NYMEX Light Sweet Crude Oil Future November 2011
| Trading Metrics calculated at close of trading on 20-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
88.26 |
86.10 |
-2.16 |
-2.4% |
82.75 |
| High |
89.51 |
86.94 |
-2.57 |
-2.9% |
87.40 |
| Low |
85.87 |
84.10 |
-1.77 |
-2.1% |
82.75 |
| Close |
86.11 |
85.30 |
-0.81 |
-0.9% |
86.80 |
| Range |
3.64 |
2.84 |
-0.80 |
-22.0% |
4.65 |
| ATR |
3.30 |
3.27 |
-0.03 |
-1.0% |
0.00 |
| Volume |
80,982 |
26,054 |
-54,928 |
-67.8% |
1,383,654 |
|
| Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.97 |
92.47 |
86.86 |
|
| R3 |
91.13 |
89.63 |
86.08 |
|
| R2 |
88.29 |
88.29 |
85.82 |
|
| R1 |
86.79 |
86.79 |
85.56 |
86.12 |
| PP |
85.45 |
85.45 |
85.45 |
85.11 |
| S1 |
83.95 |
83.95 |
85.04 |
83.28 |
| S2 |
82.61 |
82.61 |
84.78 |
|
| S3 |
79.77 |
81.11 |
84.52 |
|
| S4 |
76.93 |
78.27 |
83.74 |
|
|
| 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 |
83.77 |
5.74 |
6.7% |
3.18 |
3.7% |
27% |
False |
False |
150,887 |
| 10 |
89.51 |
81.36 |
8.15 |
9.6% |
2.88 |
3.4% |
48% |
False |
False |
223,220 |
| 20 |
89.51 |
74.95 |
14.56 |
17.1% |
3.37 |
3.9% |
71% |
False |
False |
282,787 |
| 40 |
90.69 |
74.95 |
15.74 |
18.5% |
3.15 |
3.7% |
66% |
False |
False |
211,435 |
| 60 |
99.35 |
74.95 |
24.40 |
28.6% |
3.38 |
4.0% |
42% |
False |
False |
159,075 |
| 80 |
101.39 |
74.95 |
26.44 |
31.0% |
3.16 |
3.7% |
39% |
False |
False |
126,544 |
| 100 |
104.85 |
74.95 |
29.90 |
35.1% |
3.05 |
3.6% |
35% |
False |
False |
105,053 |
| 120 |
113.86 |
74.95 |
38.91 |
45.6% |
3.15 |
3.7% |
27% |
False |
False |
89,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.01 |
|
2.618 |
94.38 |
|
1.618 |
91.54 |
|
1.000 |
89.78 |
|
0.618 |
88.70 |
|
HIGH |
86.94 |
|
0.618 |
85.86 |
|
0.500 |
85.52 |
|
0.382 |
85.18 |
|
LOW |
84.10 |
|
0.618 |
82.34 |
|
1.000 |
81.26 |
|
1.618 |
79.50 |
|
2.618 |
76.66 |
|
4.250 |
72.03 |
|
|
| Fisher Pivots for day following 20-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
85.52 |
86.81 |
| PP |
85.45 |
86.30 |
| S1 |
85.37 |
85.80 |
|