NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 17-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
84.66 |
87.57 |
2.91 |
3.4% |
83.05 |
| High |
87.60 |
88.40 |
0.80 |
0.9% |
87.60 |
| Low |
83.98 |
86.11 |
2.13 |
2.5% |
83.04 |
| Close |
87.00 |
86.62 |
-0.38 |
-0.4% |
87.00 |
| Range |
3.62 |
2.29 |
-1.33 |
-36.7% |
4.56 |
| ATR |
3.35 |
3.27 |
-0.08 |
-2.3% |
0.00 |
| Volume |
170,829 |
145,914 |
-24,915 |
-14.6% |
715,702 |
|
| Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.91 |
92.56 |
87.88 |
|
| R3 |
91.62 |
90.27 |
87.25 |
|
| R2 |
89.33 |
89.33 |
87.04 |
|
| R1 |
87.98 |
87.98 |
86.83 |
87.51 |
| PP |
87.04 |
87.04 |
87.04 |
86.81 |
| S1 |
85.69 |
85.69 |
86.41 |
85.22 |
| S2 |
84.75 |
84.75 |
86.20 |
|
| S3 |
82.46 |
83.40 |
85.99 |
|
| S4 |
80.17 |
81.11 |
85.36 |
|
|
| 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 |
88.40 |
83.40 |
5.00 |
5.8% |
2.56 |
3.0% |
64% |
True |
False |
151,860 |
| 10 |
88.40 |
75.15 |
13.25 |
15.3% |
2.89 |
3.3% |
87% |
True |
False |
144,771 |
| 20 |
88.40 |
75.15 |
13.25 |
15.3% |
3.44 |
4.0% |
87% |
True |
False |
122,729 |
| 40 |
90.96 |
75.15 |
15.81 |
18.3% |
3.11 |
3.6% |
73% |
False |
False |
104,209 |
| 60 |
101.83 |
75.15 |
26.68 |
30.8% |
3.31 |
3.8% |
43% |
False |
False |
93,712 |
| 80 |
101.83 |
75.15 |
26.68 |
30.8% |
3.12 |
3.6% |
43% |
False |
False |
84,396 |
| 100 |
105.14 |
75.15 |
29.99 |
34.6% |
3.04 |
3.5% |
38% |
False |
False |
78,692 |
| 120 |
115.50 |
75.15 |
40.35 |
46.6% |
3.21 |
3.7% |
28% |
False |
False |
73,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.13 |
|
2.618 |
94.40 |
|
1.618 |
92.11 |
|
1.000 |
90.69 |
|
0.618 |
89.82 |
|
HIGH |
88.40 |
|
0.618 |
87.53 |
|
0.500 |
87.26 |
|
0.382 |
86.98 |
|
LOW |
86.11 |
|
0.618 |
84.69 |
|
1.000 |
83.82 |
|
1.618 |
82.40 |
|
2.618 |
80.11 |
|
4.250 |
76.38 |
|
|
| Fisher Pivots for day following 17-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
87.26 |
86.38 |
| PP |
87.04 |
86.14 |
| S1 |
86.83 |
85.90 |
|