NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 12-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
89.04 |
88.05 |
-0.99 |
-1.1% |
87.53 |
| High |
89.42 |
90.05 |
0.63 |
0.7% |
91.46 |
| Low |
87.34 |
87.54 |
0.20 |
0.2% |
85.83 |
| Close |
88.92 |
89.40 |
0.48 |
0.5% |
88.92 |
| Range |
2.08 |
2.51 |
0.43 |
20.7% |
5.63 |
| ATR |
2.39 |
2.40 |
0.01 |
0.3% |
0.00 |
| Volume |
11,042 |
10,479 |
-563 |
-5.1% |
22,950 |
|
| Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.53 |
95.47 |
90.78 |
|
| R3 |
94.02 |
92.96 |
90.09 |
|
| R2 |
91.51 |
91.51 |
89.86 |
|
| R1 |
90.45 |
90.45 |
89.63 |
90.98 |
| PP |
89.00 |
89.00 |
89.00 |
89.26 |
| S1 |
87.94 |
87.94 |
89.17 |
88.47 |
| S2 |
86.49 |
86.49 |
88.94 |
|
| S3 |
83.98 |
85.43 |
88.71 |
|
| S4 |
81.47 |
82.92 |
88.02 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.63 |
102.90 |
92.02 |
|
| R3 |
100.00 |
97.27 |
90.47 |
|
| R2 |
94.37 |
94.37 |
89.95 |
|
| R1 |
91.64 |
91.64 |
89.44 |
93.01 |
| PP |
88.74 |
88.74 |
88.74 |
89.42 |
| S1 |
86.01 |
86.01 |
88.40 |
87.38 |
| S2 |
83.11 |
83.11 |
87.89 |
|
| S3 |
77.48 |
80.38 |
87.37 |
|
| S4 |
71.85 |
74.75 |
85.82 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.72 |
|
2.618 |
96.62 |
|
1.618 |
94.11 |
|
1.000 |
92.56 |
|
0.618 |
91.60 |
|
HIGH |
90.05 |
|
0.618 |
89.09 |
|
0.500 |
88.80 |
|
0.382 |
88.50 |
|
LOW |
87.54 |
|
0.618 |
85.99 |
|
1.000 |
85.03 |
|
1.618 |
83.48 |
|
2.618 |
80.97 |
|
4.250 |
76.87 |
|
|
| Fisher Pivots for day following 12-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
89.20 |
89.40 |
| PP |
89.00 |
89.40 |
| S1 |
88.80 |
89.40 |
|