NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 04-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
78.92 |
76.40 |
-2.52 |
-3.2% |
79.64 |
| High |
79.64 |
77.99 |
-1.65 |
-2.1% |
84.77 |
| Low |
76.65 |
74.95 |
-1.70 |
-2.2% |
77.11 |
| Close |
77.61 |
75.67 |
-1.94 |
-2.5% |
79.20 |
| Range |
2.99 |
3.04 |
0.05 |
1.7% |
7.66 |
| ATR |
3.61 |
3.57 |
-0.04 |
-1.1% |
0.00 |
| Volume |
377,071 |
411,389 |
34,318 |
9.1% |
1,548,490 |
|
| Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.32 |
83.54 |
77.34 |
|
| R3 |
82.28 |
80.50 |
76.51 |
|
| R2 |
79.24 |
79.24 |
76.23 |
|
| R1 |
77.46 |
77.46 |
75.95 |
76.83 |
| PP |
76.20 |
76.20 |
76.20 |
75.89 |
| S1 |
74.42 |
74.42 |
75.39 |
73.79 |
| S2 |
73.16 |
73.16 |
75.11 |
|
| S3 |
70.12 |
71.38 |
74.83 |
|
| S4 |
67.08 |
68.34 |
74.00 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.34 |
98.93 |
83.41 |
|
| R3 |
95.68 |
91.27 |
81.31 |
|
| R2 |
88.02 |
88.02 |
80.60 |
|
| R1 |
83.61 |
83.61 |
79.90 |
81.99 |
| PP |
80.36 |
80.36 |
80.36 |
79.55 |
| S1 |
75.95 |
75.95 |
78.50 |
74.33 |
| S2 |
72.70 |
72.70 |
77.80 |
|
| S3 |
65.04 |
68.29 |
77.09 |
|
| S4 |
57.38 |
60.63 |
74.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.62 |
74.95 |
9.67 |
12.8% |
3.84 |
5.1% |
7% |
False |
True |
345,045 |
| 10 |
87.99 |
74.95 |
13.04 |
17.2% |
4.02 |
5.3% |
6% |
False |
True |
346,679 |
| 20 |
90.69 |
74.95 |
15.74 |
20.8% |
3.44 |
4.5% |
5% |
False |
True |
248,720 |
| 40 |
90.69 |
74.95 |
15.74 |
20.8% |
3.42 |
4.5% |
5% |
False |
True |
157,000 |
| 60 |
101.39 |
74.95 |
26.44 |
34.9% |
3.30 |
4.4% |
3% |
False |
True |
116,457 |
| 80 |
101.49 |
74.95 |
26.54 |
35.1% |
3.12 |
4.1% |
3% |
False |
True |
93,240 |
| 100 |
104.85 |
74.95 |
29.90 |
39.5% |
3.00 |
4.0% |
2% |
False |
True |
77,059 |
| 120 |
115.57 |
74.95 |
40.62 |
53.7% |
3.06 |
4.0% |
2% |
False |
True |
65,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.91 |
|
2.618 |
85.95 |
|
1.618 |
82.91 |
|
1.000 |
81.03 |
|
0.618 |
79.87 |
|
HIGH |
77.99 |
|
0.618 |
76.83 |
|
0.500 |
76.47 |
|
0.382 |
76.11 |
|
LOW |
74.95 |
|
0.618 |
73.07 |
|
1.000 |
71.91 |
|
1.618 |
70.03 |
|
2.618 |
66.99 |
|
4.250 |
62.03 |
|
|
| Fisher Pivots for day following 04-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
76.47 |
79.09 |
| PP |
76.20 |
77.95 |
| S1 |
75.94 |
76.81 |
|