NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 23-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
85.45 |
81.14 |
-4.31 |
-5.0% |
88.22 |
| High |
85.50 |
82.23 |
-3.27 |
-3.8% |
88.50 |
| Low |
80.19 |
78.09 |
-2.10 |
-2.6% |
78.09 |
| Close |
80.99 |
80.40 |
-0.59 |
-0.7% |
80.40 |
| Range |
5.31 |
4.14 |
-1.17 |
-22.0% |
10.41 |
| ATR |
3.10 |
3.17 |
0.07 |
2.4% |
0.00 |
| Volume |
28,964 |
40,874 |
11,910 |
41.1% |
146,854 |
|
| Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.66 |
90.67 |
82.68 |
|
| R3 |
88.52 |
86.53 |
81.54 |
|
| R2 |
84.38 |
84.38 |
81.16 |
|
| R1 |
82.39 |
82.39 |
80.78 |
81.32 |
| PP |
80.24 |
80.24 |
80.24 |
79.70 |
| S1 |
78.25 |
78.25 |
80.02 |
77.18 |
| S2 |
76.10 |
76.10 |
79.64 |
|
| S3 |
71.96 |
74.11 |
79.26 |
|
| S4 |
67.82 |
69.97 |
78.12 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.56 |
107.39 |
86.13 |
|
| R3 |
103.15 |
96.98 |
83.26 |
|
| R2 |
92.74 |
92.74 |
82.31 |
|
| R1 |
86.57 |
86.57 |
81.35 |
84.45 |
| PP |
82.33 |
82.33 |
82.33 |
81.27 |
| S1 |
76.16 |
76.16 |
79.45 |
74.04 |
| S2 |
71.92 |
71.92 |
78.49 |
|
| S3 |
61.51 |
65.75 |
77.54 |
|
| S4 |
51.10 |
55.34 |
74.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.50 |
78.09 |
10.41 |
12.9% |
3.50 |
4.4% |
22% |
False |
True |
29,370 |
| 10 |
90.79 |
78.09 |
12.70 |
15.8% |
3.04 |
3.8% |
18% |
False |
True |
30,716 |
| 20 |
91.14 |
78.09 |
13.05 |
16.2% |
2.84 |
3.5% |
18% |
False |
True |
26,951 |
| 40 |
100.07 |
77.84 |
22.23 |
27.6% |
3.21 |
4.0% |
12% |
False |
False |
20,980 |
| 60 |
102.12 |
77.84 |
24.28 |
30.2% |
2.87 |
3.6% |
11% |
False |
False |
16,963 |
| 80 |
104.25 |
77.84 |
26.41 |
32.8% |
2.72 |
3.4% |
10% |
False |
False |
14,983 |
| 100 |
111.84 |
77.84 |
34.00 |
42.3% |
2.84 |
3.5% |
8% |
False |
False |
13,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.83 |
|
2.618 |
93.07 |
|
1.618 |
88.93 |
|
1.000 |
86.37 |
|
0.618 |
84.79 |
|
HIGH |
82.23 |
|
0.618 |
80.65 |
|
0.500 |
80.16 |
|
0.382 |
79.67 |
|
LOW |
78.09 |
|
0.618 |
75.53 |
|
1.000 |
73.95 |
|
1.618 |
71.39 |
|
2.618 |
67.25 |
|
4.250 |
60.50 |
|
|
| Fisher Pivots for day following 23-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
80.32 |
83.30 |
| PP |
80.24 |
82.33 |
| S1 |
80.16 |
81.37 |
|