NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 12-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
85.70 |
85.20 |
-0.50 |
-0.6% |
78.92 |
| High |
86.64 |
86.59 |
-0.05 |
-0.1% |
84.00 |
| Low |
83.97 |
84.52 |
0.55 |
0.7% |
74.95 |
| Close |
85.81 |
85.57 |
-0.24 |
-0.3% |
82.98 |
| Range |
2.67 |
2.07 |
-0.60 |
-22.5% |
9.05 |
| ATR |
3.49 |
3.38 |
-0.10 |
-2.9% |
0.00 |
| Volume |
317,011 |
257,585 |
-59,426 |
-18.7% |
1,818,078 |
|
| Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.77 |
90.74 |
86.71 |
|
| R3 |
89.70 |
88.67 |
86.14 |
|
| R2 |
87.63 |
87.63 |
85.95 |
|
| R1 |
86.60 |
86.60 |
85.76 |
87.12 |
| PP |
85.56 |
85.56 |
85.56 |
85.82 |
| S1 |
84.53 |
84.53 |
85.38 |
85.05 |
| S2 |
83.49 |
83.49 |
85.19 |
|
| S3 |
81.42 |
82.46 |
85.00 |
|
| S4 |
79.35 |
80.39 |
84.43 |
|
|
| 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 |
79.08 |
7.56 |
8.8% |
2.91 |
3.4% |
86% |
False |
False |
303,529 |
| 10 |
86.64 |
74.95 |
11.69 |
13.7% |
3.26 |
3.8% |
91% |
False |
False |
329,353 |
| 20 |
90.29 |
74.95 |
15.34 |
17.9% |
3.39 |
4.0% |
69% |
False |
False |
307,180 |
| 40 |
90.69 |
74.95 |
15.74 |
18.4% |
3.24 |
3.8% |
67% |
False |
False |
192,918 |
| 60 |
101.39 |
74.95 |
26.44 |
30.9% |
3.29 |
3.9% |
40% |
False |
False |
144,196 |
| 80 |
101.39 |
74.95 |
26.44 |
30.9% |
3.12 |
3.6% |
40% |
False |
False |
114,803 |
| 100 |
104.85 |
74.95 |
29.90 |
34.9% |
3.01 |
3.5% |
36% |
False |
False |
94,886 |
| 120 |
115.57 |
74.95 |
40.62 |
47.5% |
3.10 |
3.6% |
26% |
False |
False |
80,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.39 |
|
2.618 |
92.01 |
|
1.618 |
89.94 |
|
1.000 |
88.66 |
|
0.618 |
87.87 |
|
HIGH |
86.59 |
|
0.618 |
85.80 |
|
0.500 |
85.56 |
|
0.382 |
85.31 |
|
LOW |
84.52 |
|
0.618 |
83.24 |
|
1.000 |
82.45 |
|
1.618 |
81.17 |
|
2.618 |
79.10 |
|
4.250 |
75.72 |
|
|
| Fisher Pivots for day following 12-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
85.57 |
85.28 |
| PP |
85.56 |
84.99 |
| S1 |
85.56 |
84.70 |
|