NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 01-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
91.52 |
90.81 |
-0.71 |
-0.8% |
85.22 |
| High |
91.59 |
91.56 |
-0.03 |
0.0% |
89.47 |
| Low |
90.43 |
90.38 |
-0.05 |
-0.1% |
85.22 |
| Close |
90.78 |
90.92 |
0.14 |
0.2% |
88.14 |
| Range |
1.16 |
1.18 |
0.02 |
1.7% |
4.25 |
| ATR |
2.36 |
2.28 |
-0.08 |
-3.6% |
0.00 |
| Volume |
5,719 |
14,957 |
9,238 |
161.5% |
24,022 |
|
| Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.49 |
93.89 |
91.57 |
|
| R3 |
93.31 |
92.71 |
91.24 |
|
| R2 |
92.13 |
92.13 |
91.14 |
|
| R1 |
91.53 |
91.53 |
91.03 |
91.83 |
| PP |
90.95 |
90.95 |
90.95 |
91.11 |
| S1 |
90.35 |
90.35 |
90.81 |
90.65 |
| S2 |
89.77 |
89.77 |
90.70 |
|
| S3 |
88.59 |
89.17 |
90.60 |
|
| S4 |
87.41 |
87.99 |
90.27 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.36 |
98.50 |
90.48 |
|
| R3 |
96.11 |
94.25 |
89.31 |
|
| R2 |
91.86 |
91.86 |
88.92 |
|
| R1 |
90.00 |
90.00 |
88.53 |
90.93 |
| PP |
87.61 |
87.61 |
87.61 |
88.08 |
| S1 |
85.75 |
85.75 |
87.75 |
86.68 |
| S2 |
83.36 |
83.36 |
87.36 |
|
| S3 |
79.11 |
81.50 |
86.97 |
|
| S4 |
74.86 |
77.25 |
85.80 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.58 |
|
2.618 |
94.65 |
|
1.618 |
93.47 |
|
1.000 |
92.74 |
|
0.618 |
92.29 |
|
HIGH |
91.56 |
|
0.618 |
91.11 |
|
0.500 |
90.97 |
|
0.382 |
90.83 |
|
LOW |
90.38 |
|
0.618 |
89.65 |
|
1.000 |
89.20 |
|
1.618 |
88.47 |
|
2.618 |
87.29 |
|
4.250 |
85.37 |
|
|
| Fisher Pivots for day following 01-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
90.97 |
90.82 |
| PP |
90.95 |
90.71 |
| S1 |
90.94 |
90.61 |
|