NYMEX Light Sweet Crude Oil Future April 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 |
82.80 |
80.82 |
-1.98 |
-2.4% |
88.27 |
High |
82.83 |
82.52 |
-0.31 |
-0.4% |
89.19 |
Low |
78.94 |
78.72 |
-0.22 |
-0.3% |
78.94 |
Close |
81.31 |
81.50 |
0.19 |
0.2% |
81.31 |
Range |
3.89 |
3.80 |
-0.09 |
-2.3% |
10.25 |
ATR |
2.90 |
2.96 |
0.06 |
2.2% |
0.00 |
Volume |
8,063 |
9,495 |
1,432 |
17.8% |
36,041 |
|
Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.31 |
90.71 |
83.59 |
|
R3 |
88.51 |
86.91 |
82.55 |
|
R2 |
84.71 |
84.71 |
82.20 |
|
R1 |
83.11 |
83.11 |
81.85 |
83.91 |
PP |
80.91 |
80.91 |
80.91 |
81.32 |
S1 |
79.31 |
79.31 |
81.15 |
80.11 |
S2 |
77.11 |
77.11 |
80.80 |
|
S3 |
73.31 |
75.51 |
80.46 |
|
S4 |
69.51 |
71.71 |
79.41 |
|
|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.90 |
107.85 |
86.95 |
|
R3 |
103.65 |
97.60 |
84.13 |
|
R2 |
93.40 |
93.40 |
83.19 |
|
R1 |
87.35 |
87.35 |
82.25 |
85.25 |
PP |
83.15 |
83.15 |
83.15 |
82.10 |
S1 |
77.10 |
77.10 |
80.37 |
75.00 |
S2 |
72.90 |
72.90 |
79.43 |
|
S3 |
62.65 |
66.85 |
78.49 |
|
S4 |
52.40 |
56.60 |
75.67 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.67 |
2.618 |
92.47 |
1.618 |
88.67 |
1.000 |
86.32 |
0.618 |
84.87 |
HIGH |
82.52 |
0.618 |
81.07 |
0.500 |
80.62 |
0.382 |
80.17 |
LOW |
78.72 |
0.618 |
76.37 |
1.000 |
74.92 |
1.618 |
72.57 |
2.618 |
68.77 |
4.250 |
62.57 |
|
|
Fisher Pivots for day following 26-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
81.21 |
82.15 |
PP |
80.91 |
81.93 |
S1 |
80.62 |
81.72 |
|