NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 19-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
86.20 |
88.26 |
2.06 |
2.4% |
82.75 |
| High |
89.03 |
89.51 |
0.48 |
0.5% |
87.40 |
| Low |
85.55 |
85.87 |
0.32 |
0.4% |
82.75 |
| Close |
88.34 |
86.11 |
-2.23 |
-2.5% |
86.80 |
| Range |
3.48 |
3.64 |
0.16 |
4.6% |
4.65 |
| ATR |
3.28 |
3.30 |
0.03 |
0.8% |
0.00 |
| Volume |
192,940 |
80,982 |
-111,958 |
-58.0% |
1,383,654 |
|
| Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.08 |
95.74 |
88.11 |
|
| R3 |
94.44 |
92.10 |
87.11 |
|
| R2 |
90.80 |
90.80 |
86.78 |
|
| R1 |
88.46 |
88.46 |
86.44 |
87.81 |
| PP |
87.16 |
87.16 |
87.16 |
86.84 |
| S1 |
84.82 |
84.82 |
85.78 |
84.17 |
| S2 |
83.52 |
83.52 |
85.44 |
|
| S3 |
79.88 |
81.18 |
85.11 |
|
| S4 |
76.24 |
77.54 |
84.11 |
|
|
| 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 |
89.51 |
83.17 |
6.34 |
7.4% |
3.05 |
3.5% |
46% |
True |
False |
210,959 |
| 10 |
89.51 |
79.08 |
10.43 |
12.1% |
2.98 |
3.5% |
67% |
True |
False |
257,244 |
| 20 |
89.51 |
74.95 |
14.56 |
16.9% |
3.49 |
4.1% |
77% |
True |
False |
303,692 |
| 40 |
90.69 |
74.95 |
15.74 |
18.3% |
3.13 |
3.6% |
71% |
False |
False |
212,555 |
| 60 |
100.33 |
74.95 |
25.38 |
29.5% |
3.37 |
3.9% |
44% |
False |
False |
159,123 |
| 80 |
101.39 |
74.95 |
26.44 |
30.7% |
3.15 |
3.7% |
42% |
False |
False |
126,470 |
| 100 |
104.85 |
74.95 |
29.90 |
34.7% |
3.05 |
3.5% |
37% |
False |
False |
104,880 |
| 120 |
115.57 |
74.95 |
40.62 |
47.2% |
3.16 |
3.7% |
27% |
False |
False |
89,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.98 |
|
2.618 |
99.04 |
|
1.618 |
95.40 |
|
1.000 |
93.15 |
|
0.618 |
91.76 |
|
HIGH |
89.51 |
|
0.618 |
88.12 |
|
0.500 |
87.69 |
|
0.382 |
87.26 |
|
LOW |
85.87 |
|
0.618 |
83.62 |
|
1.000 |
82.23 |
|
1.618 |
79.98 |
|
2.618 |
76.34 |
|
4.250 |
70.40 |
|
|
| Fisher Pivots for day following 19-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
87.69 |
87.53 |
| PP |
87.16 |
87.06 |
| S1 |
86.64 |
86.58 |
|