NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 23-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
84.81 |
80.40 |
-4.41 |
-5.2% |
87.80 |
| High |
85.00 |
81.81 |
-3.19 |
-3.8% |
87.99 |
| Low |
79.66 |
77.55 |
-2.11 |
-2.6% |
77.55 |
| Close |
80.51 |
79.85 |
-0.66 |
-0.8% |
79.85 |
| Range |
5.34 |
4.26 |
-1.08 |
-20.2% |
10.44 |
| ATR |
3.24 |
3.32 |
0.07 |
2.2% |
0.00 |
| Volume |
444,151 |
400,428 |
-43,723 |
-9.8% |
1,656,978 |
|
| Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.52 |
90.44 |
82.19 |
|
| R3 |
88.26 |
86.18 |
81.02 |
|
| R2 |
84.00 |
84.00 |
80.63 |
|
| R1 |
81.92 |
81.92 |
80.24 |
80.83 |
| PP |
79.74 |
79.74 |
79.74 |
79.19 |
| S1 |
77.66 |
77.66 |
79.46 |
76.57 |
| S2 |
75.48 |
75.48 |
79.07 |
|
| S3 |
71.22 |
73.40 |
78.68 |
|
| S4 |
66.96 |
69.14 |
77.51 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.12 |
106.92 |
85.59 |
|
| R3 |
102.68 |
96.48 |
82.72 |
|
| R2 |
92.24 |
92.24 |
81.76 |
|
| R1 |
86.04 |
86.04 |
80.81 |
83.92 |
| PP |
81.80 |
81.80 |
81.80 |
80.74 |
| S1 |
75.60 |
75.60 |
78.89 |
73.48 |
| S2 |
71.36 |
71.36 |
77.94 |
|
| S3 |
60.92 |
65.16 |
76.98 |
|
| S4 |
50.48 |
54.72 |
74.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.99 |
77.55 |
10.44 |
13.1% |
3.60 |
4.5% |
22% |
False |
True |
331,395 |
| 10 |
90.60 |
77.55 |
13.05 |
16.3% |
3.14 |
3.9% |
18% |
False |
True |
235,932 |
| 20 |
90.69 |
77.55 |
13.14 |
16.5% |
2.98 |
3.7% |
18% |
False |
True |
156,955 |
| 40 |
99.35 |
76.61 |
22.74 |
28.5% |
3.45 |
4.3% |
14% |
False |
False |
106,286 |
| 60 |
101.39 |
76.61 |
24.78 |
31.0% |
3.11 |
3.9% |
13% |
False |
False |
80,684 |
| 80 |
104.00 |
76.61 |
27.39 |
34.3% |
2.98 |
3.7% |
12% |
False |
False |
65,525 |
| 100 |
112.05 |
76.61 |
35.44 |
44.4% |
3.13 |
3.9% |
9% |
False |
False |
54,486 |
| 120 |
115.57 |
76.61 |
38.96 |
48.8% |
2.95 |
3.7% |
8% |
False |
False |
46,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.92 |
|
2.618 |
92.96 |
|
1.618 |
88.70 |
|
1.000 |
86.07 |
|
0.618 |
84.44 |
|
HIGH |
81.81 |
|
0.618 |
80.18 |
|
0.500 |
79.68 |
|
0.382 |
79.18 |
|
LOW |
77.55 |
|
0.618 |
74.92 |
|
1.000 |
73.29 |
|
1.618 |
70.66 |
|
2.618 |
66.40 |
|
4.250 |
59.45 |
|
|
| Fisher Pivots for day following 23-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
79.79 |
82.77 |
| PP |
79.74 |
81.80 |
| S1 |
79.68 |
80.82 |
|