NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 13-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
87.02 |
89.39 |
2.37 |
2.7% |
86.83 |
| High |
89.47 |
90.79 |
1.32 |
1.5% |
91.14 |
| Low |
85.73 |
88.30 |
2.57 |
3.0% |
84.28 |
| Close |
88.64 |
90.52 |
1.88 |
2.1% |
87.93 |
| Range |
3.74 |
2.49 |
-1.25 |
-33.4% |
6.86 |
| ATR |
3.05 |
3.01 |
-0.04 |
-1.3% |
0.00 |
| Volume |
28,566 |
31,854 |
3,288 |
11.5% |
95,375 |
|
| Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.34 |
96.42 |
91.89 |
|
| R3 |
94.85 |
93.93 |
91.20 |
|
| R2 |
92.36 |
92.36 |
90.98 |
|
| R1 |
91.44 |
91.44 |
90.75 |
91.90 |
| PP |
89.87 |
89.87 |
89.87 |
90.10 |
| S1 |
88.95 |
88.95 |
90.29 |
89.41 |
| S2 |
87.38 |
87.38 |
90.06 |
|
| S3 |
84.89 |
86.46 |
89.84 |
|
| S4 |
82.40 |
83.97 |
89.15 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.36 |
105.01 |
91.70 |
|
| R3 |
101.50 |
98.15 |
89.82 |
|
| R2 |
94.64 |
94.64 |
89.19 |
|
| R1 |
91.29 |
91.29 |
88.56 |
92.97 |
| PP |
87.78 |
87.78 |
87.78 |
88.62 |
| S1 |
84.43 |
84.43 |
87.30 |
86.11 |
| S2 |
80.92 |
80.92 |
86.67 |
|
| S3 |
74.06 |
77.57 |
86.04 |
|
| S4 |
67.20 |
70.71 |
84.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.14 |
85.73 |
5.41 |
6.0% |
3.06 |
3.4% |
89% |
False |
False |
26,997 |
| 10 |
91.14 |
84.28 |
6.86 |
7.6% |
2.78 |
3.1% |
91% |
False |
False |
25,965 |
| 20 |
91.14 |
80.66 |
10.48 |
11.6% |
2.90 |
3.2% |
94% |
False |
False |
20,853 |
| 40 |
102.12 |
77.84 |
24.28 |
26.8% |
3.00 |
3.3% |
52% |
False |
False |
16,217 |
| 60 |
102.12 |
77.84 |
24.28 |
26.8% |
2.75 |
3.0% |
52% |
False |
False |
13,902 |
| 80 |
105.30 |
77.84 |
27.46 |
30.3% |
2.65 |
2.9% |
46% |
False |
False |
12,516 |
| 100 |
115.22 |
77.84 |
37.38 |
41.3% |
2.75 |
3.0% |
34% |
False |
False |
10,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.37 |
|
2.618 |
97.31 |
|
1.618 |
94.82 |
|
1.000 |
93.28 |
|
0.618 |
92.33 |
|
HIGH |
90.79 |
|
0.618 |
89.84 |
|
0.500 |
89.55 |
|
0.382 |
89.25 |
|
LOW |
88.30 |
|
0.618 |
86.76 |
|
1.000 |
85.81 |
|
1.618 |
84.27 |
|
2.618 |
81.78 |
|
4.250 |
77.72 |
|
|
| Fisher Pivots for day following 13-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
90.20 |
89.77 |
| PP |
89.87 |
89.01 |
| S1 |
89.55 |
88.26 |
|