NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 26-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
80.67 |
79.80 |
-0.87 |
-1.1% |
87.87 |
| High |
82.00 |
81.79 |
-0.21 |
-0.3% |
88.24 |
| Low |
77.81 |
77.38 |
-0.43 |
-0.6% |
77.81 |
| Close |
80.12 |
80.48 |
0.36 |
0.4% |
80.12 |
| Range |
4.19 |
4.41 |
0.22 |
5.3% |
10.43 |
| ATR |
3.31 |
3.39 |
0.08 |
2.4% |
0.00 |
| Volume |
132,558 |
86,553 |
-46,005 |
-34.7% |
469,224 |
|
| Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.11 |
91.21 |
82.91 |
|
| R3 |
88.70 |
86.80 |
81.69 |
|
| R2 |
84.29 |
84.29 |
81.29 |
|
| R1 |
82.39 |
82.39 |
80.88 |
83.34 |
| PP |
79.88 |
79.88 |
79.88 |
80.36 |
| S1 |
77.98 |
77.98 |
80.08 |
78.93 |
| S2 |
75.47 |
75.47 |
79.67 |
|
| S3 |
71.06 |
73.57 |
79.27 |
|
| S4 |
66.65 |
69.16 |
78.05 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.35 |
107.16 |
85.86 |
|
| R3 |
102.92 |
96.73 |
82.99 |
|
| R2 |
92.49 |
92.49 |
82.03 |
|
| R1 |
86.30 |
86.30 |
81.08 |
84.18 |
| PP |
82.06 |
82.06 |
82.06 |
81.00 |
| S1 |
75.87 |
75.87 |
79.16 |
73.75 |
| S2 |
71.63 |
71.63 |
78.21 |
|
| S3 |
61.20 |
65.44 |
77.25 |
|
| S4 |
50.77 |
55.01 |
74.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.24 |
77.38 |
10.86 |
13.5% |
3.93 |
4.9% |
29% |
False |
True |
96,845 |
| 10 |
90.72 |
77.38 |
13.34 |
16.6% |
3.17 |
3.9% |
23% |
False |
True |
92,854 |
| 20 |
90.96 |
77.38 |
13.58 |
16.9% |
3.04 |
3.8% |
23% |
False |
True |
91,266 |
| 40 |
99.77 |
77.12 |
22.65 |
28.1% |
3.48 |
4.3% |
15% |
False |
False |
85,282 |
| 60 |
101.83 |
77.12 |
24.71 |
30.7% |
3.15 |
3.9% |
14% |
False |
False |
73,619 |
| 80 |
104.20 |
77.12 |
27.08 |
33.6% |
3.03 |
3.8% |
12% |
False |
False |
70,537 |
| 100 |
110.42 |
77.12 |
33.30 |
41.4% |
3.23 |
4.0% |
10% |
False |
False |
67,095 |
| 120 |
115.50 |
77.12 |
38.38 |
47.7% |
3.12 |
3.9% |
9% |
False |
False |
62,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.53 |
|
2.618 |
93.34 |
|
1.618 |
88.93 |
|
1.000 |
86.20 |
|
0.618 |
84.52 |
|
HIGH |
81.79 |
|
0.618 |
80.11 |
|
0.500 |
79.59 |
|
0.382 |
79.06 |
|
LOW |
77.38 |
|
0.618 |
74.65 |
|
1.000 |
72.97 |
|
1.618 |
70.24 |
|
2.618 |
65.83 |
|
4.250 |
58.64 |
|
|
| Fisher Pivots for day following 26-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
80.18 |
81.32 |
| PP |
79.88 |
81.04 |
| S1 |
79.59 |
80.76 |
|