NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 21-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2011 |
21-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
86.01 |
86.51 |
0.50 |
0.6% |
86.99 |
| High |
87.68 |
87.99 |
0.31 |
0.4% |
90.60 |
| Low |
85.25 |
84.92 |
-0.33 |
-0.4% |
85.17 |
| Close |
86.92 |
85.92 |
-1.00 |
-1.2% |
88.18 |
| Range |
2.43 |
3.07 |
0.64 |
26.3% |
5.43 |
| ATR |
3.01 |
3.01 |
0.00 |
0.1% |
0.00 |
| Volume |
254,624 |
285,267 |
30,643 |
12.0% |
702,350 |
|
| Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.49 |
93.77 |
87.61 |
|
| R3 |
92.42 |
90.70 |
86.76 |
|
| R2 |
89.35 |
89.35 |
86.48 |
|
| R1 |
87.63 |
87.63 |
86.20 |
86.96 |
| PP |
86.28 |
86.28 |
86.28 |
85.94 |
| S1 |
84.56 |
84.56 |
85.64 |
83.89 |
| S2 |
83.21 |
83.21 |
85.36 |
|
| S3 |
80.14 |
81.49 |
85.08 |
|
| S4 |
77.07 |
78.42 |
84.23 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.27 |
101.66 |
91.17 |
|
| R3 |
98.84 |
96.23 |
89.67 |
|
| R2 |
93.41 |
93.41 |
89.18 |
|
| R1 |
90.80 |
90.80 |
88.68 |
92.11 |
| PP |
87.98 |
87.98 |
87.98 |
88.64 |
| S1 |
85.37 |
85.37 |
87.68 |
86.68 |
| S2 |
82.55 |
82.55 |
87.18 |
|
| S3 |
77.12 |
79.94 |
86.69 |
|
| S4 |
71.69 |
74.51 |
85.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.29 |
84.90 |
5.39 |
6.3% |
2.65 |
3.1% |
19% |
False |
False |
224,910 |
| 10 |
90.60 |
84.90 |
5.70 |
6.6% |
2.74 |
3.2% |
18% |
False |
False |
169,780 |
| 20 |
90.69 |
83.30 |
7.39 |
8.6% |
2.77 |
3.2% |
35% |
False |
False |
121,417 |
| 40 |
100.33 |
76.61 |
23.72 |
27.6% |
3.30 |
3.8% |
39% |
False |
False |
86,838 |
| 60 |
101.39 |
76.61 |
24.78 |
28.8% |
3.04 |
3.5% |
38% |
False |
False |
67,396 |
| 80 |
104.85 |
76.61 |
28.24 |
32.9% |
2.94 |
3.4% |
33% |
False |
False |
55,177 |
| 100 |
115.57 |
76.61 |
38.96 |
45.3% |
3.09 |
3.6% |
24% |
False |
False |
46,151 |
| 120 |
115.57 |
76.61 |
38.96 |
45.3% |
2.89 |
3.4% |
24% |
False |
False |
39,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.04 |
|
2.618 |
96.03 |
|
1.618 |
92.96 |
|
1.000 |
91.06 |
|
0.618 |
89.89 |
|
HIGH |
87.99 |
|
0.618 |
86.82 |
|
0.500 |
86.46 |
|
0.382 |
86.09 |
|
LOW |
84.92 |
|
0.618 |
83.02 |
|
1.000 |
81.85 |
|
1.618 |
79.95 |
|
2.618 |
76.88 |
|
4.250 |
71.87 |
|
|
| Fisher Pivots for day following 21-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
86.46 |
86.45 |
| PP |
86.28 |
86.27 |
| S1 |
86.10 |
86.10 |
|