NYMEX Light Sweet Crude Oil Future December 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 |
86.72 |
85.17 |
-1.55 |
-1.8% |
87.00 |
| High |
88.24 |
85.25 |
-2.99 |
-3.4% |
90.72 |
| Low |
84.91 |
79.92 |
-4.99 |
-5.9% |
85.42 |
| Close |
86.18 |
80.75 |
-5.43 |
-6.3% |
88.44 |
| Range |
3.33 |
5.33 |
2.00 |
60.1% |
5.30 |
| ATR |
3.01 |
3.24 |
0.23 |
7.7% |
0.00 |
| Volume |
78,080 |
124,200 |
46,120 |
59.1% |
475,316 |
|
| Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.96 |
94.69 |
83.68 |
|
| R3 |
92.63 |
89.36 |
82.22 |
|
| R2 |
87.30 |
87.30 |
81.73 |
|
| R1 |
84.03 |
84.03 |
81.24 |
83.00 |
| PP |
81.97 |
81.97 |
81.97 |
81.46 |
| S1 |
78.70 |
78.70 |
80.26 |
77.67 |
| S2 |
76.64 |
76.64 |
79.77 |
|
| S3 |
71.31 |
73.37 |
79.28 |
|
| S4 |
65.98 |
68.04 |
77.82 |
|
|
| 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 |
90.14 |
79.92 |
10.22 |
12.7% |
3.28 |
4.1% |
8% |
False |
True |
86,028 |
| 10 |
90.72 |
79.92 |
10.80 |
13.4% |
3.08 |
3.8% |
8% |
False |
True |
88,767 |
| 20 |
90.96 |
79.92 |
11.04 |
13.7% |
2.92 |
3.6% |
8% |
False |
True |
88,063 |
| 40 |
99.77 |
77.12 |
22.65 |
28.0% |
3.37 |
4.2% |
16% |
False |
False |
81,915 |
| 60 |
101.83 |
77.12 |
24.71 |
30.6% |
3.09 |
3.8% |
15% |
False |
False |
71,828 |
| 80 |
105.10 |
77.12 |
27.98 |
34.7% |
2.99 |
3.7% |
13% |
False |
False |
68,994 |
| 100 |
113.97 |
77.12 |
36.85 |
45.6% |
3.20 |
4.0% |
10% |
False |
False |
65,582 |
| 120 |
115.50 |
77.12 |
38.38 |
47.5% |
3.07 |
3.8% |
9% |
False |
False |
61,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.90 |
|
2.618 |
99.20 |
|
1.618 |
93.87 |
|
1.000 |
90.58 |
|
0.618 |
88.54 |
|
HIGH |
85.25 |
|
0.618 |
83.21 |
|
0.500 |
82.59 |
|
0.382 |
81.96 |
|
LOW |
79.92 |
|
0.618 |
76.63 |
|
1.000 |
74.59 |
|
1.618 |
71.30 |
|
2.618 |
65.97 |
|
4.250 |
57.27 |
|
|
| Fisher Pivots for day following 22-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
82.59 |
84.08 |
| PP |
81.97 |
82.97 |
| S1 |
81.36 |
81.86 |
|