NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 20-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
88.53 |
86.20 |
-2.33 |
-2.6% |
83.05 |
| High |
89.69 |
87.12 |
-2.57 |
-2.9% |
87.60 |
| Low |
86.03 |
84.22 |
-1.81 |
-2.1% |
83.04 |
| Close |
86.29 |
86.07 |
-0.22 |
-0.3% |
87.00 |
| Range |
3.66 |
2.90 |
-0.76 |
-20.8% |
4.56 |
| ATR |
3.31 |
3.28 |
-0.03 |
-0.9% |
0.00 |
| Volume |
337,387 |
373,547 |
36,160 |
10.7% |
715,702 |
|
| Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.50 |
93.19 |
87.67 |
|
| R3 |
91.60 |
90.29 |
86.87 |
|
| R2 |
88.70 |
88.70 |
86.60 |
|
| R1 |
87.39 |
87.39 |
86.34 |
86.60 |
| PP |
85.80 |
85.80 |
85.80 |
85.41 |
| S1 |
84.49 |
84.49 |
85.80 |
83.70 |
| S2 |
82.90 |
82.90 |
85.54 |
|
| S3 |
80.00 |
81.59 |
85.27 |
|
| S4 |
77.10 |
78.69 |
84.48 |
|
|
| 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 |
83.98 |
5.71 |
6.6% |
3.19 |
3.7% |
37% |
False |
False |
253,246 |
| 10 |
89.69 |
81.52 |
8.17 |
9.5% |
2.87 |
3.3% |
56% |
False |
False |
196,011 |
| 20 |
89.69 |
75.15 |
14.54 |
16.9% |
3.39 |
3.9% |
75% |
False |
False |
156,947 |
| 40 |
90.96 |
75.15 |
15.81 |
18.4% |
3.15 |
3.7% |
69% |
False |
False |
122,505 |
| 60 |
99.77 |
75.15 |
24.62 |
28.6% |
3.37 |
3.9% |
44% |
False |
False |
106,926 |
| 80 |
101.83 |
75.15 |
26.68 |
31.0% |
3.16 |
3.7% |
41% |
False |
False |
93,108 |
| 100 |
105.10 |
75.15 |
29.95 |
34.8% |
3.07 |
3.6% |
36% |
False |
False |
86,585 |
| 120 |
113.97 |
75.15 |
38.82 |
45.1% |
3.23 |
3.8% |
28% |
False |
False |
80,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.45 |
|
2.618 |
94.71 |
|
1.618 |
91.81 |
|
1.000 |
90.02 |
|
0.618 |
88.91 |
|
HIGH |
87.12 |
|
0.618 |
86.01 |
|
0.500 |
85.67 |
|
0.382 |
85.33 |
|
LOW |
84.22 |
|
0.618 |
82.43 |
|
1.000 |
81.32 |
|
1.618 |
79.53 |
|
2.618 |
76.63 |
|
4.250 |
71.90 |
|
|
| Fisher Pivots for day following 20-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
85.94 |
86.96 |
| PP |
85.80 |
86.66 |
| S1 |
85.67 |
86.37 |
|