NYMEX Light Sweet Crude Oil Future May 2012
Trading Metrics calculated at close of trading on 14-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
90.01 |
89.55 |
-0.46 |
-0.5% |
87.53 |
High |
91.26 |
90.75 |
-0.51 |
-0.6% |
91.46 |
Low |
90.01 |
89.15 |
-0.86 |
-1.0% |
85.83 |
Close |
91.09 |
90.13 |
-0.96 |
-1.1% |
88.92 |
Range |
1.25 |
1.60 |
0.35 |
28.0% |
5.63 |
ATR |
2.36 |
2.33 |
-0.03 |
-1.3% |
0.00 |
Volume |
5,761 |
8,321 |
2,560 |
44.4% |
22,950 |
|
Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.81 |
94.07 |
91.01 |
|
R3 |
93.21 |
92.47 |
90.57 |
|
R2 |
91.61 |
91.61 |
90.42 |
|
R1 |
90.87 |
90.87 |
90.28 |
91.24 |
PP |
90.01 |
90.01 |
90.01 |
90.20 |
S1 |
89.27 |
89.27 |
89.98 |
89.64 |
S2 |
88.41 |
88.41 |
89.84 |
|
S3 |
86.81 |
87.67 |
89.69 |
|
S4 |
85.21 |
86.07 |
89.25 |
|
|
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 |
97.55 |
2.618 |
94.94 |
1.618 |
93.34 |
1.000 |
92.35 |
0.618 |
91.74 |
HIGH |
90.75 |
0.618 |
90.14 |
0.500 |
89.95 |
0.382 |
89.76 |
LOW |
89.15 |
0.618 |
88.16 |
1.000 |
87.55 |
1.618 |
86.56 |
2.618 |
84.96 |
4.250 |
82.35 |
|
|
Fisher Pivots for day following 14-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
90.07 |
89.89 |
PP |
90.01 |
89.64 |
S1 |
89.95 |
89.40 |
|