NYMEX Light Sweet Crude Oil Future January 2012
| 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 |
86.00 |
87.14 |
1.14 |
1.3% |
87.02 |
| High |
88.12 |
88.50 |
0.38 |
0.4% |
90.79 |
| Low |
85.76 |
85.58 |
-0.18 |
-0.2% |
85.73 |
| Close |
87.43 |
86.46 |
-0.97 |
-1.1% |
88.73 |
| Range |
2.36 |
2.92 |
0.56 |
23.7% |
5.06 |
| ATR |
2.85 |
2.85 |
0.01 |
0.2% |
0.00 |
| Volume |
25,323 |
21,610 |
-3,713 |
-14.7% |
160,308 |
|
| Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.61 |
93.95 |
88.07 |
|
| R3 |
92.69 |
91.03 |
87.26 |
|
| R2 |
89.77 |
89.77 |
87.00 |
|
| R1 |
88.11 |
88.11 |
86.73 |
87.48 |
| PP |
86.85 |
86.85 |
86.85 |
86.53 |
| S1 |
85.19 |
85.19 |
86.19 |
84.56 |
| S2 |
83.93 |
83.93 |
85.92 |
|
| S3 |
81.01 |
82.27 |
85.66 |
|
| S4 |
78.09 |
79.35 |
84.85 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.60 |
101.22 |
91.51 |
|
| R3 |
98.54 |
96.16 |
90.12 |
|
| R2 |
93.48 |
93.48 |
89.66 |
|
| R1 |
91.10 |
91.10 |
89.19 |
92.29 |
| PP |
88.42 |
88.42 |
88.42 |
89.01 |
| S1 |
86.04 |
86.04 |
88.27 |
87.23 |
| S2 |
83.36 |
83.36 |
87.80 |
|
| S3 |
78.30 |
80.98 |
87.34 |
|
| S4 |
73.24 |
75.92 |
85.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.63 |
85.43 |
5.20 |
6.0% |
2.54 |
2.9% |
20% |
False |
False |
28,992 |
| 10 |
90.83 |
85.43 |
5.40 |
6.2% |
2.60 |
3.0% |
19% |
False |
False |
29,930 |
| 20 |
91.14 |
84.16 |
6.98 |
8.1% |
2.61 |
3.0% |
33% |
False |
False |
25,249 |
| 40 |
101.15 |
77.84 |
23.31 |
27.0% |
3.06 |
3.5% |
37% |
False |
False |
19,621 |
| 60 |
102.12 |
77.84 |
24.28 |
28.1% |
2.80 |
3.2% |
36% |
False |
False |
16,042 |
| 80 |
105.30 |
77.84 |
27.46 |
31.8% |
2.67 |
3.1% |
31% |
False |
False |
14,240 |
| 100 |
115.22 |
77.84 |
37.38 |
43.2% |
2.81 |
3.2% |
23% |
False |
False |
12,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.91 |
|
2.618 |
96.14 |
|
1.618 |
93.22 |
|
1.000 |
91.42 |
|
0.618 |
90.30 |
|
HIGH |
88.50 |
|
0.618 |
87.38 |
|
0.500 |
87.04 |
|
0.382 |
86.70 |
|
LOW |
85.58 |
|
0.618 |
83.78 |
|
1.000 |
82.66 |
|
1.618 |
80.86 |
|
2.618 |
77.94 |
|
4.250 |
73.17 |
|
|
| Fisher Pivots for day following 21-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
87.04 |
86.97 |
| PP |
86.85 |
86.80 |
| S1 |
86.65 |
86.63 |
|