NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 21-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
86.20 |
86.50 |
0.30 |
0.3% |
87.57 |
| High |
87.12 |
88.88 |
1.76 |
2.0% |
89.69 |
| Low |
84.22 |
85.95 |
1.73 |
2.1% |
84.22 |
| Close |
86.07 |
87.40 |
1.33 |
1.5% |
87.40 |
| Range |
2.90 |
2.93 |
0.03 |
1.0% |
5.47 |
| ATR |
3.28 |
3.26 |
-0.03 |
-0.8% |
0.00 |
| Volume |
373,547 |
272,948 |
-100,599 |
-26.9% |
1,368,349 |
|
| Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.20 |
94.73 |
89.01 |
|
| R3 |
93.27 |
91.80 |
88.21 |
|
| R2 |
90.34 |
90.34 |
87.94 |
|
| R1 |
88.87 |
88.87 |
87.67 |
89.61 |
| PP |
87.41 |
87.41 |
87.41 |
87.78 |
| S1 |
85.94 |
85.94 |
87.13 |
86.68 |
| S2 |
84.48 |
84.48 |
86.86 |
|
| S3 |
81.55 |
83.01 |
86.59 |
|
| S4 |
78.62 |
80.08 |
85.79 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.51 |
100.93 |
90.41 |
|
| R3 |
98.04 |
95.46 |
88.90 |
|
| R2 |
92.57 |
92.57 |
88.40 |
|
| R1 |
89.99 |
89.99 |
87.90 |
88.55 |
| PP |
87.10 |
87.10 |
87.10 |
86.38 |
| S1 |
84.52 |
84.52 |
86.90 |
83.08 |
| S2 |
81.63 |
81.63 |
86.40 |
|
| S3 |
76.16 |
79.05 |
85.90 |
|
| S4 |
70.69 |
73.58 |
84.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.69 |
84.22 |
5.47 |
6.3% |
3.05 |
3.5% |
58% |
False |
False |
273,669 |
| 10 |
89.69 |
83.04 |
6.65 |
7.6% |
2.90 |
3.3% |
66% |
False |
False |
208,405 |
| 20 |
89.69 |
75.15 |
14.54 |
16.6% |
3.33 |
3.8% |
84% |
False |
False |
163,967 |
| 40 |
90.96 |
75.15 |
15.81 |
18.1% |
3.14 |
3.6% |
77% |
False |
False |
127,580 |
| 60 |
99.77 |
75.15 |
24.62 |
28.2% |
3.40 |
3.9% |
50% |
False |
False |
110,745 |
| 80 |
101.83 |
75.15 |
26.68 |
30.5% |
3.16 |
3.6% |
46% |
False |
False |
95,751 |
| 100 |
104.20 |
75.15 |
29.05 |
33.2% |
3.07 |
3.5% |
42% |
False |
False |
88,865 |
| 120 |
112.16 |
75.15 |
37.01 |
42.3% |
3.23 |
3.7% |
33% |
False |
False |
82,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.33 |
|
2.618 |
96.55 |
|
1.618 |
93.62 |
|
1.000 |
91.81 |
|
0.618 |
90.69 |
|
HIGH |
88.88 |
|
0.618 |
87.76 |
|
0.500 |
87.42 |
|
0.382 |
87.07 |
|
LOW |
85.95 |
|
0.618 |
84.14 |
|
1.000 |
83.02 |
|
1.618 |
81.21 |
|
2.618 |
78.28 |
|
4.250 |
73.50 |
|
|
| Fisher Pivots for day following 21-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
87.42 |
87.25 |
| PP |
87.41 |
87.10 |
| S1 |
87.41 |
86.96 |
|