NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 27-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
82.00 |
83.93 |
1.93 |
2.4% |
88.85 |
| High |
83.00 |
86.37 |
3.37 |
4.1% |
89.85 |
| Low |
79.45 |
83.28 |
3.83 |
4.8% |
79.71 |
| Close |
82.07 |
86.06 |
3.99 |
4.9% |
82.00 |
| Range |
3.55 |
3.09 |
-0.46 |
-13.0% |
10.14 |
| ATR |
|
|
|
|
|
| Volume |
25,401 |
16,092 |
-9,309 |
-36.6% |
93,081 |
|
| Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.51 |
93.37 |
87.76 |
|
| R3 |
91.42 |
90.28 |
86.91 |
|
| R2 |
88.33 |
88.33 |
86.63 |
|
| R1 |
87.19 |
87.19 |
86.34 |
87.76 |
| PP |
85.24 |
85.24 |
85.24 |
85.52 |
| S1 |
84.10 |
84.10 |
85.78 |
84.67 |
| S2 |
82.15 |
82.15 |
85.49 |
|
| S3 |
79.06 |
81.01 |
85.21 |
|
| S4 |
75.97 |
77.92 |
84.36 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.27 |
108.28 |
87.58 |
|
| R3 |
104.13 |
98.14 |
84.79 |
|
| R2 |
93.99 |
93.99 |
83.86 |
|
| R1 |
88.00 |
88.00 |
82.93 |
85.93 |
| PP |
83.85 |
83.85 |
83.85 |
82.82 |
| S1 |
77.86 |
77.86 |
81.07 |
75.79 |
| S2 |
73.71 |
73.71 |
80.14 |
|
| S3 |
63.57 |
67.72 |
79.21 |
|
| S4 |
53.43 |
57.58 |
76.42 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.50 |
|
2.618 |
94.46 |
|
1.618 |
91.37 |
|
1.000 |
89.46 |
|
0.618 |
88.28 |
|
HIGH |
86.37 |
|
0.618 |
85.19 |
|
0.500 |
84.83 |
|
0.382 |
84.46 |
|
LOW |
83.28 |
|
0.618 |
81.37 |
|
1.000 |
80.19 |
|
1.618 |
78.28 |
|
2.618 |
75.19 |
|
4.250 |
70.15 |
|
|
| Fisher Pivots for day following 27-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
85.65 |
85.01 |
| PP |
85.24 |
83.96 |
| S1 |
84.83 |
82.91 |
|