NYMEX Light Sweet Crude Oil Future May 2012
Trading Metrics calculated at close of trading on 08-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
88.94 |
91.04 |
2.10 |
2.4% |
89.44 |
High |
91.26 |
91.46 |
0.20 |
0.2% |
91.59 |
Low |
88.87 |
90.30 |
1.43 |
1.6% |
87.70 |
Close |
91.02 |
90.51 |
-0.51 |
-0.6% |
88.52 |
Range |
2.39 |
1.16 |
-1.23 |
-51.5% |
3.89 |
ATR |
2.42 |
2.33 |
-0.09 |
-3.7% |
0.00 |
Volume |
2,776 |
4,116 |
1,340 |
48.3% |
30,721 |
|
Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.24 |
93.53 |
91.15 |
|
R3 |
93.08 |
92.37 |
90.83 |
|
R2 |
91.92 |
91.92 |
90.72 |
|
R1 |
91.21 |
91.21 |
90.62 |
90.99 |
PP |
90.76 |
90.76 |
90.76 |
90.64 |
S1 |
90.05 |
90.05 |
90.40 |
89.83 |
S2 |
89.60 |
89.60 |
90.30 |
|
S3 |
88.44 |
88.89 |
90.19 |
|
S4 |
87.28 |
87.73 |
89.87 |
|
|
Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.94 |
98.62 |
90.66 |
|
R3 |
97.05 |
94.73 |
89.59 |
|
R2 |
93.16 |
93.16 |
89.23 |
|
R1 |
90.84 |
90.84 |
88.88 |
90.06 |
PP |
89.27 |
89.27 |
89.27 |
88.88 |
S1 |
86.95 |
86.95 |
88.16 |
86.17 |
S2 |
85.38 |
85.38 |
87.81 |
|
S3 |
81.49 |
83.06 |
87.45 |
|
S4 |
77.60 |
79.17 |
86.38 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.39 |
2.618 |
94.50 |
1.618 |
93.34 |
1.000 |
92.62 |
0.618 |
92.18 |
HIGH |
91.46 |
0.618 |
91.02 |
0.500 |
90.88 |
0.382 |
90.74 |
LOW |
90.30 |
0.618 |
89.58 |
1.000 |
89.14 |
1.618 |
88.42 |
2.618 |
87.26 |
4.250 |
85.37 |
|
|
Fisher Pivots for day following 08-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
90.88 |
89.89 |
PP |
90.76 |
89.27 |
S1 |
90.63 |
88.65 |
|