NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 01-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
91.25 |
90.37 |
-0.88 |
-1.0% |
84.15 |
| High |
91.25 |
91.44 |
0.19 |
0.2% |
89.11 |
| Low |
89.65 |
90.11 |
0.46 |
0.5% |
84.15 |
| Close |
90.57 |
90.71 |
0.14 |
0.2% |
87.71 |
| Range |
1.60 |
1.33 |
-0.27 |
-16.9% |
4.96 |
| ATR |
2.62 |
2.53 |
-0.09 |
-3.5% |
0.00 |
| Volume |
6,603 |
18,505 |
11,902 |
180.3% |
25,883 |
|
| Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.74 |
94.06 |
91.44 |
|
| R3 |
93.41 |
92.73 |
91.08 |
|
| R2 |
92.08 |
92.08 |
90.95 |
|
| R1 |
91.40 |
91.40 |
90.83 |
91.74 |
| PP |
90.75 |
90.75 |
90.75 |
90.93 |
| S1 |
90.07 |
90.07 |
90.59 |
90.41 |
| S2 |
89.42 |
89.42 |
90.47 |
|
| S3 |
88.09 |
88.74 |
90.34 |
|
| S4 |
86.76 |
87.41 |
89.98 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.87 |
99.75 |
90.44 |
|
| R3 |
96.91 |
94.79 |
89.07 |
|
| R2 |
91.95 |
91.95 |
88.62 |
|
| R1 |
89.83 |
89.83 |
88.16 |
90.89 |
| PP |
86.99 |
86.99 |
86.99 |
87.52 |
| S1 |
84.87 |
84.87 |
87.26 |
85.93 |
| S2 |
82.03 |
82.03 |
86.80 |
|
| S3 |
77.07 |
79.91 |
86.35 |
|
| S4 |
72.11 |
74.95 |
84.98 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.09 |
|
2.618 |
94.92 |
|
1.618 |
93.59 |
|
1.000 |
92.77 |
|
0.618 |
92.26 |
|
HIGH |
91.44 |
|
0.618 |
90.93 |
|
0.500 |
90.78 |
|
0.382 |
90.62 |
|
LOW |
90.11 |
|
0.618 |
89.29 |
|
1.000 |
88.78 |
|
1.618 |
87.96 |
|
2.618 |
86.63 |
|
4.250 |
84.46 |
|
|
| Fisher Pivots for day following 01-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
90.78 |
90.47 |
| PP |
90.75 |
90.23 |
| S1 |
90.73 |
90.00 |
|