NYMEX Light Sweet Crude Oil Future April 2012
Trading Metrics calculated at close of trading on 27-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
80.82 |
82.71 |
1.89 |
2.3% |
88.27 |
High |
82.52 |
85.85 |
3.33 |
4.0% |
89.19 |
Low |
78.72 |
82.71 |
3.99 |
5.1% |
78.94 |
Close |
81.50 |
85.59 |
4.09 |
5.0% |
81.31 |
Range |
3.80 |
3.14 |
-0.66 |
-17.4% |
10.25 |
ATR |
2.96 |
3.06 |
0.10 |
3.3% |
0.00 |
Volume |
9,495 |
6,256 |
-3,239 |
-34.1% |
36,041 |
|
Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.14 |
93.00 |
87.32 |
|
R3 |
91.00 |
89.86 |
86.45 |
|
R2 |
87.86 |
87.86 |
86.17 |
|
R1 |
86.72 |
86.72 |
85.88 |
87.29 |
PP |
84.72 |
84.72 |
84.72 |
85.00 |
S1 |
83.58 |
83.58 |
85.30 |
84.15 |
S2 |
81.58 |
81.58 |
85.01 |
|
S3 |
78.44 |
80.44 |
84.73 |
|
S4 |
75.30 |
77.30 |
83.86 |
|
|
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 |
99.20 |
2.618 |
94.07 |
1.618 |
90.93 |
1.000 |
88.99 |
0.618 |
87.79 |
HIGH |
85.85 |
0.618 |
84.65 |
0.500 |
84.28 |
0.382 |
83.91 |
LOW |
82.71 |
0.618 |
80.77 |
1.000 |
79.57 |
1.618 |
77.63 |
2.618 |
74.49 |
4.250 |
69.37 |
|
|
Fisher Pivots for day following 27-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
85.15 |
84.49 |
PP |
84.72 |
83.39 |
S1 |
84.28 |
82.29 |
|