NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 19-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
86.30 |
88.53 |
2.23 |
2.6% |
83.05 |
| High |
89.23 |
89.69 |
0.46 |
0.5% |
87.60 |
| Low |
85.75 |
86.03 |
0.28 |
0.3% |
83.04 |
| Close |
88.53 |
86.29 |
-2.24 |
-2.5% |
87.00 |
| Range |
3.48 |
3.66 |
0.18 |
5.2% |
4.56 |
| ATR |
3.29 |
3.31 |
0.03 |
0.8% |
0.00 |
| Volume |
238,553 |
337,387 |
98,834 |
41.4% |
715,702 |
|
| Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.32 |
95.96 |
88.30 |
|
| R3 |
94.66 |
92.30 |
87.30 |
|
| R2 |
91.00 |
91.00 |
86.96 |
|
| R1 |
88.64 |
88.64 |
86.63 |
87.99 |
| PP |
87.34 |
87.34 |
87.34 |
87.01 |
| S1 |
84.98 |
84.98 |
85.95 |
84.33 |
| S2 |
83.68 |
83.68 |
85.62 |
|
| S3 |
80.02 |
81.32 |
85.28 |
|
| S4 |
76.36 |
77.66 |
84.28 |
|
|
| 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 |
89.69 |
83.40 |
6.29 |
7.3% |
3.05 |
3.5% |
46% |
True |
False |
211,130 |
| 10 |
89.69 |
79.24 |
10.45 |
12.1% |
2.97 |
3.4% |
67% |
True |
False |
176,219 |
| 20 |
89.69 |
75.15 |
14.54 |
16.9% |
3.51 |
4.1% |
77% |
True |
False |
144,480 |
| 40 |
90.96 |
75.15 |
15.81 |
18.3% |
3.13 |
3.6% |
70% |
False |
False |
114,795 |
| 60 |
100.80 |
75.15 |
25.65 |
29.7% |
3.36 |
3.9% |
43% |
False |
False |
101,601 |
| 80 |
101.83 |
75.15 |
26.68 |
30.9% |
3.16 |
3.7% |
42% |
False |
False |
89,038 |
| 100 |
105.14 |
75.15 |
29.99 |
34.8% |
3.08 |
3.6% |
37% |
False |
False |
83,260 |
| 120 |
115.50 |
75.15 |
40.35 |
46.8% |
3.24 |
3.7% |
28% |
False |
False |
77,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.25 |
|
2.618 |
99.27 |
|
1.618 |
95.61 |
|
1.000 |
93.35 |
|
0.618 |
91.95 |
|
HIGH |
89.69 |
|
0.618 |
88.29 |
|
0.500 |
87.86 |
|
0.382 |
87.43 |
|
LOW |
86.03 |
|
0.618 |
83.77 |
|
1.000 |
82.37 |
|
1.618 |
80.11 |
|
2.618 |
76.45 |
|
4.250 |
70.48 |
|
|
| Fisher Pivots for day following 19-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
87.86 |
87.72 |
| PP |
87.34 |
87.24 |
| S1 |
86.81 |
86.77 |
|