NYMEX Light Sweet Crude Oil Future May 2012
Trading Metrics calculated at close of trading on 15-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
89.55 |
89.75 |
0.20 |
0.2% |
87.53 |
High |
90.75 |
91.22 |
0.47 |
0.5% |
91.46 |
Low |
89.15 |
89.70 |
0.55 |
0.6% |
85.83 |
Close |
90.13 |
90.87 |
0.74 |
0.8% |
88.92 |
Range |
1.60 |
1.52 |
-0.08 |
-5.0% |
5.63 |
ATR |
2.33 |
2.27 |
-0.06 |
-2.5% |
0.00 |
Volume |
8,321 |
10,162 |
1,841 |
22.1% |
22,950 |
|
Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.16 |
94.53 |
91.71 |
|
R3 |
93.64 |
93.01 |
91.29 |
|
R2 |
92.12 |
92.12 |
91.15 |
|
R1 |
91.49 |
91.49 |
91.01 |
91.81 |
PP |
90.60 |
90.60 |
90.60 |
90.75 |
S1 |
89.97 |
89.97 |
90.73 |
90.29 |
S2 |
89.08 |
89.08 |
90.59 |
|
S3 |
87.56 |
88.45 |
90.45 |
|
S4 |
86.04 |
86.93 |
90.03 |
|
|
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 |
97.68 |
2.618 |
95.20 |
1.618 |
93.68 |
1.000 |
92.74 |
0.618 |
92.16 |
HIGH |
91.22 |
0.618 |
90.64 |
0.500 |
90.46 |
0.382 |
90.28 |
LOW |
89.70 |
0.618 |
88.76 |
1.000 |
88.18 |
1.618 |
87.24 |
2.618 |
85.72 |
4.250 |
83.24 |
|
|
Fisher Pivots for day following 15-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
90.73 |
90.65 |
PP |
90.60 |
90.43 |
S1 |
90.46 |
90.21 |
|