NYMEX Light Sweet Crude Oil Future April 2012
Trading Metrics calculated at close of trading on 14-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
89.82 |
90.34 |
0.52 |
0.6% |
87.27 |
High |
91.22 |
90.60 |
-0.62 |
-0.7% |
91.43 |
Low |
88.94 |
89.07 |
0.13 |
0.1% |
85.28 |
Close |
90.94 |
89.92 |
-1.02 |
-1.1% |
88.67 |
Range |
2.28 |
1.53 |
-0.75 |
-32.9% |
6.15 |
ATR |
2.67 |
2.62 |
-0.06 |
-2.1% |
0.00 |
Volume |
8,066 |
13,148 |
5,082 |
63.0% |
26,123 |
|
Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.45 |
93.72 |
90.76 |
|
R3 |
92.92 |
92.19 |
90.34 |
|
R2 |
91.39 |
91.39 |
90.20 |
|
R1 |
90.66 |
90.66 |
90.06 |
90.26 |
PP |
89.86 |
89.86 |
89.86 |
89.67 |
S1 |
89.13 |
89.13 |
89.78 |
88.73 |
S2 |
88.33 |
88.33 |
89.64 |
|
S3 |
86.80 |
87.60 |
89.50 |
|
S4 |
85.27 |
86.07 |
89.08 |
|
|
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 |
97.10 |
2.618 |
94.61 |
1.618 |
93.08 |
1.000 |
92.13 |
0.618 |
91.55 |
HIGH |
90.60 |
0.618 |
90.02 |
0.500 |
89.84 |
0.382 |
89.65 |
LOW |
89.07 |
0.618 |
88.12 |
1.000 |
87.54 |
1.618 |
86.59 |
2.618 |
85.06 |
4.250 |
82.57 |
|
|
Fisher Pivots for day following 14-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
89.89 |
89.57 |
PP |
89.86 |
89.22 |
S1 |
89.84 |
88.87 |
|