NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 14-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
84.93 |
84.47 |
-0.46 |
-0.5% |
82.75 |
| High |
85.39 |
87.40 |
2.01 |
2.4% |
87.40 |
| Low |
83.17 |
83.77 |
0.60 |
0.7% |
82.75 |
| Close |
84.23 |
86.80 |
2.57 |
3.1% |
86.80 |
| Range |
2.22 |
3.63 |
1.41 |
63.5% |
4.65 |
| ATR |
3.31 |
3.34 |
0.02 |
0.7% |
0.00 |
| Volume |
326,410 |
249,330 |
-77,080 |
-23.6% |
1,383,654 |
|
| Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.88 |
95.47 |
88.80 |
|
| R3 |
93.25 |
91.84 |
87.80 |
|
| R2 |
89.62 |
89.62 |
87.47 |
|
| R1 |
88.21 |
88.21 |
87.13 |
88.92 |
| PP |
85.99 |
85.99 |
85.99 |
86.34 |
| S1 |
84.58 |
84.58 |
86.47 |
85.29 |
| S2 |
82.36 |
82.36 |
86.13 |
|
| S3 |
78.73 |
80.95 |
85.80 |
|
| S4 |
75.10 |
77.32 |
84.80 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.60 |
97.85 |
89.36 |
|
| R3 |
94.95 |
93.20 |
88.08 |
|
| R2 |
90.30 |
90.30 |
87.65 |
|
| R1 |
88.55 |
88.55 |
87.23 |
89.43 |
| PP |
85.65 |
85.65 |
85.65 |
86.09 |
| S1 |
83.90 |
83.90 |
86.37 |
84.78 |
| S2 |
81.00 |
81.00 |
85.95 |
|
| S3 |
76.35 |
79.25 |
85.52 |
|
| S4 |
71.70 |
74.60 |
84.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.40 |
82.75 |
4.65 |
5.4% |
2.79 |
3.2% |
87% |
True |
False |
276,730 |
| 10 |
87.40 |
74.95 |
12.45 |
14.3% |
2.94 |
3.4% |
95% |
True |
False |
320,173 |
| 20 |
87.99 |
74.95 |
13.04 |
15.0% |
3.44 |
4.0% |
91% |
False |
False |
320,360 |
| 40 |
90.69 |
74.95 |
15.74 |
18.1% |
3.17 |
3.7% |
75% |
False |
False |
204,905 |
| 60 |
101.39 |
74.95 |
26.44 |
30.5% |
3.30 |
3.8% |
45% |
False |
False |
152,996 |
| 80 |
101.39 |
74.95 |
26.44 |
30.5% |
3.14 |
3.6% |
45% |
False |
False |
121,716 |
| 100 |
104.85 |
74.95 |
29.90 |
34.4% |
3.02 |
3.5% |
40% |
False |
False |
100,463 |
| 120 |
115.57 |
74.95 |
40.62 |
46.8% |
3.13 |
3.6% |
29% |
False |
False |
85,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.83 |
|
2.618 |
96.90 |
|
1.618 |
93.27 |
|
1.000 |
91.03 |
|
0.618 |
89.64 |
|
HIGH |
87.40 |
|
0.618 |
86.01 |
|
0.500 |
85.59 |
|
0.382 |
85.16 |
|
LOW |
83.77 |
|
0.618 |
81.53 |
|
1.000 |
80.14 |
|
1.618 |
77.90 |
|
2.618 |
74.27 |
|
4.250 |
68.34 |
|
|
| Fisher Pivots for day following 14-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
86.40 |
86.30 |
| PP |
85.99 |
85.79 |
| S1 |
85.59 |
85.29 |
|