NYMEX Light Sweet Crude Oil Future April 2012
Trading Metrics calculated at close of trading on 29-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2011 |
29-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
84.60 |
82.50 |
-2.10 |
-2.5% |
88.27 |
High |
85.73 |
84.78 |
-0.95 |
-1.1% |
89.19 |
Low |
82.56 |
81.30 |
-1.26 |
-1.5% |
78.94 |
Close |
82.55 |
83.21 |
0.66 |
0.8% |
81.31 |
Range |
3.17 |
3.48 |
0.31 |
9.8% |
10.25 |
ATR |
3.07 |
3.10 |
0.03 |
1.0% |
0.00 |
Volume |
5,692 |
6,602 |
910 |
16.0% |
36,041 |
|
Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.54 |
91.85 |
85.12 |
|
R3 |
90.06 |
88.37 |
84.17 |
|
R2 |
86.58 |
86.58 |
83.85 |
|
R1 |
84.89 |
84.89 |
83.53 |
85.74 |
PP |
83.10 |
83.10 |
83.10 |
83.52 |
S1 |
81.41 |
81.41 |
82.89 |
82.26 |
S2 |
79.62 |
79.62 |
82.57 |
|
S3 |
76.14 |
77.93 |
82.25 |
|
S4 |
72.66 |
74.45 |
81.30 |
|
|
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 |
99.57 |
2.618 |
93.89 |
1.618 |
90.41 |
1.000 |
88.26 |
0.618 |
86.93 |
HIGH |
84.78 |
0.618 |
83.45 |
0.500 |
83.04 |
0.382 |
82.63 |
LOW |
81.30 |
0.618 |
79.15 |
1.000 |
77.82 |
1.618 |
75.67 |
2.618 |
72.19 |
4.250 |
66.51 |
|
|
Fisher Pivots for day following 29-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
83.15 |
83.58 |
PP |
83.10 |
83.45 |
S1 |
83.04 |
83.33 |
|