NYMEX Light Sweet Crude Oil Future December 2011
| 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 |
83.84 |
80.89 |
-2.95 |
-3.5% |
87.87 |
| High |
84.84 |
84.20 |
-0.64 |
-0.8% |
88.24 |
| Low |
80.75 |
79.90 |
-0.85 |
-1.1% |
77.81 |
| Close |
81.46 |
82.34 |
0.88 |
1.1% |
80.12 |
| Range |
4.09 |
4.30 |
0.21 |
5.1% |
10.43 |
| ATR |
3.51 |
3.57 |
0.06 |
1.6% |
0.00 |
| Volume |
72,479 |
98,572 |
26,093 |
36.0% |
469,224 |
|
| Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.05 |
92.99 |
84.71 |
|
| R3 |
90.75 |
88.69 |
83.52 |
|
| R2 |
86.45 |
86.45 |
83.13 |
|
| R1 |
84.39 |
84.39 |
82.73 |
85.42 |
| PP |
82.15 |
82.15 |
82.15 |
82.66 |
| S1 |
80.09 |
80.09 |
81.95 |
81.12 |
| S2 |
77.85 |
77.85 |
81.55 |
|
| S3 |
73.55 |
75.79 |
81.16 |
|
| S4 |
69.25 |
71.49 |
79.98 |
|
|
| 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 |
85.00 |
77.38 |
7.62 |
9.3% |
4.16 |
5.1% |
65% |
False |
False |
94,208 |
| 10 |
90.14 |
77.38 |
12.76 |
15.5% |
3.72 |
4.5% |
39% |
False |
False |
90,118 |
| 20 |
90.96 |
77.38 |
13.58 |
16.5% |
3.31 |
4.0% |
37% |
False |
False |
88,410 |
| 40 |
93.79 |
77.12 |
16.67 |
20.2% |
3.54 |
4.3% |
31% |
False |
False |
87,624 |
| 60 |
101.83 |
77.12 |
24.71 |
30.0% |
3.25 |
3.9% |
21% |
False |
False |
75,481 |
| 80 |
104.20 |
77.12 |
27.08 |
32.9% |
3.10 |
3.8% |
19% |
False |
False |
71,763 |
| 100 |
106.14 |
77.12 |
29.02 |
35.2% |
3.11 |
3.8% |
18% |
False |
False |
67,422 |
| 120 |
115.50 |
77.12 |
38.38 |
46.6% |
3.17 |
3.9% |
14% |
False |
False |
63,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.48 |
|
2.618 |
95.46 |
|
1.618 |
91.16 |
|
1.000 |
88.50 |
|
0.618 |
86.86 |
|
HIGH |
84.20 |
|
0.618 |
82.56 |
|
0.500 |
82.05 |
|
0.382 |
81.54 |
|
LOW |
79.90 |
|
0.618 |
77.24 |
|
1.000 |
75.60 |
|
1.618 |
72.94 |
|
2.618 |
68.64 |
|
4.250 |
61.63 |
|
|
| Fisher Pivots for day following 29-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
82.24 |
82.45 |
| PP |
82.15 |
82.41 |
| S1 |
82.05 |
82.38 |
|