NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 17-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
84.47 |
87.48 |
3.01 |
3.6% |
82.75 |
| High |
87.40 |
88.18 |
0.78 |
0.9% |
87.40 |
| Low |
83.77 |
85.88 |
2.11 |
2.5% |
82.75 |
| Close |
86.80 |
86.38 |
-0.42 |
-0.5% |
86.80 |
| Range |
3.63 |
2.30 |
-1.33 |
-36.6% |
4.65 |
| ATR |
3.34 |
3.26 |
-0.07 |
-2.2% |
0.00 |
| Volume |
249,330 |
205,133 |
-44,197 |
-17.7% |
1,383,654 |
|
| Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.71 |
92.35 |
87.65 |
|
| R3 |
91.41 |
90.05 |
87.01 |
|
| R2 |
89.11 |
89.11 |
86.80 |
|
| R1 |
87.75 |
87.75 |
86.59 |
87.28 |
| PP |
86.81 |
86.81 |
86.81 |
86.58 |
| S1 |
85.45 |
85.45 |
86.17 |
84.98 |
| S2 |
84.51 |
84.51 |
85.96 |
|
| S3 |
82.21 |
83.15 |
85.75 |
|
| S4 |
79.91 |
80.85 |
85.12 |
|
|
| 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 |
88.18 |
83.17 |
5.01 |
5.8% |
2.58 |
3.0% |
64% |
True |
False |
271,093 |
| 10 |
88.18 |
74.95 |
13.23 |
15.3% |
2.87 |
3.3% |
86% |
True |
False |
302,979 |
| 20 |
88.18 |
74.95 |
13.23 |
15.3% |
3.41 |
4.0% |
86% |
True |
False |
316,991 |
| 40 |
90.69 |
74.95 |
15.74 |
18.2% |
3.12 |
3.6% |
73% |
False |
False |
208,615 |
| 60 |
101.39 |
74.95 |
26.44 |
30.6% |
3.31 |
3.8% |
43% |
False |
False |
155,727 |
| 80 |
101.39 |
74.95 |
26.44 |
30.6% |
3.11 |
3.6% |
43% |
False |
False |
124,044 |
| 100 |
104.85 |
74.95 |
29.90 |
34.6% |
3.01 |
3.5% |
38% |
False |
False |
102,435 |
| 120 |
115.57 |
74.95 |
40.62 |
47.0% |
3.13 |
3.6% |
28% |
False |
False |
86,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.96 |
|
2.618 |
94.20 |
|
1.618 |
91.90 |
|
1.000 |
90.48 |
|
0.618 |
89.60 |
|
HIGH |
88.18 |
|
0.618 |
87.30 |
|
0.500 |
87.03 |
|
0.382 |
86.76 |
|
LOW |
85.88 |
|
0.618 |
84.46 |
|
1.000 |
83.58 |
|
1.618 |
82.16 |
|
2.618 |
79.86 |
|
4.250 |
76.11 |
|
|
| Fisher Pivots for day following 17-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
87.03 |
86.15 |
| PP |
86.81 |
85.91 |
| S1 |
86.60 |
85.68 |
|