NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 20-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2011 |
20-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
88.22 |
86.00 |
-2.22 |
-2.5% |
87.02 |
| High |
88.22 |
88.12 |
-0.10 |
-0.1% |
90.79 |
| Low |
85.43 |
85.76 |
0.33 |
0.4% |
85.73 |
| Close |
86.27 |
87.43 |
1.16 |
1.3% |
88.73 |
| Range |
2.79 |
2.36 |
-0.43 |
-15.4% |
5.06 |
| ATR |
2.89 |
2.85 |
-0.04 |
-1.3% |
0.00 |
| Volume |
30,083 |
25,323 |
-4,760 |
-15.8% |
160,308 |
|
| Daily Pivots for day following 20-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.18 |
93.17 |
88.73 |
|
| R3 |
91.82 |
90.81 |
88.08 |
|
| R2 |
89.46 |
89.46 |
87.86 |
|
| R1 |
88.45 |
88.45 |
87.65 |
88.96 |
| PP |
87.10 |
87.10 |
87.10 |
87.36 |
| S1 |
86.09 |
86.09 |
87.21 |
86.60 |
| S2 |
84.74 |
84.74 |
87.00 |
|
| S3 |
82.38 |
83.73 |
86.78 |
|
| S4 |
80.02 |
81.37 |
86.13 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.60 |
101.22 |
91.51 |
|
| R3 |
98.54 |
96.16 |
90.12 |
|
| R2 |
93.48 |
93.48 |
89.66 |
|
| R1 |
91.10 |
91.10 |
89.19 |
92.29 |
| PP |
88.42 |
88.42 |
88.42 |
89.01 |
| S1 |
86.04 |
86.04 |
88.27 |
87.23 |
| S2 |
83.36 |
83.36 |
87.80 |
|
| S3 |
78.30 |
80.98 |
87.34 |
|
| S4 |
73.24 |
75.92 |
85.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.63 |
85.43 |
5.20 |
5.9% |
2.35 |
2.7% |
38% |
False |
False |
31,058 |
| 10 |
91.14 |
85.43 |
5.71 |
6.5% |
2.71 |
3.1% |
35% |
False |
False |
29,028 |
| 20 |
91.14 |
84.16 |
6.98 |
8.0% |
2.60 |
3.0% |
47% |
False |
False |
25,016 |
| 40 |
102.12 |
77.84 |
24.28 |
27.8% |
3.05 |
3.5% |
39% |
False |
False |
19,316 |
| 60 |
102.12 |
77.84 |
24.28 |
27.8% |
2.77 |
3.2% |
39% |
False |
False |
15,867 |
| 80 |
105.30 |
77.84 |
27.46 |
31.4% |
2.65 |
3.0% |
35% |
False |
False |
14,123 |
| 100 |
115.22 |
77.84 |
37.38 |
42.8% |
2.79 |
3.2% |
26% |
False |
False |
12,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.15 |
|
2.618 |
94.30 |
|
1.618 |
91.94 |
|
1.000 |
90.48 |
|
0.618 |
89.58 |
|
HIGH |
88.12 |
|
0.618 |
87.22 |
|
0.500 |
86.94 |
|
0.382 |
86.66 |
|
LOW |
85.76 |
|
0.618 |
84.30 |
|
1.000 |
83.40 |
|
1.618 |
81.94 |
|
2.618 |
79.58 |
|
4.250 |
75.73 |
|
|
| Fisher Pivots for day following 20-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
87.27 |
87.89 |
| PP |
87.10 |
87.73 |
| S1 |
86.94 |
87.58 |
|