NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 28-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
83.93 |
84.89 |
0.96 |
1.1% |
88.85 |
| High |
86.37 |
86.29 |
-0.08 |
-0.1% |
89.85 |
| Low |
83.28 |
82.60 |
-0.68 |
-0.8% |
79.71 |
| Close |
86.06 |
83.15 |
-2.91 |
-3.4% |
82.00 |
| Range |
3.09 |
3.69 |
0.60 |
19.4% |
10.14 |
| ATR |
0.00 |
3.14 |
3.14 |
|
0.00 |
| Volume |
16,092 |
17,787 |
1,695 |
10.5% |
93,081 |
|
| Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.08 |
92.81 |
85.18 |
|
| R3 |
91.39 |
89.12 |
84.16 |
|
| R2 |
87.70 |
87.70 |
83.83 |
|
| R1 |
85.43 |
85.43 |
83.49 |
84.72 |
| PP |
84.01 |
84.01 |
84.01 |
83.66 |
| S1 |
81.74 |
81.74 |
82.81 |
81.03 |
| S2 |
80.32 |
80.32 |
82.47 |
|
| S3 |
76.63 |
78.05 |
82.14 |
|
| S4 |
72.94 |
74.36 |
81.12 |
|
|
| 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 |
101.97 |
|
2.618 |
95.95 |
|
1.618 |
92.26 |
|
1.000 |
89.98 |
|
0.618 |
88.57 |
|
HIGH |
86.29 |
|
0.618 |
84.88 |
|
0.500 |
84.45 |
|
0.382 |
84.01 |
|
LOW |
82.60 |
|
0.618 |
80.32 |
|
1.000 |
78.91 |
|
1.618 |
76.63 |
|
2.618 |
72.94 |
|
4.250 |
66.92 |
|
|
| Fisher Pivots for day following 28-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
84.45 |
83.07 |
| PP |
84.01 |
82.99 |
| S1 |
83.58 |
82.91 |
|