NYMEX Light Sweet Crude Oil Future March 2012
Trading Metrics calculated at close of trading on 26-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
82.01 |
81.00 |
-1.01 |
-1.2% |
88.06 |
High |
82.47 |
82.21 |
-0.26 |
-0.3% |
88.93 |
Low |
78.72 |
78.40 |
-0.32 |
-0.4% |
78.72 |
Close |
81.00 |
81.23 |
0.23 |
0.3% |
81.00 |
Range |
3.75 |
3.81 |
0.06 |
1.6% |
10.21 |
ATR |
2.95 |
3.01 |
0.06 |
2.1% |
0.00 |
Volume |
18,763 |
21,980 |
3,217 |
17.1% |
63,551 |
|
Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.04 |
90.45 |
83.33 |
|
R3 |
88.23 |
86.64 |
82.28 |
|
R2 |
84.42 |
84.42 |
81.93 |
|
R1 |
82.83 |
82.83 |
81.58 |
83.63 |
PP |
80.61 |
80.61 |
80.61 |
81.01 |
S1 |
79.02 |
79.02 |
80.88 |
79.82 |
S2 |
76.80 |
76.80 |
80.53 |
|
S3 |
72.99 |
75.21 |
80.18 |
|
S4 |
69.18 |
71.40 |
79.13 |
|
|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.51 |
107.47 |
86.62 |
|
R3 |
103.30 |
97.26 |
83.81 |
|
R2 |
93.09 |
93.09 |
82.87 |
|
R1 |
87.05 |
87.05 |
81.94 |
84.97 |
PP |
82.88 |
82.88 |
82.88 |
81.84 |
S1 |
76.84 |
76.84 |
80.06 |
74.76 |
S2 |
72.67 |
72.67 |
79.13 |
|
S3 |
62.46 |
66.63 |
78.19 |
|
S4 |
52.25 |
56.42 |
75.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.93 |
78.40 |
10.53 |
13.0% |
3.49 |
4.3% |
27% |
False |
True |
15,329 |
10 |
91.10 |
78.40 |
12.70 |
15.6% |
2.82 |
3.5% |
22% |
False |
True |
15,480 |
20 |
91.34 |
78.40 |
12.94 |
15.9% |
2.64 |
3.3% |
22% |
False |
True |
14,631 |
40 |
100.59 |
78.40 |
22.19 |
27.3% |
3.02 |
3.7% |
13% |
False |
True |
11,647 |
60 |
102.81 |
78.40 |
24.41 |
30.1% |
2.59 |
3.2% |
12% |
False |
True |
9,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.40 |
2.618 |
92.18 |
1.618 |
88.37 |
1.000 |
86.02 |
0.618 |
84.56 |
HIGH |
82.21 |
0.618 |
80.75 |
0.500 |
80.31 |
0.382 |
79.86 |
LOW |
78.40 |
0.618 |
76.05 |
1.000 |
74.59 |
1.618 |
72.24 |
2.618 |
68.43 |
4.250 |
62.21 |
|
|
Fisher Pivots for day following 26-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
80.92 |
82.22 |
PP |
80.61 |
81.89 |
S1 |
80.31 |
81.56 |
|