NYMEX Light Sweet Crude Oil Future January 2012
| 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 |
81.14 |
80.55 |
-0.59 |
-0.7% |
88.22 |
| High |
82.23 |
81.83 |
-0.40 |
-0.5% |
88.50 |
| Low |
78.09 |
77.70 |
-0.39 |
-0.5% |
78.09 |
| Close |
80.40 |
80.73 |
0.33 |
0.4% |
80.40 |
| Range |
4.14 |
4.13 |
-0.01 |
-0.2% |
10.41 |
| ATR |
3.17 |
3.24 |
0.07 |
2.2% |
0.00 |
| Volume |
40,874 |
44,614 |
3,740 |
9.2% |
146,854 |
|
| Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.48 |
90.73 |
83.00 |
|
| R3 |
88.35 |
86.60 |
81.87 |
|
| R2 |
84.22 |
84.22 |
81.49 |
|
| R1 |
82.47 |
82.47 |
81.11 |
83.35 |
| PP |
80.09 |
80.09 |
80.09 |
80.52 |
| S1 |
78.34 |
78.34 |
80.35 |
79.22 |
| S2 |
75.96 |
75.96 |
79.97 |
|
| S3 |
71.83 |
74.21 |
79.59 |
|
| S4 |
67.70 |
70.08 |
78.46 |
|
|
| 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 |
77.70 |
10.80 |
13.4% |
3.77 |
4.7% |
28% |
False |
True |
32,277 |
| 10 |
90.79 |
77.70 |
13.09 |
16.2% |
3.07 |
3.8% |
23% |
False |
True |
32,321 |
| 20 |
91.14 |
77.70 |
13.44 |
16.6% |
2.92 |
3.6% |
23% |
False |
True |
28,219 |
| 40 |
100.07 |
77.70 |
22.37 |
27.7% |
3.26 |
4.0% |
14% |
False |
True |
21,927 |
| 60 |
102.12 |
77.70 |
24.42 |
30.2% |
2.91 |
3.6% |
12% |
False |
True |
17,573 |
| 80 |
104.25 |
77.70 |
26.55 |
32.9% |
2.74 |
3.4% |
11% |
False |
True |
15,435 |
| 100 |
108.59 |
77.70 |
30.89 |
38.3% |
2.86 |
3.5% |
10% |
False |
True |
13,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.38 |
|
2.618 |
92.64 |
|
1.618 |
88.51 |
|
1.000 |
85.96 |
|
0.618 |
84.38 |
|
HIGH |
81.83 |
|
0.618 |
80.25 |
|
0.500 |
79.77 |
|
0.382 |
79.28 |
|
LOW |
77.70 |
|
0.618 |
75.15 |
|
1.000 |
73.57 |
|
1.618 |
71.02 |
|
2.618 |
66.89 |
|
4.250 |
60.15 |
|
|
| Fisher Pivots for day following 26-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
80.41 |
81.60 |
| PP |
80.09 |
81.31 |
| S1 |
79.77 |
81.02 |
|