NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 07-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
87.27 |
88.51 |
1.24 |
1.4% |
87.80 |
| High |
88.42 |
91.43 |
3.01 |
3.4% |
91.44 |
| Low |
85.28 |
88.10 |
2.82 |
3.3% |
87.39 |
| Close |
87.91 |
90.83 |
2.92 |
3.3% |
88.28 |
| Range |
3.14 |
3.33 |
0.19 |
6.1% |
4.05 |
| ATR |
2.62 |
2.69 |
0.06 |
2.4% |
0.00 |
| Volume |
6,800 |
3,942 |
-2,858 |
-42.0% |
37,596 |
|
| Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.11 |
98.80 |
92.66 |
|
| R3 |
96.78 |
95.47 |
91.75 |
|
| R2 |
93.45 |
93.45 |
91.44 |
|
| R1 |
92.14 |
92.14 |
91.14 |
92.80 |
| PP |
90.12 |
90.12 |
90.12 |
90.45 |
| S1 |
88.81 |
88.81 |
90.52 |
89.47 |
| S2 |
86.79 |
86.79 |
90.22 |
|
| S3 |
83.46 |
85.48 |
89.91 |
|
| S4 |
80.13 |
82.15 |
89.00 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.19 |
98.78 |
90.51 |
|
| R3 |
97.14 |
94.73 |
89.39 |
|
| R2 |
93.09 |
93.09 |
89.02 |
|
| R1 |
90.68 |
90.68 |
88.65 |
91.89 |
| PP |
89.04 |
89.04 |
89.04 |
89.64 |
| S1 |
86.63 |
86.63 |
87.91 |
87.84 |
| S2 |
84.99 |
84.99 |
87.54 |
|
| S3 |
80.94 |
82.58 |
87.17 |
|
| S4 |
76.89 |
78.53 |
86.05 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.58 |
|
2.618 |
100.15 |
|
1.618 |
96.82 |
|
1.000 |
94.76 |
|
0.618 |
93.49 |
|
HIGH |
91.43 |
|
0.618 |
90.16 |
|
0.500 |
89.77 |
|
0.382 |
89.37 |
|
LOW |
88.10 |
|
0.618 |
86.04 |
|
1.000 |
84.77 |
|
1.618 |
82.71 |
|
2.618 |
79.38 |
|
4.250 |
73.95 |
|
|
| Fisher Pivots for day following 07-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
90.48 |
90.01 |
| PP |
90.12 |
89.18 |
| S1 |
89.77 |
88.36 |
|