NYMEX Light Sweet Crude Oil Future December 2011
| 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 |
81.74 |
83.84 |
2.10 |
2.6% |
87.87 |
| High |
85.00 |
84.84 |
-0.16 |
-0.2% |
88.24 |
| Low |
81.18 |
80.75 |
-0.43 |
-0.5% |
77.81 |
| Close |
84.68 |
81.46 |
-3.22 |
-3.8% |
80.12 |
| Range |
3.82 |
4.09 |
0.27 |
7.1% |
10.43 |
| ATR |
3.47 |
3.51 |
0.04 |
1.3% |
0.00 |
| Volume |
80,881 |
72,479 |
-8,402 |
-10.4% |
469,224 |
|
| Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.62 |
92.13 |
83.71 |
|
| R3 |
90.53 |
88.04 |
82.58 |
|
| R2 |
86.44 |
86.44 |
82.21 |
|
| R1 |
83.95 |
83.95 |
81.83 |
83.15 |
| PP |
82.35 |
82.35 |
82.35 |
81.95 |
| S1 |
79.86 |
79.86 |
81.09 |
79.06 |
| S2 |
78.26 |
78.26 |
80.71 |
|
| S3 |
74.17 |
75.77 |
80.34 |
|
| S4 |
70.08 |
71.68 |
79.21 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.35 |
107.16 |
85.86 |
|
| R3 |
102.92 |
96.73 |
82.99 |
|
| R2 |
92.49 |
92.49 |
82.03 |
|
| R1 |
86.30 |
86.30 |
81.08 |
84.18 |
| PP |
82.06 |
82.06 |
82.06 |
81.00 |
| S1 |
75.87 |
75.87 |
79.16 |
73.75 |
| S2 |
71.63 |
71.63 |
78.21 |
|
| S3 |
61.20 |
65.44 |
77.25 |
|
| S4 |
50.77 |
55.01 |
74.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.25 |
77.38 |
7.87 |
9.7% |
4.37 |
5.4% |
52% |
False |
False |
99,334 |
| 10 |
90.45 |
77.38 |
13.07 |
16.0% |
3.50 |
4.3% |
31% |
False |
False |
88,379 |
| 20 |
90.96 |
77.38 |
13.58 |
16.7% |
3.18 |
3.9% |
30% |
False |
False |
91,474 |
| 40 |
94.97 |
77.12 |
17.85 |
21.9% |
3.49 |
4.3% |
24% |
False |
False |
86,555 |
| 60 |
101.83 |
77.12 |
24.71 |
30.3% |
3.21 |
3.9% |
18% |
False |
False |
74,540 |
| 80 |
104.20 |
77.12 |
27.08 |
33.2% |
3.07 |
3.8% |
16% |
False |
False |
70,945 |
| 100 |
106.14 |
77.12 |
29.02 |
35.6% |
3.12 |
3.8% |
15% |
False |
False |
67,255 |
| 120 |
115.50 |
77.12 |
38.38 |
47.1% |
3.16 |
3.9% |
11% |
False |
False |
63,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.22 |
|
2.618 |
95.55 |
|
1.618 |
91.46 |
|
1.000 |
88.93 |
|
0.618 |
87.37 |
|
HIGH |
84.84 |
|
0.618 |
83.28 |
|
0.500 |
82.80 |
|
0.382 |
82.31 |
|
LOW |
80.75 |
|
0.618 |
78.22 |
|
1.000 |
76.66 |
|
1.618 |
74.13 |
|
2.618 |
70.04 |
|
4.250 |
63.37 |
|
|
| Fisher Pivots for day following 28-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
82.80 |
81.37 |
| PP |
82.35 |
81.28 |
| S1 |
81.91 |
81.19 |
|