NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 09-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
90.01 |
89.98 |
-0.03 |
0.0% |
86.91 |
| High |
91.08 |
90.39 |
-0.69 |
-0.8% |
91.25 |
| Low |
89.75 |
87.01 |
-2.74 |
-3.1% |
85.02 |
| Close |
90.13 |
88.43 |
-1.70 |
-1.9% |
88.43 |
| Range |
1.33 |
3.38 |
2.05 |
154.1% |
6.23 |
| ATR |
2.70 |
2.75 |
0.05 |
1.8% |
0.00 |
| Volume |
12,727 |
18,971 |
6,244 |
49.1% |
51,116 |
|
| Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.75 |
96.97 |
90.29 |
|
| R3 |
95.37 |
93.59 |
89.36 |
|
| R2 |
91.99 |
91.99 |
89.05 |
|
| R1 |
90.21 |
90.21 |
88.74 |
89.41 |
| PP |
88.61 |
88.61 |
88.61 |
88.21 |
| S1 |
86.83 |
86.83 |
88.12 |
86.03 |
| S2 |
85.23 |
85.23 |
87.81 |
|
| S3 |
81.85 |
83.45 |
87.50 |
|
| S4 |
78.47 |
80.07 |
86.57 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.92 |
103.91 |
91.86 |
|
| R3 |
100.69 |
97.68 |
90.14 |
|
| R2 |
94.46 |
94.46 |
89.57 |
|
| R1 |
91.45 |
91.45 |
89.00 |
92.96 |
| PP |
88.23 |
88.23 |
88.23 |
88.99 |
| S1 |
85.22 |
85.22 |
87.86 |
86.73 |
| S2 |
82.00 |
82.00 |
87.29 |
|
| S3 |
75.77 |
78.99 |
86.72 |
|
| S4 |
69.54 |
72.76 |
85.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.25 |
85.02 |
6.23 |
7.0% |
2.85 |
3.2% |
55% |
False |
False |
12,453 |
| 10 |
91.34 |
85.02 |
6.32 |
7.1% |
2.33 |
2.6% |
54% |
False |
False |
12,832 |
| 20 |
91.34 |
81.40 |
9.94 |
11.2% |
2.61 |
3.0% |
71% |
False |
False |
11,025 |
| 40 |
102.81 |
79.11 |
23.70 |
26.8% |
2.69 |
3.0% |
39% |
False |
False |
8,994 |
| 60 |
102.81 |
79.11 |
23.70 |
26.8% |
2.37 |
2.7% |
39% |
False |
False |
7,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.76 |
|
2.618 |
99.24 |
|
1.618 |
95.86 |
|
1.000 |
93.77 |
|
0.618 |
92.48 |
|
HIGH |
90.39 |
|
0.618 |
89.10 |
|
0.500 |
88.70 |
|
0.382 |
88.30 |
|
LOW |
87.01 |
|
0.618 |
84.92 |
|
1.000 |
83.63 |
|
1.618 |
81.54 |
|
2.618 |
78.16 |
|
4.250 |
72.65 |
|
|
| Fisher Pivots for day following 09-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
88.70 |
89.13 |
| PP |
88.61 |
88.90 |
| S1 |
88.52 |
88.66 |
|