NYMEX Light Sweet Crude Oil Future May 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 |
91.04 |
89.04 |
-2.00 |
-2.2% |
87.53 |
| High |
91.46 |
89.42 |
-2.04 |
-2.2% |
91.46 |
| Low |
90.30 |
87.34 |
-2.96 |
-3.3% |
85.83 |
| Close |
90.51 |
88.92 |
-1.59 |
-1.8% |
88.92 |
| Range |
1.16 |
2.08 |
0.92 |
79.3% |
5.63 |
| ATR |
2.33 |
2.39 |
0.06 |
2.6% |
0.00 |
| Volume |
4,116 |
11,042 |
6,926 |
168.3% |
22,950 |
|
| Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.80 |
93.94 |
90.06 |
|
| R3 |
92.72 |
91.86 |
89.49 |
|
| R2 |
90.64 |
90.64 |
89.30 |
|
| R1 |
89.78 |
89.78 |
89.11 |
89.17 |
| PP |
88.56 |
88.56 |
88.56 |
88.26 |
| S1 |
87.70 |
87.70 |
88.73 |
87.09 |
| S2 |
86.48 |
86.48 |
88.54 |
|
| S3 |
84.40 |
85.62 |
88.35 |
|
| S4 |
82.32 |
83.54 |
87.78 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.63 |
102.90 |
92.02 |
|
| R3 |
100.00 |
97.27 |
90.47 |
|
| R2 |
94.37 |
94.37 |
89.95 |
|
| R1 |
91.64 |
91.64 |
89.44 |
93.01 |
| PP |
88.74 |
88.74 |
88.74 |
89.42 |
| S1 |
86.01 |
86.01 |
88.40 |
87.38 |
| S2 |
83.11 |
83.11 |
87.89 |
|
| S3 |
77.48 |
80.38 |
87.37 |
|
| S4 |
71.85 |
74.75 |
85.82 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.26 |
|
2.618 |
94.87 |
|
1.618 |
92.79 |
|
1.000 |
91.50 |
|
0.618 |
90.71 |
|
HIGH |
89.42 |
|
0.618 |
88.63 |
|
0.500 |
88.38 |
|
0.382 |
88.13 |
|
LOW |
87.34 |
|
0.618 |
86.05 |
|
1.000 |
85.26 |
|
1.618 |
83.97 |
|
2.618 |
81.89 |
|
4.250 |
78.50 |
|
|
| Fisher Pivots for day following 09-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
88.74 |
89.40 |
| PP |
88.56 |
89.24 |
| S1 |
88.38 |
89.08 |
|