NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 11-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
83.05 |
85.83 |
2.78 |
3.3% |
78.72 |
| High |
86.24 |
86.81 |
0.57 |
0.7% |
84.16 |
| Low |
83.04 |
84.16 |
1.12 |
1.3% |
75.15 |
| Close |
85.59 |
86.01 |
0.42 |
0.5% |
83.17 |
| Range |
3.20 |
2.65 |
-0.55 |
-17.2% |
9.01 |
| ATR |
3.57 |
3.50 |
-0.07 |
-1.8% |
0.00 |
| Volume |
102,313 |
150,237 |
47,924 |
46.8% |
725,088 |
|
| Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.61 |
92.46 |
87.47 |
|
| R3 |
90.96 |
89.81 |
86.74 |
|
| R2 |
88.31 |
88.31 |
86.50 |
|
| R1 |
87.16 |
87.16 |
86.25 |
87.74 |
| PP |
85.66 |
85.66 |
85.66 |
85.95 |
| S1 |
84.51 |
84.51 |
85.77 |
85.09 |
| S2 |
83.01 |
83.01 |
85.52 |
|
| S3 |
80.36 |
81.86 |
85.28 |
|
| S4 |
77.71 |
79.21 |
84.55 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.86 |
104.52 |
88.13 |
|
| R3 |
98.85 |
95.51 |
85.65 |
|
| R2 |
89.84 |
89.84 |
84.82 |
|
| R1 |
86.50 |
86.50 |
84.00 |
88.17 |
| PP |
80.83 |
80.83 |
80.83 |
81.66 |
| S1 |
77.49 |
77.49 |
82.34 |
79.16 |
| S2 |
71.82 |
71.82 |
81.52 |
|
| S3 |
62.81 |
68.48 |
80.69 |
|
| S4 |
53.80 |
59.47 |
78.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.81 |
77.13 |
9.68 |
11.3% |
3.05 |
3.5% |
92% |
True |
False |
137,971 |
| 10 |
86.81 |
75.15 |
11.66 |
13.6% |
3.52 |
4.1% |
93% |
True |
False |
128,041 |
| 20 |
90.45 |
75.15 |
15.30 |
17.8% |
3.41 |
4.0% |
71% |
False |
False |
109,038 |
| 40 |
90.96 |
75.15 |
15.81 |
18.4% |
3.24 |
3.8% |
69% |
False |
False |
96,435 |
| 60 |
101.83 |
75.15 |
26.68 |
31.0% |
3.30 |
3.8% |
41% |
False |
False |
86,480 |
| 80 |
101.83 |
75.15 |
26.68 |
31.0% |
3.14 |
3.6% |
41% |
False |
False |
79,173 |
| 100 |
105.14 |
75.15 |
29.99 |
34.9% |
3.07 |
3.6% |
36% |
False |
False |
74,139 |
| 120 |
115.50 |
75.15 |
40.35 |
46.9% |
3.19 |
3.7% |
27% |
False |
False |
69,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.07 |
|
2.618 |
93.75 |
|
1.618 |
91.10 |
|
1.000 |
89.46 |
|
0.618 |
88.45 |
|
HIGH |
86.81 |
|
0.618 |
85.80 |
|
0.500 |
85.49 |
|
0.382 |
85.17 |
|
LOW |
84.16 |
|
0.618 |
82.52 |
|
1.000 |
81.51 |
|
1.618 |
79.87 |
|
2.618 |
77.22 |
|
4.250 |
72.90 |
|
|
| Fisher Pivots for day following 11-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
85.84 |
85.40 |
| PP |
85.66 |
84.78 |
| S1 |
85.49 |
84.17 |
|