NYMEX Light Sweet Crude Oil Future May 2012
Trading Metrics calculated at close of trading on 16-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
89.75 |
90.65 |
0.90 |
1.0% |
88.05 |
High |
91.22 |
91.04 |
-0.18 |
-0.2% |
91.26 |
Low |
89.70 |
88.97 |
-0.73 |
-0.8% |
87.54 |
Close |
90.87 |
89.79 |
-1.08 |
-1.2% |
89.79 |
Range |
1.52 |
2.07 |
0.55 |
36.2% |
3.72 |
ATR |
2.27 |
2.26 |
-0.01 |
-0.6% |
0.00 |
Volume |
10,162 |
3,558 |
-6,604 |
-65.0% |
38,281 |
|
Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.14 |
95.04 |
90.93 |
|
R3 |
94.07 |
92.97 |
90.36 |
|
R2 |
92.00 |
92.00 |
90.17 |
|
R1 |
90.90 |
90.90 |
89.98 |
90.42 |
PP |
89.93 |
89.93 |
89.93 |
89.69 |
S1 |
88.83 |
88.83 |
89.60 |
88.35 |
S2 |
87.86 |
87.86 |
89.41 |
|
S3 |
85.79 |
86.76 |
89.22 |
|
S4 |
83.72 |
84.69 |
88.65 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.69 |
98.96 |
91.84 |
|
R3 |
96.97 |
95.24 |
90.81 |
|
R2 |
93.25 |
93.25 |
90.47 |
|
R1 |
91.52 |
91.52 |
90.13 |
92.39 |
PP |
89.53 |
89.53 |
89.53 |
89.96 |
S1 |
87.80 |
87.80 |
89.45 |
88.67 |
S2 |
85.81 |
85.81 |
89.11 |
|
S3 |
82.09 |
84.08 |
88.77 |
|
S4 |
78.37 |
80.36 |
87.74 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.84 |
2.618 |
96.46 |
1.618 |
94.39 |
1.000 |
93.11 |
0.618 |
92.32 |
HIGH |
91.04 |
0.618 |
90.25 |
0.500 |
90.01 |
0.382 |
89.76 |
LOW |
88.97 |
0.618 |
87.69 |
1.000 |
86.90 |
1.618 |
85.62 |
2.618 |
83.55 |
4.250 |
80.17 |
|
|
Fisher Pivots for day following 16-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
90.01 |
90.10 |
PP |
89.93 |
89.99 |
S1 |
89.86 |
89.89 |
|