NYMEX Light Sweet Crude Oil Future April 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 |
90.72 |
90.18 |
-0.54 |
-0.6% |
87.27 |
| High |
91.22 |
90.58 |
-0.64 |
-0.7% |
91.43 |
| Low |
89.92 |
87.24 |
-2.68 |
-3.0% |
85.28 |
| Close |
90.32 |
88.67 |
-1.65 |
-1.8% |
88.67 |
| Range |
1.30 |
3.34 |
2.04 |
156.9% |
6.15 |
| ATR |
2.59 |
2.64 |
0.05 |
2.1% |
0.00 |
| Volume |
6,063 |
9,318 |
3,255 |
53.7% |
26,123 |
|
| Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.85 |
97.10 |
90.51 |
|
| R3 |
95.51 |
93.76 |
89.59 |
|
| R2 |
92.17 |
92.17 |
89.28 |
|
| R1 |
90.42 |
90.42 |
88.98 |
89.63 |
| PP |
88.83 |
88.83 |
88.83 |
88.43 |
| S1 |
87.08 |
87.08 |
88.36 |
86.29 |
| S2 |
85.49 |
85.49 |
88.06 |
|
| S3 |
82.15 |
83.74 |
87.75 |
|
| S4 |
78.81 |
80.40 |
86.83 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.91 |
103.94 |
92.05 |
|
| R3 |
100.76 |
97.79 |
90.36 |
|
| R2 |
94.61 |
94.61 |
89.80 |
|
| R1 |
91.64 |
91.64 |
89.23 |
93.13 |
| PP |
88.46 |
88.46 |
88.46 |
89.20 |
| S1 |
85.49 |
85.49 |
88.11 |
86.98 |
| S2 |
82.31 |
82.31 |
87.54 |
|
| S3 |
76.16 |
79.34 |
86.98 |
|
| S4 |
70.01 |
73.19 |
85.29 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.78 |
|
2.618 |
99.32 |
|
1.618 |
95.98 |
|
1.000 |
93.92 |
|
0.618 |
92.64 |
|
HIGH |
90.58 |
|
0.618 |
89.30 |
|
0.500 |
88.91 |
|
0.382 |
88.52 |
|
LOW |
87.24 |
|
0.618 |
85.18 |
|
1.000 |
83.90 |
|
1.618 |
81.84 |
|
2.618 |
78.50 |
|
4.250 |
73.05 |
|
|
| Fisher Pivots for day following 09-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
88.91 |
89.34 |
| PP |
88.83 |
89.11 |
| S1 |
88.75 |
88.89 |
|