NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 04-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
78.72 |
76.62 |
-2.10 |
-2.7% |
79.80 |
| High |
79.83 |
78.59 |
-1.24 |
-1.6% |
85.00 |
| Low |
76.46 |
75.15 |
-1.31 |
-1.7% |
77.38 |
| Close |
77.83 |
75.87 |
-1.96 |
-2.5% |
79.33 |
| Range |
3.37 |
3.44 |
0.07 |
2.1% |
7.62 |
| ATR |
3.63 |
3.62 |
-0.01 |
-0.4% |
0.00 |
| Volume |
138,992 |
148,790 |
9,798 |
7.0% |
470,210 |
|
| Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.86 |
84.80 |
77.76 |
|
| R3 |
83.42 |
81.36 |
76.82 |
|
| R2 |
79.98 |
79.98 |
76.50 |
|
| R1 |
77.92 |
77.92 |
76.19 |
77.23 |
| PP |
76.54 |
76.54 |
76.54 |
76.19 |
| S1 |
74.48 |
74.48 |
75.55 |
73.79 |
| S2 |
73.10 |
73.10 |
75.24 |
|
| S3 |
69.66 |
71.04 |
74.92 |
|
| S4 |
66.22 |
67.60 |
73.98 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.43 |
99.00 |
83.52 |
|
| R3 |
95.81 |
91.38 |
81.43 |
|
| R2 |
88.19 |
88.19 |
80.73 |
|
| R1 |
83.76 |
83.76 |
80.03 |
82.17 |
| PP |
80.57 |
80.57 |
80.57 |
79.77 |
| S1 |
76.14 |
76.14 |
78.63 |
74.55 |
| S2 |
72.95 |
72.95 |
77.93 |
|
| S3 |
65.33 |
68.52 |
77.23 |
|
| S4 |
57.71 |
60.90 |
75.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.84 |
75.15 |
9.69 |
12.8% |
3.98 |
5.3% |
7% |
False |
True |
118,111 |
| 10 |
88.24 |
75.15 |
13.09 |
17.3% |
4.10 |
5.4% |
6% |
False |
True |
109,283 |
| 20 |
90.96 |
75.15 |
15.81 |
20.8% |
3.45 |
4.5% |
5% |
False |
True |
99,073 |
| 40 |
90.96 |
75.15 |
15.81 |
20.8% |
3.41 |
4.5% |
5% |
False |
True |
91,049 |
| 60 |
101.83 |
75.15 |
26.68 |
35.2% |
3.31 |
4.4% |
3% |
False |
True |
79,427 |
| 80 |
101.83 |
75.15 |
26.68 |
35.2% |
3.15 |
4.1% |
3% |
False |
True |
74,315 |
| 100 |
105.14 |
75.15 |
29.99 |
39.5% |
3.06 |
4.0% |
2% |
False |
True |
69,736 |
| 120 |
115.50 |
75.15 |
40.35 |
53.2% |
3.18 |
4.2% |
2% |
False |
True |
65,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.21 |
|
2.618 |
87.60 |
|
1.618 |
84.16 |
|
1.000 |
82.03 |
|
0.618 |
80.72 |
|
HIGH |
78.59 |
|
0.618 |
77.28 |
|
0.500 |
76.87 |
|
0.382 |
76.46 |
|
LOW |
75.15 |
|
0.618 |
73.02 |
|
1.000 |
71.71 |
|
1.618 |
69.58 |
|
2.618 |
66.14 |
|
4.250 |
60.53 |
|
|
| Fisher Pivots for day following 04-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
76.87 |
79.27 |
| PP |
76.54 |
78.14 |
| S1 |
76.20 |
77.00 |
|