NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 07-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
79.71 |
82.57 |
2.86 |
3.6% |
78.92 |
| High |
82.90 |
84.00 |
1.10 |
1.3% |
84.00 |
| Low |
79.08 |
81.36 |
2.28 |
2.9% |
74.95 |
| Close |
82.59 |
82.98 |
0.39 |
0.5% |
82.98 |
| Range |
3.82 |
2.64 |
-1.18 |
-30.9% |
9.05 |
| ATR |
3.64 |
3.56 |
-0.07 |
-2.0% |
0.00 |
| Volume |
366,288 |
343,446 |
-22,842 |
-6.2% |
1,818,078 |
|
| Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.70 |
89.48 |
84.43 |
|
| R3 |
88.06 |
86.84 |
83.71 |
|
| R2 |
85.42 |
85.42 |
83.46 |
|
| R1 |
84.20 |
84.20 |
83.22 |
84.81 |
| PP |
82.78 |
82.78 |
82.78 |
83.09 |
| S1 |
81.56 |
81.56 |
82.74 |
82.17 |
| S2 |
80.14 |
80.14 |
82.50 |
|
| S3 |
77.50 |
78.92 |
82.25 |
|
| S4 |
74.86 |
76.28 |
81.53 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.79 |
104.44 |
87.96 |
|
| R3 |
98.74 |
95.39 |
85.47 |
|
| R2 |
89.69 |
89.69 |
84.64 |
|
| R1 |
86.34 |
86.34 |
83.81 |
88.02 |
| PP |
80.64 |
80.64 |
80.64 |
81.48 |
| S1 |
77.29 |
77.29 |
82.15 |
78.97 |
| S2 |
71.59 |
71.59 |
81.32 |
|
| S3 |
62.54 |
68.24 |
80.49 |
|
| S4 |
53.49 |
59.19 |
78.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.00 |
74.95 |
9.05 |
10.9% |
3.09 |
3.7% |
89% |
True |
False |
363,615 |
| 10 |
84.77 |
74.95 |
9.82 |
11.8% |
3.69 |
4.5% |
82% |
False |
False |
336,656 |
| 20 |
90.60 |
74.95 |
15.65 |
18.9% |
3.42 |
4.1% |
51% |
False |
False |
286,294 |
| 40 |
90.69 |
74.95 |
15.74 |
19.0% |
3.26 |
3.9% |
51% |
False |
False |
177,447 |
| 60 |
101.39 |
74.95 |
26.44 |
31.9% |
3.29 |
4.0% |
30% |
False |
False |
132,063 |
| 80 |
101.39 |
74.95 |
26.44 |
31.9% |
3.10 |
3.7% |
30% |
False |
False |
105,387 |
| 100 |
104.85 |
74.95 |
29.90 |
36.0% |
3.01 |
3.6% |
27% |
False |
False |
87,060 |
| 120 |
115.57 |
74.95 |
40.62 |
49.0% |
3.09 |
3.7% |
20% |
False |
False |
73,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.22 |
|
2.618 |
90.91 |
|
1.618 |
88.27 |
|
1.000 |
86.64 |
|
0.618 |
85.63 |
|
HIGH |
84.00 |
|
0.618 |
82.99 |
|
0.500 |
82.68 |
|
0.382 |
82.37 |
|
LOW |
81.36 |
|
0.618 |
79.73 |
|
1.000 |
78.72 |
|
1.618 |
77.09 |
|
2.618 |
74.45 |
|
4.250 |
70.14 |
|
|
| Fisher Pivots for day following 07-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
82.88 |
82.14 |
| PP |
82.78 |
81.31 |
| S1 |
82.68 |
80.47 |
|