NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 14-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
89.54 |
89.72 |
0.18 |
0.2% |
86.91 |
| High |
91.10 |
90.51 |
-0.59 |
-0.6% |
91.25 |
| Low |
88.76 |
88.85 |
0.09 |
0.1% |
85.02 |
| Close |
90.80 |
89.73 |
-1.07 |
-1.2% |
88.43 |
| Range |
2.34 |
1.66 |
-0.68 |
-29.1% |
6.23 |
| ATR |
2.77 |
2.71 |
-0.06 |
-2.1% |
0.00 |
| Volume |
12,158 |
22,123 |
9,965 |
82.0% |
51,116 |
|
| Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.68 |
93.86 |
90.64 |
|
| R3 |
93.02 |
92.20 |
90.19 |
|
| R2 |
91.36 |
91.36 |
90.03 |
|
| R1 |
90.54 |
90.54 |
89.88 |
90.95 |
| PP |
89.70 |
89.70 |
89.70 |
89.90 |
| S1 |
88.88 |
88.88 |
89.58 |
89.29 |
| S2 |
88.04 |
88.04 |
89.43 |
|
| S3 |
86.38 |
87.22 |
89.27 |
|
| S4 |
84.72 |
85.56 |
88.82 |
|
|
| 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 |
91.10 |
86.20 |
4.90 |
5.5% |
2.45 |
2.7% |
72% |
False |
False |
16,726 |
| 10 |
91.34 |
85.02 |
6.32 |
7.0% |
2.49 |
2.8% |
75% |
False |
False |
16,113 |
| 20 |
91.34 |
81.40 |
9.94 |
11.1% |
2.63 |
2.9% |
84% |
False |
False |
12,109 |
| 40 |
102.81 |
79.11 |
23.70 |
26.4% |
2.76 |
3.1% |
45% |
False |
False |
9,891 |
| 60 |
102.81 |
79.11 |
23.70 |
26.4% |
2.43 |
2.7% |
45% |
False |
False |
8,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.57 |
|
2.618 |
94.86 |
|
1.618 |
93.20 |
|
1.000 |
92.17 |
|
0.618 |
91.54 |
|
HIGH |
90.51 |
|
0.618 |
89.88 |
|
0.500 |
89.68 |
|
0.382 |
89.48 |
|
LOW |
88.85 |
|
0.618 |
87.82 |
|
1.000 |
87.19 |
|
1.618 |
86.16 |
|
2.618 |
84.50 |
|
4.250 |
81.80 |
|
|
| Fisher Pivots for day following 14-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
89.71 |
89.37 |
| PP |
89.70 |
89.01 |
| S1 |
89.68 |
88.65 |
|