NYMEX Light Sweet Crude Oil Future April 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 |
87.48 |
89.82 |
2.34 |
2.7% |
87.27 |
High |
90.01 |
91.22 |
1.21 |
1.3% |
91.43 |
Low |
86.51 |
88.94 |
2.43 |
2.8% |
85.28 |
Close |
89.21 |
90.94 |
1.73 |
1.9% |
88.67 |
Range |
3.50 |
2.28 |
-1.22 |
-34.9% |
6.15 |
ATR |
2.70 |
2.67 |
-0.03 |
-1.1% |
0.00 |
Volume |
9,340 |
8,066 |
-1,274 |
-13.6% |
26,123 |
|
Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.21 |
96.35 |
92.19 |
|
R3 |
94.93 |
94.07 |
91.57 |
|
R2 |
92.65 |
92.65 |
91.36 |
|
R1 |
91.79 |
91.79 |
91.15 |
92.22 |
PP |
90.37 |
90.37 |
90.37 |
90.58 |
S1 |
89.51 |
89.51 |
90.73 |
89.94 |
S2 |
88.09 |
88.09 |
90.52 |
|
S3 |
85.81 |
87.23 |
90.31 |
|
S4 |
83.53 |
84.95 |
89.69 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.91 |
103.94 |
92.05 |
|
R3 |
100.76 |
97.79 |
90.36 |
|
R2 |
94.61 |
94.61 |
89.80 |
|
R1 |
91.64 |
91.64 |
89.23 |
93.13 |
PP |
88.46 |
88.46 |
88.46 |
89.20 |
S1 |
85.49 |
85.49 |
88.11 |
86.98 |
S2 |
82.31 |
82.31 |
87.54 |
|
S3 |
76.16 |
79.34 |
86.98 |
|
S4 |
70.01 |
73.19 |
85.29 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.91 |
2.618 |
97.19 |
1.618 |
94.91 |
1.000 |
93.50 |
0.618 |
92.63 |
HIGH |
91.22 |
0.618 |
90.35 |
0.500 |
90.08 |
0.382 |
89.81 |
LOW |
88.94 |
0.618 |
87.53 |
1.000 |
86.66 |
1.618 |
85.25 |
2.618 |
82.97 |
4.250 |
79.25 |
|
|
Fisher Pivots for day following 13-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
90.65 |
90.25 |
PP |
90.37 |
89.56 |
S1 |
90.08 |
88.87 |
|