NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 05-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2011 |
05-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
76.40 |
78.25 |
1.85 |
2.4% |
79.64 |
| High |
77.99 |
79.91 |
1.92 |
2.5% |
84.77 |
| Low |
74.95 |
76.94 |
1.99 |
2.7% |
77.11 |
| Close |
75.67 |
79.68 |
4.01 |
5.3% |
79.20 |
| Range |
3.04 |
2.97 |
-0.07 |
-2.3% |
7.66 |
| ATR |
3.57 |
3.62 |
0.05 |
1.3% |
0.00 |
| Volume |
411,389 |
319,884 |
-91,505 |
-22.2% |
1,548,490 |
|
| Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.75 |
86.69 |
81.31 |
|
| R3 |
84.78 |
83.72 |
80.50 |
|
| R2 |
81.81 |
81.81 |
80.22 |
|
| R1 |
80.75 |
80.75 |
79.95 |
81.28 |
| PP |
78.84 |
78.84 |
78.84 |
79.11 |
| S1 |
77.78 |
77.78 |
79.41 |
78.31 |
| S2 |
75.87 |
75.87 |
79.14 |
|
| S3 |
72.90 |
74.81 |
78.86 |
|
| S4 |
69.93 |
71.84 |
78.05 |
|
|
| 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 |
83.98 |
74.95 |
9.03 |
11.3% |
3.61 |
4.5% |
52% |
False |
False |
355,177 |
| 10 |
85.00 |
74.95 |
10.05 |
12.6% |
4.01 |
5.0% |
47% |
False |
False |
350,141 |
| 20 |
90.60 |
74.95 |
15.65 |
19.6% |
3.38 |
4.2% |
30% |
False |
False |
259,960 |
| 40 |
90.69 |
74.95 |
15.74 |
19.8% |
3.31 |
4.2% |
30% |
False |
False |
163,296 |
| 60 |
101.39 |
74.95 |
26.44 |
33.2% |
3.29 |
4.1% |
18% |
False |
False |
121,337 |
| 80 |
101.49 |
74.95 |
26.54 |
33.3% |
3.12 |
3.9% |
18% |
False |
False |
96,969 |
| 100 |
104.85 |
74.95 |
29.90 |
37.5% |
3.00 |
3.8% |
16% |
False |
False |
80,127 |
| 120 |
115.57 |
74.95 |
40.62 |
51.0% |
3.07 |
3.9% |
12% |
False |
False |
68,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.53 |
|
2.618 |
87.69 |
|
1.618 |
84.72 |
|
1.000 |
82.88 |
|
0.618 |
81.75 |
|
HIGH |
79.91 |
|
0.618 |
78.78 |
|
0.500 |
78.43 |
|
0.382 |
78.07 |
|
LOW |
76.94 |
|
0.618 |
75.10 |
|
1.000 |
73.97 |
|
1.618 |
72.13 |
|
2.618 |
69.16 |
|
4.250 |
64.32 |
|
|
| Fisher Pivots for day following 05-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
79.26 |
78.93 |
| PP |
78.84 |
78.18 |
| S1 |
78.43 |
77.43 |
|