NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 23-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
85.44 |
82.80 |
-2.64 |
-3.1% |
88.27 |
| High |
85.58 |
82.83 |
-2.75 |
-3.2% |
89.19 |
| Low |
81.04 |
78.94 |
-2.10 |
-2.6% |
78.94 |
| Close |
81.78 |
81.31 |
-0.47 |
-0.6% |
81.31 |
| Range |
4.54 |
3.89 |
-0.65 |
-14.3% |
10.25 |
| ATR |
2.82 |
2.90 |
0.08 |
2.7% |
0.00 |
| Volume |
8,637 |
8,063 |
-574 |
-6.6% |
36,041 |
|
| Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.70 |
90.89 |
83.45 |
|
| R3 |
88.81 |
87.00 |
82.38 |
|
| R2 |
84.92 |
84.92 |
82.02 |
|
| R1 |
83.11 |
83.11 |
81.67 |
82.07 |
| PP |
81.03 |
81.03 |
81.03 |
80.51 |
| S1 |
79.22 |
79.22 |
80.95 |
78.18 |
| S2 |
77.14 |
77.14 |
80.60 |
|
| S3 |
73.25 |
75.33 |
80.24 |
|
| S4 |
69.36 |
71.44 |
79.17 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.90 |
107.85 |
86.95 |
|
| R3 |
103.65 |
97.60 |
84.13 |
|
| R2 |
93.40 |
93.40 |
83.19 |
|
| R1 |
87.35 |
87.35 |
82.25 |
85.25 |
| PP |
83.15 |
83.15 |
83.15 |
82.10 |
| S1 |
77.10 |
77.10 |
80.37 |
75.00 |
| S2 |
72.90 |
72.90 |
79.43 |
|
| S3 |
62.65 |
66.85 |
78.49 |
|
| S4 |
52.40 |
56.60 |
75.67 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.36 |
|
2.618 |
93.01 |
|
1.618 |
89.12 |
|
1.000 |
86.72 |
|
0.618 |
85.23 |
|
HIGH |
82.83 |
|
0.618 |
81.34 |
|
0.500 |
80.89 |
|
0.382 |
80.43 |
|
LOW |
78.94 |
|
0.618 |
76.54 |
|
1.000 |
75.05 |
|
1.618 |
72.65 |
|
2.618 |
68.76 |
|
4.250 |
62.41 |
|
|
| Fisher Pivots for day following 23-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
81.17 |
84.07 |
| PP |
81.03 |
83.15 |
| S1 |
80.89 |
82.23 |
|