NYMEX Light Sweet Crude Oil Future March 2012
Trading Metrics calculated at close of trading on 16-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
89.71 |
90.74 |
1.03 |
1.1% |
87.35 |
High |
90.93 |
90.75 |
-0.18 |
-0.2% |
91.10 |
Low |
89.11 |
88.41 |
-0.70 |
-0.8% |
86.20 |
Close |
90.44 |
89.27 |
-1.17 |
-1.3% |
89.27 |
Range |
1.82 |
2.34 |
0.52 |
28.6% |
4.90 |
ATR |
2.65 |
2.63 |
-0.02 |
-0.8% |
0.00 |
Volume |
24,331 |
10,665 |
-13,666 |
-56.2% |
86,930 |
|
Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.50 |
95.22 |
90.56 |
|
R3 |
94.16 |
92.88 |
89.91 |
|
R2 |
91.82 |
91.82 |
89.70 |
|
R1 |
90.54 |
90.54 |
89.48 |
90.01 |
PP |
89.48 |
89.48 |
89.48 |
89.21 |
S1 |
88.20 |
88.20 |
89.06 |
87.67 |
S2 |
87.14 |
87.14 |
88.84 |
|
S3 |
84.80 |
85.86 |
88.63 |
|
S4 |
82.46 |
83.52 |
87.98 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.56 |
101.31 |
91.97 |
|
R3 |
98.66 |
96.41 |
90.62 |
|
R2 |
93.76 |
93.76 |
90.17 |
|
R1 |
91.51 |
91.51 |
89.72 |
92.64 |
PP |
88.86 |
88.86 |
88.86 |
89.42 |
S1 |
86.61 |
86.61 |
88.82 |
87.74 |
S2 |
83.96 |
83.96 |
88.37 |
|
S3 |
79.06 |
81.71 |
87.92 |
|
S4 |
74.16 |
76.81 |
86.58 |
|
|
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 |
5.5% |
2.34 |
2.6% |
63% |
False |
False |
17,386 |
10 |
91.25 |
85.02 |
6.23 |
7.0% |
2.59 |
2.9% |
68% |
False |
False |
14,919 |
20 |
91.34 |
81.40 |
9.94 |
11.1% |
2.45 |
2.7% |
79% |
False |
False |
13,171 |
40 |
102.81 |
79.11 |
23.70 |
26.5% |
2.76 |
3.1% |
43% |
False |
False |
10,547 |
60 |
102.81 |
79.11 |
23.70 |
26.5% |
2.43 |
2.7% |
43% |
False |
False |
8,905 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.70 |
2.618 |
96.88 |
1.618 |
94.54 |
1.000 |
93.09 |
0.618 |
92.20 |
HIGH |
90.75 |
0.618 |
89.86 |
0.500 |
89.58 |
0.382 |
89.30 |
LOW |
88.41 |
0.618 |
86.96 |
1.000 |
86.07 |
1.618 |
84.62 |
2.618 |
82.28 |
4.250 |
78.47 |
|
|
Fisher Pivots for day following 16-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
89.58 |
89.67 |
PP |
89.48 |
89.54 |
S1 |
89.37 |
89.40 |
|