NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 18-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
87.57 |
86.30 |
-1.27 |
-1.5% |
83.05 |
| High |
88.40 |
89.23 |
0.83 |
0.9% |
87.60 |
| Low |
86.11 |
85.75 |
-0.36 |
-0.4% |
83.04 |
| Close |
86.62 |
88.53 |
1.91 |
2.2% |
87.00 |
| Range |
2.29 |
3.48 |
1.19 |
52.0% |
4.56 |
| ATR |
3.27 |
3.29 |
0.01 |
0.5% |
0.00 |
| Volume |
145,914 |
238,553 |
92,639 |
63.5% |
715,702 |
|
| Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.28 |
96.88 |
90.44 |
|
| R3 |
94.80 |
93.40 |
89.49 |
|
| R2 |
91.32 |
91.32 |
89.17 |
|
| R1 |
89.92 |
89.92 |
88.85 |
90.62 |
| PP |
87.84 |
87.84 |
87.84 |
88.19 |
| S1 |
86.44 |
86.44 |
88.21 |
87.14 |
| S2 |
84.36 |
84.36 |
87.89 |
|
| S3 |
80.88 |
82.96 |
87.57 |
|
| S4 |
77.40 |
79.48 |
86.62 |
|
|
| 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 |
89.23 |
83.40 |
5.83 |
6.6% |
2.73 |
3.1% |
88% |
True |
False |
169,523 |
| 10 |
89.23 |
77.13 |
12.10 |
13.7% |
2.89 |
3.3% |
94% |
True |
False |
153,747 |
| 20 |
89.23 |
75.15 |
14.08 |
15.9% |
3.50 |
3.9% |
95% |
True |
False |
131,515 |
| 40 |
90.96 |
75.15 |
15.81 |
17.9% |
3.11 |
3.5% |
85% |
False |
False |
108,055 |
| 60 |
101.83 |
75.15 |
26.68 |
30.1% |
3.35 |
3.8% |
50% |
False |
False |
96,731 |
| 80 |
101.83 |
75.15 |
26.68 |
30.1% |
3.13 |
3.5% |
50% |
False |
False |
85,920 |
| 100 |
105.14 |
75.15 |
29.99 |
33.9% |
3.05 |
3.4% |
45% |
False |
False |
80,535 |
| 120 |
115.50 |
75.15 |
40.35 |
45.6% |
3.22 |
3.6% |
33% |
False |
False |
75,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.02 |
|
2.618 |
98.34 |
|
1.618 |
94.86 |
|
1.000 |
92.71 |
|
0.618 |
91.38 |
|
HIGH |
89.23 |
|
0.618 |
87.90 |
|
0.500 |
87.49 |
|
0.382 |
87.08 |
|
LOW |
85.75 |
|
0.618 |
83.60 |
|
1.000 |
82.27 |
|
1.618 |
80.12 |
|
2.618 |
76.64 |
|
4.250 |
70.96 |
|
|
| Fisher Pivots for day following 18-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
88.18 |
87.89 |
| PP |
87.84 |
87.25 |
| S1 |
87.49 |
86.61 |
|