NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 24-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
86.50 |
87.05 |
0.55 |
0.6% |
87.57 |
| High |
88.88 |
91.88 |
3.00 |
3.4% |
89.69 |
| Low |
85.95 |
87.00 |
1.05 |
1.2% |
84.22 |
| Close |
87.40 |
91.27 |
3.87 |
4.4% |
87.40 |
| Range |
2.93 |
4.88 |
1.95 |
66.6% |
5.47 |
| ATR |
3.26 |
3.37 |
0.12 |
3.6% |
0.00 |
| Volume |
272,948 |
460,745 |
187,797 |
68.8% |
1,368,349 |
|
| Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.69 |
102.86 |
93.95 |
|
| R3 |
99.81 |
97.98 |
92.61 |
|
| R2 |
94.93 |
94.93 |
92.16 |
|
| R1 |
93.10 |
93.10 |
91.72 |
94.02 |
| PP |
90.05 |
90.05 |
90.05 |
90.51 |
| S1 |
88.22 |
88.22 |
90.82 |
89.14 |
| S2 |
85.17 |
85.17 |
90.38 |
|
| S3 |
80.29 |
83.34 |
89.93 |
|
| S4 |
75.41 |
78.46 |
88.59 |
|
|
| 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 |
91.88 |
84.22 |
7.66 |
8.4% |
3.57 |
3.9% |
92% |
True |
False |
336,636 |
| 10 |
91.88 |
83.40 |
8.48 |
9.3% |
3.07 |
3.4% |
93% |
True |
False |
244,248 |
| 20 |
91.88 |
75.15 |
16.73 |
18.3% |
3.35 |
3.7% |
96% |
True |
False |
182,677 |
| 40 |
91.88 |
75.15 |
16.73 |
18.3% |
3.20 |
3.5% |
96% |
True |
False |
136,971 |
| 60 |
99.77 |
75.15 |
24.62 |
27.0% |
3.44 |
3.8% |
65% |
False |
False |
117,747 |
| 80 |
101.83 |
75.15 |
26.68 |
29.2% |
3.20 |
3.5% |
60% |
False |
False |
100,883 |
| 100 |
104.20 |
75.15 |
29.05 |
31.8% |
3.09 |
3.4% |
55% |
False |
False |
92,965 |
| 120 |
110.42 |
75.15 |
35.27 |
38.6% |
3.25 |
3.6% |
46% |
False |
False |
86,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.62 |
|
2.618 |
104.66 |
|
1.618 |
99.78 |
|
1.000 |
96.76 |
|
0.618 |
94.90 |
|
HIGH |
91.88 |
|
0.618 |
90.02 |
|
0.500 |
89.44 |
|
0.382 |
88.86 |
|
LOW |
87.00 |
|
0.618 |
83.98 |
|
1.000 |
82.12 |
|
1.618 |
79.10 |
|
2.618 |
74.22 |
|
4.250 |
66.26 |
|
|
| Fisher Pivots for day following 24-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
90.66 |
90.20 |
| PP |
90.05 |
89.12 |
| S1 |
89.44 |
88.05 |
|