NYMEX Light Sweet Crude Oil Future April 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 |
89.32 |
90.88 |
1.56 |
1.7% |
87.48 |
High |
91.16 |
90.91 |
-0.25 |
-0.3% |
91.22 |
Low |
89.31 |
88.70 |
-0.61 |
-0.7% |
86.51 |
Close |
90.65 |
89.53 |
-1.12 |
-1.2% |
89.53 |
Range |
1.85 |
2.21 |
0.36 |
19.5% |
4.71 |
ATR |
2.56 |
2.54 |
-0.03 |
-1.0% |
0.00 |
Volume |
11,000 |
6,324 |
-4,676 |
-42.5% |
47,878 |
|
Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.34 |
95.15 |
90.75 |
|
R3 |
94.13 |
92.94 |
90.14 |
|
R2 |
91.92 |
91.92 |
89.94 |
|
R1 |
90.73 |
90.73 |
89.73 |
90.22 |
PP |
89.71 |
89.71 |
89.71 |
89.46 |
S1 |
88.52 |
88.52 |
89.33 |
88.01 |
S2 |
87.50 |
87.50 |
89.12 |
|
S3 |
85.29 |
86.31 |
88.92 |
|
S4 |
83.08 |
84.10 |
88.31 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.22 |
101.08 |
92.12 |
|
R3 |
98.51 |
96.37 |
90.83 |
|
R2 |
93.80 |
93.80 |
90.39 |
|
R1 |
91.66 |
91.66 |
89.96 |
92.73 |
PP |
89.09 |
89.09 |
89.09 |
89.62 |
S1 |
86.95 |
86.95 |
89.10 |
88.02 |
S2 |
84.38 |
84.38 |
88.67 |
|
S3 |
79.67 |
82.24 |
88.23 |
|
S4 |
74.96 |
77.53 |
86.94 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.30 |
2.618 |
96.70 |
1.618 |
94.49 |
1.000 |
93.12 |
0.618 |
92.28 |
HIGH |
90.91 |
0.618 |
90.07 |
0.500 |
89.81 |
0.382 |
89.54 |
LOW |
88.70 |
0.618 |
87.33 |
1.000 |
86.49 |
1.618 |
85.12 |
2.618 |
82.91 |
4.250 |
79.31 |
|
|
Fisher Pivots for day following 16-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
89.81 |
89.93 |
PP |
89.71 |
89.80 |
S1 |
89.62 |
89.66 |
|