NYMEX Light Sweet Crude Oil Future January 2012
| 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 |
87.14 |
85.45 |
-1.69 |
-1.9% |
87.02 |
| High |
88.50 |
85.50 |
-3.00 |
-3.4% |
90.79 |
| Low |
85.58 |
80.19 |
-5.39 |
-6.3% |
85.73 |
| Close |
86.46 |
80.99 |
-5.47 |
-6.3% |
88.73 |
| Range |
2.92 |
5.31 |
2.39 |
81.8% |
5.06 |
| ATR |
2.85 |
3.10 |
0.24 |
8.6% |
0.00 |
| Volume |
21,610 |
28,964 |
7,354 |
34.0% |
160,308 |
|
| Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.16 |
94.88 |
83.91 |
|
| R3 |
92.85 |
89.57 |
82.45 |
|
| R2 |
87.54 |
87.54 |
81.96 |
|
| R1 |
84.26 |
84.26 |
81.48 |
83.25 |
| PP |
82.23 |
82.23 |
82.23 |
81.72 |
| S1 |
78.95 |
78.95 |
80.50 |
77.94 |
| S2 |
76.92 |
76.92 |
80.02 |
|
| S3 |
71.61 |
73.64 |
79.53 |
|
| S4 |
66.30 |
68.33 |
78.07 |
|
|
| 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 |
90.34 |
80.19 |
10.15 |
12.5% |
3.19 |
3.9% |
8% |
False |
True |
26,910 |
| 10 |
90.79 |
80.19 |
10.60 |
13.1% |
2.98 |
3.7% |
8% |
False |
True |
30,562 |
| 20 |
91.14 |
80.19 |
10.95 |
13.5% |
2.80 |
3.5% |
7% |
False |
True |
25,927 |
| 40 |
100.07 |
77.84 |
22.23 |
27.4% |
3.15 |
3.9% |
14% |
False |
False |
20,119 |
| 60 |
102.12 |
77.84 |
24.28 |
30.0% |
2.85 |
3.5% |
13% |
False |
False |
16,435 |
| 80 |
104.94 |
77.84 |
27.10 |
33.5% |
2.70 |
3.3% |
12% |
False |
False |
14,528 |
| 100 |
113.78 |
77.84 |
35.94 |
44.4% |
2.82 |
3.5% |
9% |
False |
False |
12,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.07 |
|
2.618 |
99.40 |
|
1.618 |
94.09 |
|
1.000 |
90.81 |
|
0.618 |
88.78 |
|
HIGH |
85.50 |
|
0.618 |
83.47 |
|
0.500 |
82.85 |
|
0.382 |
82.22 |
|
LOW |
80.19 |
|
0.618 |
76.91 |
|
1.000 |
74.88 |
|
1.618 |
71.60 |
|
2.618 |
66.29 |
|
4.250 |
57.62 |
|
|
| Fisher Pivots for day following 22-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
82.85 |
84.35 |
| PP |
82.23 |
83.23 |
| S1 |
81.61 |
82.11 |
|