NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 27-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
79.64 |
81.48 |
1.84 |
2.3% |
87.80 |
| High |
81.56 |
84.77 |
3.21 |
3.9% |
87.99 |
| Low |
77.11 |
80.92 |
3.81 |
4.9% |
77.55 |
| Close |
80.24 |
84.45 |
4.21 |
5.2% |
79.85 |
| Range |
4.45 |
3.85 |
-0.60 |
-13.5% |
10.44 |
| ATR |
3.40 |
3.48 |
0.08 |
2.4% |
0.00 |
| Volume |
311,997 |
299,725 |
-12,272 |
-3.9% |
1,656,978 |
|
| Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.93 |
93.54 |
86.57 |
|
| R3 |
91.08 |
89.69 |
85.51 |
|
| R2 |
87.23 |
87.23 |
85.16 |
|
| R1 |
85.84 |
85.84 |
84.80 |
86.54 |
| PP |
83.38 |
83.38 |
83.38 |
83.73 |
| S1 |
81.99 |
81.99 |
84.10 |
82.69 |
| S2 |
79.53 |
79.53 |
83.74 |
|
| S3 |
75.68 |
78.14 |
83.39 |
|
| S4 |
71.83 |
74.29 |
82.33 |
|
|
| 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 |
77.11 |
10.88 |
12.9% |
4.19 |
5.0% |
67% |
False |
False |
348,313 |
| 10 |
90.31 |
77.11 |
13.20 |
15.6% |
3.32 |
3.9% |
56% |
False |
False |
270,936 |
| 20 |
90.69 |
77.11 |
13.58 |
16.1% |
3.14 |
3.7% |
54% |
False |
False |
181,699 |
| 40 |
96.51 |
76.61 |
19.90 |
23.6% |
3.48 |
4.1% |
39% |
False |
False |
120,143 |
| 60 |
101.39 |
76.61 |
24.78 |
29.3% |
3.19 |
3.8% |
32% |
False |
False |
90,163 |
| 80 |
104.00 |
76.61 |
27.39 |
32.4% |
3.03 |
3.6% |
29% |
False |
False |
72,901 |
| 100 |
105.74 |
76.61 |
29.13 |
34.5% |
3.08 |
3.7% |
27% |
False |
False |
60,461 |
| 120 |
115.57 |
76.61 |
38.96 |
46.1% |
3.00 |
3.6% |
20% |
False |
False |
51,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.13 |
|
2.618 |
94.85 |
|
1.618 |
91.00 |
|
1.000 |
88.62 |
|
0.618 |
87.15 |
|
HIGH |
84.77 |
|
0.618 |
83.30 |
|
0.500 |
82.85 |
|
0.382 |
82.39 |
|
LOW |
80.92 |
|
0.618 |
78.54 |
|
1.000 |
77.07 |
|
1.618 |
74.69 |
|
2.618 |
70.84 |
|
4.250 |
64.56 |
|
|
| Fisher Pivots for day following 27-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
83.92 |
83.28 |
| PP |
83.38 |
82.11 |
| S1 |
82.85 |
80.94 |
|