000 |
92.75 |
0.618 |
92.05 |
HIGH |
90.93 |
0.618 |
90.23 |
0.500 |
90.02 |
0.382 |
89.81 |
LOW |
89.11 |
0.618 |
87.99 |
1.000 |
87.29 |
1.618 |
86.17 |
2.618 |
84.35 |
4.250 |
81.38 |
|
|
Fisher Pivots for day following 15-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
90.30 |
90.27 |
PP |
90.16 |
90.10 |
S1 |
90.02 |
89.93 |
|