NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 29-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2011 |
29-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
84.65 |
82.00 |
-2.65 |
-3.1% |
88.57 |
| High |
86.02 |
85.00 |
-1.02 |
-1.2% |
89.52 |
| Low |
82.84 |
81.60 |
-1.24 |
-1.5% |
79.41 |
| Close |
82.85 |
83.49 |
0.64 |
0.8% |
81.65 |
| Range |
3.18 |
3.40 |
0.22 |
6.9% |
10.11 |
| ATR |
2.88 |
2.91 |
0.04 |
1.3% |
0.00 |
| Volume |
5,085 |
4,974 |
-111 |
-2.2% |
30,472 |
|
| Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.56 |
91.93 |
85.36 |
|
| R3 |
90.16 |
88.53 |
84.43 |
|
| R2 |
86.76 |
86.76 |
84.11 |
|
| R1 |
85.13 |
85.13 |
83.80 |
85.95 |
| PP |
83.36 |
83.36 |
83.36 |
83.77 |
| S1 |
81.73 |
81.73 |
83.18 |
82.55 |
| S2 |
79.96 |
79.96 |
82.87 |
|
| S3 |
76.56 |
78.33 |
82.56 |
|
| S4 |
73.16 |
74.93 |
81.62 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.86 |
107.86 |
87.21 |
|
| R3 |
103.75 |
97.75 |
84.43 |
|
| R2 |
93.64 |
93.64 |
83.50 |
|
| R1 |
87.64 |
87.64 |
82.58 |
85.59 |
| PP |
83.53 |
83.53 |
83.53 |
82.50 |
| S1 |
77.53 |
77.53 |
80.72 |
75.48 |
| S2 |
73.42 |
73.42 |
79.80 |
|
| S3 |
63.31 |
67.42 |
78.87 |
|
| S4 |
53.20 |
57.31 |
76.09 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.45 |
|
2.618 |
93.90 |
|
1.618 |
90.50 |
|
1.000 |
88.40 |
|
0.618 |
87.10 |
|
HIGH |
85.00 |
|
0.618 |
83.70 |
|
0.500 |
83.30 |
|
0.382 |
82.90 |
|
LOW |
81.60 |
|
0.618 |
79.50 |
|
1.000 |
78.20 |
|
1.618 |
76.10 |
|
2.618 |
72.70 |
|
4.250 |
67.15 |
|
|
| Fisher Pivots for day following 29-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
83.43 |
83.81 |
| PP |
83.36 |
83.70 |
| S1 |
83.30 |
83.60 |
|