NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 18-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
87.48 |
86.20 |
-1.28 |
-1.5% |
82.75 |
| High |
88.18 |
89.03 |
0.85 |
1.0% |
87.40 |
| Low |
85.88 |
85.55 |
-0.33 |
-0.4% |
82.75 |
| Close |
86.38 |
88.34 |
1.96 |
2.3% |
86.80 |
| Range |
2.30 |
3.48 |
1.18 |
51.3% |
4.65 |
| ATR |
3.26 |
3.28 |
0.02 |
0.5% |
0.00 |
| Volume |
205,133 |
192,940 |
-12,193 |
-5.9% |
1,383,654 |
|
| Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.08 |
96.69 |
90.25 |
|
| R3 |
94.60 |
93.21 |
89.30 |
|
| R2 |
91.12 |
91.12 |
88.98 |
|
| R1 |
89.73 |
89.73 |
88.66 |
90.43 |
| PP |
87.64 |
87.64 |
87.64 |
87.99 |
| S1 |
86.25 |
86.25 |
88.02 |
86.95 |
| S2 |
84.16 |
84.16 |
87.70 |
|
| S3 |
80.68 |
82.77 |
87.38 |
|
| S4 |
77.20 |
79.29 |
86.43 |
|
|
| 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 |
89.03 |
83.17 |
5.86 |
6.6% |
2.74 |
3.1% |
88% |
True |
False |
246,279 |
| 10 |
89.03 |
76.94 |
12.09 |
13.7% |
2.91 |
3.3% |
94% |
True |
False |
281,134 |
| 20 |
89.03 |
74.95 |
14.08 |
15.9% |
3.47 |
3.9% |
95% |
True |
False |
313,907 |
| 40 |
90.69 |
74.95 |
15.74 |
17.8% |
3.12 |
3.5% |
85% |
False |
False |
212,156 |
| 60 |
101.39 |
74.95 |
26.44 |
29.9% |
3.35 |
3.8% |
51% |
False |
False |
158,346 |
| 80 |
101.39 |
74.95 |
26.44 |
29.9% |
3.13 |
3.5% |
51% |
False |
False |
125,921 |
| 100 |
104.85 |
74.95 |
29.90 |
33.8% |
3.03 |
3.4% |
45% |
False |
False |
104,259 |
| 120 |
115.57 |
74.95 |
40.62 |
46.0% |
3.14 |
3.6% |
33% |
False |
False |
88,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.82 |
|
2.618 |
98.14 |
|
1.618 |
94.66 |
|
1.000 |
92.51 |
|
0.618 |
91.18 |
|
HIGH |
89.03 |
|
0.618 |
87.70 |
|
0.500 |
87.29 |
|
0.382 |
86.88 |
|
LOW |
85.55 |
|
0.618 |
83.40 |
|
1.000 |
82.07 |
|
1.618 |
79.92 |
|
2.618 |
76.44 |
|
4.250 |
70.76 |
|
|
| Fisher Pivots for day following 18-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
87.99 |
87.69 |
| PP |
87.64 |
87.05 |
| S1 |
87.29 |
86.40 |
|