NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 13-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
85.20 |
84.93 |
-0.27 |
-0.3% |
78.92 |
| High |
86.59 |
85.39 |
-1.20 |
-1.4% |
84.00 |
| Low |
84.52 |
83.17 |
-1.35 |
-1.6% |
74.95 |
| Close |
85.57 |
84.23 |
-1.34 |
-1.6% |
82.98 |
| Range |
2.07 |
2.22 |
0.15 |
7.2% |
9.05 |
| ATR |
3.38 |
3.31 |
-0.07 |
-2.1% |
0.00 |
| Volume |
257,585 |
326,410 |
68,825 |
26.7% |
1,818,078 |
|
| Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.92 |
89.80 |
85.45 |
|
| R3 |
88.70 |
87.58 |
84.84 |
|
| R2 |
86.48 |
86.48 |
84.64 |
|
| R1 |
85.36 |
85.36 |
84.43 |
84.81 |
| PP |
84.26 |
84.26 |
84.26 |
83.99 |
| S1 |
83.14 |
83.14 |
84.03 |
82.59 |
| S2 |
82.04 |
82.04 |
83.82 |
|
| S3 |
79.82 |
80.92 |
83.62 |
|
| S4 |
77.60 |
78.70 |
83.01 |
|
|
| 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 |
81.36 |
5.28 |
6.3% |
2.59 |
3.1% |
54% |
False |
False |
295,554 |
| 10 |
86.64 |
74.95 |
11.69 |
13.9% |
3.05 |
3.6% |
79% |
False |
False |
329,036 |
| 20 |
89.93 |
74.95 |
14.98 |
17.8% |
3.40 |
4.0% |
62% |
False |
False |
316,396 |
| 40 |
90.69 |
74.95 |
15.74 |
18.7% |
3.24 |
3.8% |
59% |
False |
False |
199,978 |
| 60 |
101.39 |
74.95 |
26.44 |
31.4% |
3.29 |
3.9% |
35% |
False |
False |
149,273 |
| 80 |
101.39 |
74.95 |
26.44 |
31.4% |
3.12 |
3.7% |
35% |
False |
False |
118,751 |
| 100 |
104.85 |
74.95 |
29.90 |
35.5% |
3.00 |
3.6% |
31% |
False |
False |
98,052 |
| 120 |
115.57 |
74.95 |
40.62 |
48.2% |
3.11 |
3.7% |
23% |
False |
False |
83,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.83 |
|
2.618 |
91.20 |
|
1.618 |
88.98 |
|
1.000 |
87.61 |
|
0.618 |
86.76 |
|
HIGH |
85.39 |
|
0.618 |
84.54 |
|
0.500 |
84.28 |
|
0.382 |
84.02 |
|
LOW |
83.17 |
|
0.618 |
81.80 |
|
1.000 |
80.95 |
|
1.618 |
79.58 |
|
2.618 |
77.36 |
|
4.250 |
73.74 |
|
|
| Fisher Pivots for day following 13-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
84.28 |
84.91 |
| PP |
84.26 |
84.68 |
| S1 |
84.25 |
84.46 |
|