NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 14-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
85.02 |
84.66 |
-0.36 |
-0.4% |
83.05 |
| High |
85.61 |
87.60 |
1.99 |
2.3% |
87.60 |
| Low |
83.40 |
83.98 |
0.58 |
0.7% |
83.04 |
| Close |
84.45 |
87.00 |
2.55 |
3.0% |
87.00 |
| Range |
2.21 |
3.62 |
1.41 |
63.8% |
4.56 |
| ATR |
3.33 |
3.35 |
0.02 |
0.6% |
0.00 |
| Volume |
162,967 |
170,829 |
7,862 |
4.8% |
715,702 |
|
| Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.05 |
95.65 |
88.99 |
|
| R3 |
93.43 |
92.03 |
88.00 |
|
| R2 |
89.81 |
89.81 |
87.66 |
|
| R1 |
88.41 |
88.41 |
87.33 |
89.11 |
| PP |
86.19 |
86.19 |
86.19 |
86.55 |
| S1 |
84.79 |
84.79 |
86.67 |
85.49 |
| S2 |
82.57 |
82.57 |
86.34 |
|
| S3 |
78.95 |
81.17 |
86.00 |
|
| S4 |
75.33 |
77.55 |
85.01 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.56 |
97.84 |
89.51 |
|
| R3 |
95.00 |
93.28 |
88.25 |
|
| R2 |
90.44 |
90.44 |
87.84 |
|
| R1 |
88.72 |
88.72 |
87.42 |
89.58 |
| PP |
85.88 |
85.88 |
85.88 |
86.31 |
| S1 |
84.16 |
84.16 |
86.58 |
85.02 |
| S2 |
81.32 |
81.32 |
86.16 |
|
| S3 |
76.76 |
79.60 |
85.75 |
|
| S4 |
72.20 |
75.04 |
84.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.60 |
83.04 |
4.56 |
5.2% |
2.75 |
3.2% |
87% |
True |
False |
143,140 |
| 10 |
87.60 |
75.15 |
12.45 |
14.3% |
2.99 |
3.4% |
95% |
True |
False |
144,079 |
| 20 |
88.24 |
75.15 |
13.09 |
15.0% |
3.46 |
4.0% |
91% |
False |
False |
119,011 |
| 40 |
90.96 |
75.15 |
15.81 |
18.2% |
3.16 |
3.6% |
75% |
False |
False |
103,052 |
| 60 |
101.83 |
75.15 |
26.68 |
30.7% |
3.30 |
3.8% |
44% |
False |
False |
92,239 |
| 80 |
101.83 |
75.15 |
26.68 |
30.7% |
3.15 |
3.6% |
44% |
False |
False |
83,170 |
| 100 |
105.14 |
75.15 |
29.99 |
34.5% |
3.05 |
3.5% |
40% |
False |
False |
77,645 |
| 120 |
115.50 |
75.15 |
40.35 |
46.4% |
3.21 |
3.7% |
29% |
False |
False |
72,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.99 |
|
2.618 |
97.08 |
|
1.618 |
93.46 |
|
1.000 |
91.22 |
|
0.618 |
89.84 |
|
HIGH |
87.60 |
|
0.618 |
86.22 |
|
0.500 |
85.79 |
|
0.382 |
85.36 |
|
LOW |
83.98 |
|
0.618 |
81.74 |
|
1.000 |
80.36 |
|
1.618 |
78.12 |
|
2.618 |
74.50 |
|
4.250 |
68.60 |
|
|
| Fisher Pivots for day following 14-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
86.60 |
86.50 |
| PP |
86.19 |
86.00 |
| S1 |
85.79 |
85.50 |
|