NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 12-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
88.77 |
86.70 |
-2.07 |
-2.3% |
86.46 |
| High |
89.50 |
88.97 |
-0.53 |
-0.6% |
90.48 |
| Low |
85.64 |
85.00 |
-0.64 |
-0.7% |
83.20 |
| Close |
87.24 |
88.19 |
0.95 |
1.1% |
87.24 |
| Range |
3.86 |
3.97 |
0.11 |
2.8% |
7.28 |
| ATR |
3.26 |
3.31 |
0.05 |
1.6% |
0.00 |
| Volume |
316,300 |
319,511 |
3,211 |
1.0% |
1,224,418 |
|
| Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.30 |
97.71 |
90.37 |
|
| R3 |
95.33 |
93.74 |
89.28 |
|
| R2 |
91.36 |
91.36 |
88.92 |
|
| R1 |
89.77 |
89.77 |
88.55 |
90.57 |
| PP |
87.39 |
87.39 |
87.39 |
87.78 |
| S1 |
85.80 |
85.80 |
87.83 |
86.60 |
| S2 |
83.42 |
83.42 |
87.46 |
|
| S3 |
79.45 |
81.83 |
87.10 |
|
| S4 |
75.48 |
77.86 |
86.01 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.81 |
105.31 |
91.24 |
|
| R3 |
101.53 |
98.03 |
89.24 |
|
| R2 |
94.25 |
94.25 |
88.57 |
|
| R1 |
90.75 |
90.75 |
87.91 |
92.50 |
| PP |
86.97 |
86.97 |
86.97 |
87.85 |
| S1 |
83.47 |
83.47 |
86.57 |
85.22 |
| S2 |
79.69 |
79.69 |
85.91 |
|
| S3 |
72.41 |
76.19 |
85.24 |
|
| S4 |
65.13 |
68.91 |
83.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.48 |
83.20 |
7.28 |
8.3% |
3.48 |
3.9% |
69% |
False |
False |
308,785 |
| 10 |
90.48 |
83.20 |
7.28 |
8.3% |
2.98 |
3.4% |
69% |
False |
False |
288,232 |
| 20 |
90.48 |
79.38 |
11.10 |
12.6% |
3.19 |
3.6% |
79% |
False |
False |
267,998 |
| 40 |
101.00 |
76.15 |
24.85 |
28.2% |
3.33 |
3.8% |
48% |
False |
False |
178,555 |
| 60 |
101.00 |
76.15 |
24.85 |
28.2% |
3.12 |
3.5% |
48% |
False |
False |
132,246 |
| 80 |
104.65 |
76.15 |
28.50 |
32.3% |
3.03 |
3.4% |
42% |
False |
False |
104,945 |
| 100 |
115.58 |
76.15 |
39.43 |
44.7% |
3.14 |
3.6% |
31% |
False |
False |
86,396 |
| 120 |
115.58 |
76.15 |
39.43 |
44.7% |
2.93 |
3.3% |
31% |
False |
False |
73,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.84 |
|
2.618 |
99.36 |
|
1.618 |
95.39 |
|
1.000 |
92.94 |
|
0.618 |
91.42 |
|
HIGH |
88.97 |
|
0.618 |
87.45 |
|
0.500 |
86.99 |
|
0.382 |
86.52 |
|
LOW |
85.00 |
|
0.618 |
82.55 |
|
1.000 |
81.03 |
|
1.618 |
78.58 |
|
2.618 |
74.61 |
|
4.250 |
68.13 |
|
|
| Fisher Pivots for day following 12-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
87.79 |
88.00 |
| PP |
87.39 |
87.81 |
| S1 |
86.99 |
87.62 |
|