NYMEX Light Sweet Crude Oil Future December 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 |
86.28 |
86.72 |
0.44 |
0.5% |
87.00 |
| High |
87.89 |
88.24 |
0.35 |
0.4% |
90.72 |
| Low |
85.50 |
84.91 |
-0.59 |
-0.7% |
85.42 |
| Close |
87.17 |
86.18 |
-0.99 |
-1.1% |
88.44 |
| Range |
2.39 |
3.33 |
0.94 |
39.3% |
5.30 |
| ATR |
2.98 |
3.01 |
0.02 |
0.8% |
0.00 |
| Volume |
62,834 |
78,080 |
15,246 |
24.3% |
475,316 |
|
| Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.43 |
94.64 |
88.01 |
|
| R3 |
93.10 |
91.31 |
87.10 |
|
| R2 |
89.77 |
89.77 |
86.79 |
|
| R1 |
87.98 |
87.98 |
86.49 |
87.21 |
| PP |
86.44 |
86.44 |
86.44 |
86.06 |
| S1 |
84.65 |
84.65 |
85.87 |
83.88 |
| S2 |
83.11 |
83.11 |
85.57 |
|
| S3 |
79.78 |
81.32 |
85.26 |
|
| S4 |
76.45 |
77.99 |
84.35 |
|
|
| 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 |
84.91 |
5.54 |
6.4% |
2.64 |
3.1% |
23% |
False |
True |
77,425 |
| 10 |
90.72 |
84.91 |
5.81 |
6.7% |
2.73 |
3.2% |
22% |
False |
True |
87,292 |
| 20 |
90.96 |
83.72 |
7.24 |
8.4% |
2.75 |
3.2% |
34% |
False |
False |
85,110 |
| 40 |
100.80 |
77.12 |
23.68 |
27.5% |
3.29 |
3.8% |
38% |
False |
False |
80,161 |
| 60 |
101.83 |
77.12 |
24.71 |
28.7% |
3.04 |
3.5% |
37% |
False |
False |
70,558 |
| 80 |
105.14 |
77.12 |
28.02 |
32.5% |
2.97 |
3.4% |
32% |
False |
False |
67,955 |
| 100 |
115.50 |
77.12 |
38.38 |
44.5% |
3.18 |
3.7% |
24% |
False |
False |
64,601 |
| 120 |
115.50 |
77.12 |
38.38 |
44.5% |
3.04 |
3.5% |
24% |
False |
False |
60,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.39 |
|
2.618 |
96.96 |
|
1.618 |
93.63 |
|
1.000 |
91.57 |
|
0.618 |
90.30 |
|
HIGH |
88.24 |
|
0.618 |
86.97 |
|
0.500 |
86.58 |
|
0.382 |
86.18 |
|
LOW |
84.91 |
|
0.618 |
82.85 |
|
1.000 |
81.58 |
|
1.618 |
79.52 |
|
2.618 |
76.19 |
|
4.250 |
70.76 |
|
|
| Fisher Pivots for day following 21-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
86.58 |
86.58 |
| PP |
86.44 |
86.44 |
| S1 |
86.31 |
86.31 |
|