NYMEX Light Sweet Crude Oil Future May 2012
Trading Metrics calculated at close of trading on 13-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
88.05 |
90.01 |
1.96 |
2.2% |
87.53 |
High |
90.05 |
91.26 |
1.21 |
1.3% |
91.46 |
Low |
87.54 |
90.01 |
2.47 |
2.8% |
85.83 |
Close |
89.40 |
91.09 |
1.69 |
1.9% |
88.92 |
Range |
2.51 |
1.25 |
-1.26 |
-50.2% |
5.63 |
ATR |
2.40 |
2.36 |
-0.04 |
-1.6% |
0.00 |
Volume |
10,479 |
5,761 |
-4,718 |
-45.0% |
22,950 |
|
Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.54 |
94.06 |
91.78 |
|
R3 |
93.29 |
92.81 |
91.43 |
|
R2 |
92.04 |
92.04 |
91.32 |
|
R1 |
91.56 |
91.56 |
91.20 |
91.80 |
PP |
90.79 |
90.79 |
90.79 |
90.91 |
S1 |
90.31 |
90.31 |
90.98 |
90.55 |
S2 |
89.54 |
89.54 |
90.86 |
|
S3 |
88.29 |
89.06 |
90.75 |
|
S4 |
87.04 |
87.81 |
90.40 |
|
|
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 |
96.57 |
2.618 |
94.53 |
1.618 |
93.28 |
1.000 |
92.51 |
0.618 |
92.03 |
HIGH |
91.26 |
0.618 |
90.78 |
0.500 |
90.64 |
0.382 |
90.49 |
LOW |
90.01 |
0.618 |
89.24 |
1.000 |
88.76 |
1.618 |
87.99 |
2.618 |
86.74 |
4.250 |
84.70 |
|
|
Fisher Pivots for day following 13-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
90.94 |
90.49 |
PP |
90.79 |
89.90 |
S1 |
90.64 |
89.30 |
|