NYMEX Light Sweet Crude Oil Future October 2011
| Trading Metrics calculated at close of trading on 16-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
88.60 |
89.11 |
0.51 |
0.6% |
86.70 |
| High |
90.15 |
89.78 |
-0.37 |
-0.4% |
90.52 |
| Low |
88.01 |
87.00 |
-1.01 |
-1.1% |
85.00 |
| Close |
89.40 |
87.96 |
-1.44 |
-1.6% |
87.96 |
| Range |
2.14 |
2.78 |
0.64 |
29.9% |
5.52 |
| ATR |
3.10 |
3.08 |
-0.02 |
-0.7% |
0.00 |
| Volume |
267,984 |
196,146 |
-71,838 |
-26.8% |
1,410,276 |
|
| Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.59 |
95.05 |
89.49 |
|
| R3 |
93.81 |
92.27 |
88.72 |
|
| R2 |
91.03 |
91.03 |
88.47 |
|
| R1 |
89.49 |
89.49 |
88.21 |
88.87 |
| PP |
88.25 |
88.25 |
88.25 |
87.94 |
| S1 |
86.71 |
86.71 |
87.71 |
86.09 |
| S2 |
85.47 |
85.47 |
87.45 |
|
| S3 |
82.69 |
83.93 |
87.20 |
|
| S4 |
79.91 |
81.15 |
86.43 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.39 |
101.69 |
91.00 |
|
| R3 |
98.87 |
96.17 |
89.48 |
|
| R2 |
93.35 |
93.35 |
88.97 |
|
| R1 |
90.65 |
90.65 |
88.47 |
92.00 |
| PP |
87.83 |
87.83 |
87.83 |
88.50 |
| S1 |
85.13 |
85.13 |
87.45 |
86.48 |
| S2 |
82.31 |
82.31 |
86.95 |
|
| S3 |
76.79 |
79.61 |
86.44 |
|
| S4 |
71.27 |
74.09 |
84.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.52 |
85.00 |
5.52 |
6.3% |
2.73 |
3.1% |
54% |
False |
False |
282,055 |
| 10 |
90.52 |
83.20 |
7.32 |
8.3% |
3.06 |
3.5% |
65% |
False |
False |
292,458 |
| 20 |
90.52 |
79.38 |
11.14 |
12.7% |
2.94 |
3.3% |
77% |
False |
False |
297,463 |
| 40 |
101.00 |
76.15 |
24.85 |
28.3% |
3.30 |
3.8% |
48% |
False |
False |
201,195 |
| 60 |
101.00 |
76.15 |
24.85 |
28.3% |
3.11 |
3.5% |
48% |
False |
False |
148,918 |
| 80 |
104.65 |
76.15 |
28.50 |
32.4% |
3.00 |
3.4% |
41% |
False |
False |
117,939 |
| 100 |
115.58 |
76.15 |
39.43 |
44.8% |
3.17 |
3.6% |
30% |
False |
False |
96,960 |
| 120 |
115.58 |
76.15 |
39.43 |
44.8% |
2.96 |
3.4% |
30% |
False |
False |
82,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.60 |
|
2.618 |
97.06 |
|
1.618 |
94.28 |
|
1.000 |
92.56 |
|
0.618 |
91.50 |
|
HIGH |
89.78 |
|
0.618 |
88.72 |
|
0.500 |
88.39 |
|
0.382 |
88.06 |
|
LOW |
87.00 |
|
0.618 |
85.28 |
|
1.000 |
84.22 |
|
1.618 |
82.50 |
|
2.618 |
79.72 |
|
4.250 |
75.19 |
|
|
| Fisher Pivots for day following 16-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
88.39 |
88.63 |
| PP |
88.25 |
88.40 |
| S1 |
88.10 |
88.18 |
|