NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 26-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
80.40 |
79.64 |
-0.76 |
-0.9% |
87.80 |
| High |
81.81 |
81.56 |
-0.25 |
-0.3% |
87.99 |
| Low |
77.55 |
77.11 |
-0.44 |
-0.6% |
77.55 |
| Close |
79.85 |
80.24 |
0.39 |
0.5% |
79.85 |
| Range |
4.26 |
4.45 |
0.19 |
4.5% |
10.44 |
| ATR |
3.32 |
3.40 |
0.08 |
2.4% |
0.00 |
| Volume |
400,428 |
311,997 |
-88,431 |
-22.1% |
1,656,978 |
|
| Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.99 |
91.06 |
82.69 |
|
| R3 |
88.54 |
86.61 |
81.46 |
|
| R2 |
84.09 |
84.09 |
81.06 |
|
| R1 |
82.16 |
82.16 |
80.65 |
83.13 |
| PP |
79.64 |
79.64 |
79.64 |
80.12 |
| S1 |
77.71 |
77.71 |
79.83 |
78.68 |
| S2 |
75.19 |
75.19 |
79.42 |
|
| S3 |
70.74 |
73.26 |
79.02 |
|
| S4 |
66.29 |
68.81 |
77.79 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.12 |
106.92 |
85.59 |
|
| R3 |
102.68 |
96.48 |
82.72 |
|
| R2 |
92.24 |
92.24 |
81.76 |
|
| R1 |
86.04 |
86.04 |
80.81 |
83.92 |
| PP |
81.80 |
81.80 |
81.80 |
80.74 |
| S1 |
75.60 |
75.60 |
78.89 |
73.48 |
| S2 |
71.36 |
71.36 |
77.94 |
|
| S3 |
60.92 |
65.16 |
76.98 |
|
| S4 |
50.48 |
54.72 |
74.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.99 |
77.11 |
10.88 |
13.6% |
3.91 |
4.9% |
29% |
False |
True |
339,293 |
| 10 |
90.60 |
77.11 |
13.49 |
16.8% |
3.20 |
4.0% |
23% |
False |
True |
254,792 |
| 20 |
90.69 |
77.11 |
13.58 |
16.9% |
3.07 |
3.8% |
23% |
False |
True |
168,675 |
| 40 |
99.35 |
76.61 |
22.74 |
28.3% |
3.51 |
4.4% |
16% |
False |
False |
113,417 |
| 60 |
101.39 |
76.61 |
24.78 |
30.9% |
3.16 |
3.9% |
15% |
False |
False |
85,520 |
| 80 |
104.00 |
76.61 |
27.39 |
34.1% |
3.01 |
3.8% |
13% |
False |
False |
69,304 |
| 100 |
109.93 |
76.61 |
33.32 |
41.5% |
3.15 |
3.9% |
11% |
False |
False |
57,558 |
| 120 |
115.57 |
76.61 |
38.96 |
48.6% |
2.98 |
3.7% |
9% |
False |
False |
49,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.47 |
|
2.618 |
93.21 |
|
1.618 |
88.76 |
|
1.000 |
86.01 |
|
0.618 |
84.31 |
|
HIGH |
81.56 |
|
0.618 |
79.86 |
|
0.500 |
79.34 |
|
0.382 |
78.81 |
|
LOW |
77.11 |
|
0.618 |
74.36 |
|
1.000 |
72.66 |
|
1.618 |
69.91 |
|
2.618 |
65.46 |
|
4.250 |
58.20 |
|
|
| Fisher Pivots for day following 26-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
79.94 |
81.06 |
| PP |
79.64 |
80.78 |
| S1 |
79.34 |
80.51 |
|