NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 05-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2011 |
05-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
76.62 |
78.45 |
1.83 |
2.4% |
79.80 |
| High |
78.59 |
80.04 |
1.45 |
1.8% |
85.00 |
| Low |
75.15 |
77.13 |
1.98 |
2.6% |
77.38 |
| Close |
75.87 |
79.83 |
3.96 |
5.2% |
79.33 |
| Range |
3.44 |
2.91 |
-0.53 |
-15.4% |
7.62 |
| ATR |
3.62 |
3.66 |
0.04 |
1.1% |
0.00 |
| Volume |
148,790 |
112,663 |
-36,127 |
-24.3% |
470,210 |
|
| Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.73 |
86.69 |
81.43 |
|
| R3 |
84.82 |
83.78 |
80.63 |
|
| R2 |
81.91 |
81.91 |
80.36 |
|
| R1 |
80.87 |
80.87 |
80.10 |
81.39 |
| PP |
79.00 |
79.00 |
79.00 |
79.26 |
| S1 |
77.96 |
77.96 |
79.56 |
78.48 |
| S2 |
76.09 |
76.09 |
79.30 |
|
| S3 |
73.18 |
75.05 |
79.03 |
|
| S4 |
70.27 |
72.14 |
78.23 |
|
|
| 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 |
84.20 |
75.15 |
9.05 |
11.3% |
3.75 |
4.7% |
52% |
False |
False |
126,148 |
| 10 |
85.25 |
75.15 |
10.10 |
12.7% |
4.06 |
5.1% |
46% |
False |
False |
112,741 |
| 20 |
90.72 |
75.15 |
15.57 |
19.5% |
3.39 |
4.2% |
30% |
False |
False |
100,016 |
| 40 |
90.96 |
75.15 |
15.81 |
19.8% |
3.31 |
4.1% |
30% |
False |
False |
91,667 |
| 60 |
101.83 |
75.15 |
26.68 |
33.4% |
3.29 |
4.1% |
18% |
False |
False |
80,564 |
| 80 |
101.83 |
75.15 |
26.68 |
33.4% |
3.14 |
3.9% |
18% |
False |
False |
74,955 |
| 100 |
105.14 |
75.15 |
29.99 |
37.6% |
3.05 |
3.8% |
16% |
False |
False |
70,239 |
| 120 |
115.50 |
75.15 |
40.35 |
50.5% |
3.18 |
4.0% |
12% |
False |
False |
66,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.41 |
|
2.618 |
87.66 |
|
1.618 |
84.75 |
|
1.000 |
82.95 |
|
0.618 |
81.84 |
|
HIGH |
80.04 |
|
0.618 |
78.93 |
|
0.500 |
78.59 |
|
0.382 |
78.24 |
|
LOW |
77.13 |
|
0.618 |
75.33 |
|
1.000 |
74.22 |
|
1.618 |
72.42 |
|
2.618 |
69.51 |
|
4.250 |
64.76 |
|
|
| Fisher Pivots for day following 05-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
79.42 |
79.09 |
| PP |
79.00 |
78.34 |
| S1 |
78.59 |
77.60 |
|