NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 17-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
84.95 |
87.90 |
2.95 |
3.5% |
83.34 |
| High |
87.81 |
88.67 |
0.86 |
1.0% |
87.81 |
| Low |
84.50 |
86.43 |
1.93 |
2.3% |
83.22 |
| Close |
87.22 |
87.00 |
-0.22 |
-0.3% |
87.22 |
| Range |
3.31 |
2.24 |
-1.07 |
-32.3% |
4.59 |
| ATR |
3.09 |
3.03 |
-0.06 |
-2.0% |
0.00 |
| Volume |
24,985 |
23,070 |
-1,915 |
-7.7% |
135,972 |
|
| Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.09 |
92.78 |
88.23 |
|
| R3 |
91.85 |
90.54 |
87.62 |
|
| R2 |
89.61 |
89.61 |
87.41 |
|
| R1 |
88.30 |
88.30 |
87.21 |
87.84 |
| PP |
87.37 |
87.37 |
87.37 |
87.13 |
| S1 |
86.06 |
86.06 |
86.79 |
85.60 |
| S2 |
85.13 |
85.13 |
86.59 |
|
| S3 |
82.89 |
83.82 |
86.38 |
|
| S4 |
80.65 |
81.58 |
85.77 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.85 |
98.13 |
89.74 |
|
| R3 |
95.26 |
93.54 |
88.48 |
|
| R2 |
90.67 |
90.67 |
88.06 |
|
| R1 |
88.95 |
88.95 |
87.64 |
89.81 |
| PP |
86.08 |
86.08 |
86.08 |
86.52 |
| S1 |
84.36 |
84.36 |
86.80 |
85.22 |
| S2 |
81.49 |
81.49 |
86.38 |
|
| S3 |
76.90 |
79.77 |
85.96 |
|
| S4 |
72.31 |
75.18 |
84.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.67 |
83.90 |
4.77 |
5.5% |
2.42 |
2.8% |
65% |
True |
False |
26,855 |
| 10 |
88.67 |
75.66 |
13.01 |
15.0% |
2.68 |
3.1% |
87% |
True |
False |
25,103 |
| 20 |
88.69 |
75.66 |
13.03 |
15.0% |
3.18 |
3.7% |
87% |
False |
False |
20,816 |
| 40 |
91.05 |
75.66 |
15.39 |
17.7% |
2.80 |
3.2% |
74% |
False |
False |
15,849 |
| 60 |
102.42 |
75.66 |
26.76 |
30.8% |
2.94 |
3.4% |
42% |
False |
False |
12,969 |
| 80 |
102.42 |
75.66 |
26.76 |
30.8% |
2.73 |
3.1% |
42% |
False |
False |
11,091 |
| 100 |
105.34 |
75.66 |
29.68 |
34.1% |
2.62 |
3.0% |
38% |
False |
False |
9,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.19 |
|
2.618 |
94.53 |
|
1.618 |
92.29 |
|
1.000 |
90.91 |
|
0.618 |
90.05 |
|
HIGH |
88.67 |
|
0.618 |
87.81 |
|
0.500 |
87.55 |
|
0.382 |
87.29 |
|
LOW |
86.43 |
|
0.618 |
85.05 |
|
1.000 |
84.19 |
|
1.618 |
82.81 |
|
2.618 |
80.57 |
|
4.250 |
76.91 |
|
|
| Fisher Pivots for day following 17-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
87.55 |
86.76 |
| PP |
87.37 |
86.52 |
| S1 |
87.18 |
86.29 |
|