NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 22-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2011 |
22-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
86.51 |
84.81 |
-1.70 |
-2.0% |
86.99 |
| High |
87.99 |
85.00 |
-2.99 |
-3.4% |
90.60 |
| Low |
84.92 |
79.66 |
-5.26 |
-6.2% |
85.17 |
| Close |
85.92 |
80.51 |
-5.41 |
-6.3% |
88.18 |
| Range |
3.07 |
5.34 |
2.27 |
73.9% |
5.43 |
| ATR |
3.01 |
3.24 |
0.23 |
7.7% |
0.00 |
| Volume |
285,267 |
444,151 |
158,884 |
55.7% |
702,350 |
|
| Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.74 |
94.47 |
83.45 |
|
| R3 |
92.40 |
89.13 |
81.98 |
|
| R2 |
87.06 |
87.06 |
81.49 |
|
| R1 |
83.79 |
83.79 |
81.00 |
82.76 |
| PP |
81.72 |
81.72 |
81.72 |
81.21 |
| S1 |
78.45 |
78.45 |
80.02 |
77.42 |
| S2 |
76.38 |
76.38 |
79.53 |
|
| S3 |
71.04 |
73.11 |
79.04 |
|
| S4 |
65.70 |
67.77 |
77.57 |
|
|
| 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 |
89.93 |
79.66 |
10.27 |
12.8% |
3.29 |
4.1% |
8% |
False |
True |
285,321 |
| 10 |
90.60 |
79.66 |
10.94 |
13.6% |
3.10 |
3.8% |
8% |
False |
True |
203,961 |
| 20 |
90.69 |
79.66 |
11.03 |
13.7% |
2.94 |
3.7% |
8% |
False |
True |
140,082 |
| 40 |
99.35 |
76.61 |
22.74 |
28.2% |
3.38 |
4.2% |
17% |
False |
False |
97,219 |
| 60 |
101.39 |
76.61 |
24.78 |
30.8% |
3.09 |
3.8% |
16% |
False |
False |
74,462 |
| 80 |
104.85 |
76.61 |
28.24 |
35.1% |
2.97 |
3.7% |
14% |
False |
False |
60,619 |
| 100 |
113.86 |
76.61 |
37.25 |
46.3% |
3.11 |
3.9% |
10% |
False |
False |
50,544 |
| 120 |
115.57 |
76.61 |
38.96 |
48.4% |
2.92 |
3.6% |
10% |
False |
False |
43,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.70 |
|
2.618 |
98.98 |
|
1.618 |
93.64 |
|
1.000 |
90.34 |
|
0.618 |
88.30 |
|
HIGH |
85.00 |
|
0.618 |
82.96 |
|
0.500 |
82.33 |
|
0.382 |
81.70 |
|
LOW |
79.66 |
|
0.618 |
76.36 |
|
1.000 |
74.32 |
|
1.618 |
71.02 |
|
2.618 |
65.68 |
|
4.250 |
56.97 |
|
|
| Fisher Pivots for day following 22-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
82.33 |
83.83 |
| PP |
81.72 |
82.72 |
| S1 |
81.12 |
81.62 |
|