NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 11-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
82.75 |
85.70 |
2.95 |
3.6% |
78.92 |
| High |
86.09 |
86.64 |
0.55 |
0.6% |
84.00 |
| Low |
82.75 |
83.97 |
1.22 |
1.5% |
74.95 |
| Close |
85.41 |
85.81 |
0.40 |
0.5% |
82.98 |
| Range |
3.34 |
2.67 |
-0.67 |
-20.1% |
9.05 |
| ATR |
3.55 |
3.49 |
-0.06 |
-1.8% |
0.00 |
| Volume |
233,318 |
317,011 |
83,693 |
35.9% |
1,818,078 |
|
| Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.48 |
92.32 |
87.28 |
|
| R3 |
90.81 |
89.65 |
86.54 |
|
| R2 |
88.14 |
88.14 |
86.30 |
|
| R1 |
86.98 |
86.98 |
86.05 |
87.56 |
| PP |
85.47 |
85.47 |
85.47 |
85.77 |
| S1 |
84.31 |
84.31 |
85.57 |
84.89 |
| S2 |
82.80 |
82.80 |
85.32 |
|
| S3 |
80.13 |
81.64 |
85.08 |
|
| S4 |
77.46 |
78.97 |
84.34 |
|
|
| 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 |
86.64 |
76.94 |
9.70 |
11.3% |
3.09 |
3.6% |
91% |
True |
False |
315,989 |
| 10 |
86.64 |
74.95 |
11.69 |
13.6% |
3.46 |
4.0% |
93% |
True |
False |
330,517 |
| 20 |
90.31 |
74.95 |
15.36 |
17.9% |
3.39 |
4.0% |
71% |
False |
False |
300,727 |
| 40 |
90.69 |
74.95 |
15.74 |
18.3% |
3.24 |
3.8% |
69% |
False |
False |
187,682 |
| 60 |
101.39 |
74.95 |
26.44 |
30.8% |
3.30 |
3.8% |
41% |
False |
False |
140,276 |
| 80 |
101.39 |
74.95 |
26.44 |
30.8% |
3.12 |
3.6% |
41% |
False |
False |
111,815 |
| 100 |
104.85 |
74.95 |
29.90 |
34.8% |
3.02 |
3.5% |
36% |
False |
False |
92,375 |
| 120 |
115.57 |
74.95 |
40.62 |
47.3% |
3.10 |
3.6% |
27% |
False |
False |
78,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.99 |
|
2.618 |
93.63 |
|
1.618 |
90.96 |
|
1.000 |
89.31 |
|
0.618 |
88.29 |
|
HIGH |
86.64 |
|
0.618 |
85.62 |
|
0.500 |
85.31 |
|
0.382 |
84.99 |
|
LOW |
83.97 |
|
0.618 |
82.32 |
|
1.000 |
81.30 |
|
1.618 |
79.65 |
|
2.618 |
76.98 |
|
4.250 |
72.62 |
|
|
| Fisher Pivots for day following 11-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
85.64 |
85.21 |
| PP |
85.47 |
84.60 |
| S1 |
85.31 |
84.00 |
|