NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 20-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2011 |
20-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
87.87 |
86.28 |
-1.59 |
-1.8% |
87.00 |
| High |
87.87 |
87.89 |
0.02 |
0.0% |
90.72 |
| Low |
85.15 |
85.50 |
0.35 |
0.4% |
85.42 |
| Close |
86.03 |
87.17 |
1.14 |
1.3% |
88.44 |
| Range |
2.72 |
2.39 |
-0.33 |
-12.1% |
5.30 |
| ATR |
3.03 |
2.98 |
-0.05 |
-1.5% |
0.00 |
| Volume |
71,552 |
62,834 |
-8,718 |
-12.2% |
475,316 |
|
| Daily Pivots for day following 20-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.02 |
92.99 |
88.48 |
|
| R3 |
91.63 |
90.60 |
87.83 |
|
| R2 |
89.24 |
89.24 |
87.61 |
|
| R1 |
88.21 |
88.21 |
87.39 |
88.73 |
| PP |
86.85 |
86.85 |
86.85 |
87.11 |
| S1 |
85.82 |
85.82 |
86.95 |
86.34 |
| S2 |
84.46 |
84.46 |
86.73 |
|
| S3 |
82.07 |
83.43 |
86.51 |
|
| S4 |
79.68 |
81.04 |
85.86 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.09 |
101.57 |
91.36 |
|
| R3 |
98.79 |
96.27 |
89.90 |
|
| R2 |
93.49 |
93.49 |
89.41 |
|
| R1 |
90.97 |
90.97 |
88.93 |
92.23 |
| PP |
88.19 |
88.19 |
88.19 |
88.83 |
| S1 |
85.67 |
85.67 |
87.95 |
86.93 |
| S2 |
82.89 |
82.89 |
87.47 |
|
| S3 |
77.59 |
80.37 |
86.98 |
|
| S4 |
72.29 |
75.07 |
85.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.45 |
85.15 |
5.30 |
6.1% |
2.37 |
2.7% |
38% |
False |
False |
79,618 |
| 10 |
90.96 |
85.15 |
5.81 |
6.7% |
2.80 |
3.2% |
35% |
False |
False |
88,863 |
| 20 |
90.96 |
83.72 |
7.24 |
8.3% |
2.73 |
3.1% |
48% |
False |
False |
84,596 |
| 40 |
101.83 |
77.12 |
24.71 |
28.3% |
3.27 |
3.8% |
41% |
False |
False |
79,339 |
| 60 |
101.83 |
77.12 |
24.71 |
28.3% |
3.01 |
3.5% |
41% |
False |
False |
70,722 |
| 80 |
105.14 |
77.12 |
28.02 |
32.1% |
2.94 |
3.4% |
36% |
False |
False |
67,790 |
| 100 |
115.50 |
77.12 |
38.38 |
44.0% |
3.16 |
3.6% |
26% |
False |
False |
64,203 |
| 120 |
115.50 |
77.12 |
38.38 |
44.0% |
3.03 |
3.5% |
26% |
False |
False |
60,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.05 |
|
2.618 |
94.15 |
|
1.618 |
91.76 |
|
1.000 |
90.28 |
|
0.618 |
89.37 |
|
HIGH |
87.89 |
|
0.618 |
86.98 |
|
0.500 |
86.70 |
|
0.382 |
86.41 |
|
LOW |
85.50 |
|
0.618 |
84.02 |
|
1.000 |
83.11 |
|
1.618 |
81.63 |
|
2.618 |
79.24 |
|
4.250 |
75.34 |
|
|
| Fisher Pivots for day following 20-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
87.01 |
87.65 |
| PP |
86.85 |
87.49 |
| S1 |
86.70 |
87.33 |
|