NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 06-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
78.25 |
79.71 |
1.46 |
1.9% |
79.64 |
| High |
79.91 |
82.90 |
2.99 |
3.7% |
84.77 |
| Low |
76.94 |
79.08 |
2.14 |
2.8% |
77.11 |
| Close |
79.68 |
82.59 |
2.91 |
3.7% |
79.20 |
| Range |
2.97 |
3.82 |
0.85 |
28.6% |
7.66 |
| ATR |
3.62 |
3.64 |
0.01 |
0.4% |
0.00 |
| Volume |
319,884 |
366,288 |
46,404 |
14.5% |
1,548,490 |
|
| Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.98 |
91.61 |
84.69 |
|
| R3 |
89.16 |
87.79 |
83.64 |
|
| R2 |
85.34 |
85.34 |
83.29 |
|
| R1 |
83.97 |
83.97 |
82.94 |
84.66 |
| PP |
81.52 |
81.52 |
81.52 |
81.87 |
| S1 |
80.15 |
80.15 |
82.24 |
80.84 |
| S2 |
77.70 |
77.70 |
81.89 |
|
| S3 |
73.88 |
76.33 |
81.54 |
|
| S4 |
70.06 |
72.51 |
80.49 |
|
|
| 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 |
83.23 |
74.95 |
8.28 |
10.0% |
3.50 |
4.2% |
92% |
False |
False |
362,519 |
| 10 |
84.77 |
74.95 |
9.82 |
11.9% |
3.86 |
4.7% |
78% |
False |
False |
342,355 |
| 20 |
90.60 |
74.95 |
15.65 |
18.9% |
3.48 |
4.2% |
49% |
False |
False |
273,158 |
| 40 |
90.69 |
74.95 |
15.74 |
19.1% |
3.32 |
4.0% |
49% |
False |
False |
170,641 |
| 60 |
101.39 |
74.95 |
26.44 |
32.0% |
3.31 |
4.0% |
29% |
False |
False |
126,849 |
| 80 |
101.49 |
74.95 |
26.54 |
32.1% |
3.14 |
3.8% |
29% |
False |
False |
101,268 |
| 100 |
104.85 |
74.95 |
29.90 |
36.2% |
3.01 |
3.6% |
26% |
False |
False |
83,724 |
| 120 |
115.57 |
74.95 |
40.62 |
49.2% |
3.08 |
3.7% |
19% |
False |
False |
71,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.14 |
|
2.618 |
92.90 |
|
1.618 |
89.08 |
|
1.000 |
86.72 |
|
0.618 |
85.26 |
|
HIGH |
82.90 |
|
0.618 |
81.44 |
|
0.500 |
80.99 |
|
0.382 |
80.54 |
|
LOW |
79.08 |
|
0.618 |
76.72 |
|
1.000 |
75.26 |
|
1.618 |
72.90 |
|
2.618 |
69.08 |
|
4.250 |
62.85 |
|
|
| Fisher Pivots for day following 06-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
82.06 |
81.37 |
| PP |
81.52 |
80.15 |
| S1 |
80.99 |
78.93 |
|