NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 15-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
90.34 |
89.32 |
-1.02 |
-1.1% |
87.27 |
| High |
90.60 |
91.16 |
0.56 |
0.6% |
91.43 |
| Low |
89.07 |
89.31 |
0.24 |
0.3% |
85.28 |
| Close |
89.92 |
90.65 |
0.73 |
0.8% |
88.67 |
| Range |
1.53 |
1.85 |
0.32 |
20.9% |
6.15 |
| ATR |
2.62 |
2.56 |
-0.05 |
-2.1% |
0.00 |
| Volume |
13,148 |
11,000 |
-2,148 |
-16.3% |
26,123 |
|
| Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.92 |
95.14 |
91.67 |
|
| R3 |
94.07 |
93.29 |
91.16 |
|
| R2 |
92.22 |
92.22 |
90.99 |
|
| R1 |
91.44 |
91.44 |
90.82 |
91.83 |
| PP |
90.37 |
90.37 |
90.37 |
90.57 |
| S1 |
89.59 |
89.59 |
90.48 |
89.98 |
| S2 |
88.52 |
88.52 |
90.31 |
|
| S3 |
86.67 |
87.74 |
90.14 |
|
| S4 |
84.82 |
85.89 |
89.63 |
|
|
| 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 |
99.02 |
|
2.618 |
96.00 |
|
1.618 |
94.15 |
|
1.000 |
93.01 |
|
0.618 |
92.30 |
|
HIGH |
91.16 |
|
0.618 |
90.45 |
|
0.500 |
90.24 |
|
0.382 |
90.02 |
|
LOW |
89.31 |
|
0.618 |
88.17 |
|
1.000 |
87.46 |
|
1.618 |
86.32 |
|
2.618 |
84.47 |
|
4.250 |
81.45 |
|
|
| Fisher Pivots for day following 15-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
90.51 |
90.46 |
| PP |
90.37 |
90.27 |
| S1 |
90.24 |
90.08 |
|