NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 26-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
83.20 |
82.00 |
-1.20 |
-1.4% |
88.85 |
| High |
83.50 |
83.00 |
-0.50 |
-0.6% |
89.85 |
| Low |
79.71 |
79.45 |
-0.26 |
-0.3% |
79.71 |
| Close |
82.00 |
82.07 |
0.07 |
0.1% |
82.00 |
| Range |
3.79 |
3.55 |
-0.24 |
-6.3% |
10.14 |
| ATR |
|
|
|
|
|
| Volume |
26,314 |
25,401 |
-913 |
-3.5% |
93,081 |
|
| Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.16 |
90.66 |
84.02 |
|
| R3 |
88.61 |
87.11 |
83.05 |
|
| R2 |
85.06 |
85.06 |
82.72 |
|
| R1 |
83.56 |
83.56 |
82.40 |
84.31 |
| PP |
81.51 |
81.51 |
81.51 |
81.88 |
| S1 |
80.01 |
80.01 |
81.74 |
80.76 |
| S2 |
77.96 |
77.96 |
81.42 |
|
| S3 |
74.41 |
76.46 |
81.09 |
|
| S4 |
70.86 |
72.91 |
80.12 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.27 |
108.28 |
87.58 |
|
| R3 |
104.13 |
98.14 |
84.79 |
|
| R2 |
93.99 |
93.99 |
83.86 |
|
| R1 |
88.00 |
88.00 |
82.93 |
85.93 |
| PP |
83.85 |
83.85 |
83.85 |
82.82 |
| S1 |
77.86 |
77.86 |
81.07 |
75.79 |
| S2 |
73.71 |
73.71 |
80.14 |
|
| S3 |
63.57 |
67.72 |
79.21 |
|
| S4 |
53.43 |
57.58 |
76.42 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.09 |
|
2.618 |
92.29 |
|
1.618 |
88.74 |
|
1.000 |
86.55 |
|
0.618 |
85.19 |
|
HIGH |
83.00 |
|
0.618 |
81.64 |
|
0.500 |
81.23 |
|
0.382 |
80.81 |
|
LOW |
79.45 |
|
0.618 |
77.26 |
|
1.000 |
75.90 |
|
1.618 |
73.71 |
|
2.618 |
70.16 |
|
4.250 |
64.36 |
|
|
| Fisher Pivots for day following 26-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
81.79 |
83.12 |
| PP |
81.51 |
82.77 |
| S1 |
81.23 |
82.42 |
|