NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 26-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
91.69 |
92.59 |
0.90 |
1.0% |
87.57 |
| High |
94.65 |
93.92 |
-0.73 |
-0.8% |
89.69 |
| Low |
91.10 |
90.00 |
-1.10 |
-1.2% |
84.22 |
| Close |
93.17 |
90.20 |
-2.97 |
-3.2% |
87.40 |
| Range |
3.55 |
3.92 |
0.37 |
10.4% |
5.47 |
| ATR |
3.39 |
3.43 |
0.04 |
1.1% |
0.00 |
| Volume |
462,225 |
391,919 |
-70,306 |
-15.2% |
1,368,349 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.13 |
100.59 |
92.36 |
|
| R3 |
99.21 |
96.67 |
91.28 |
|
| R2 |
95.29 |
95.29 |
90.92 |
|
| R1 |
92.75 |
92.75 |
90.56 |
92.06 |
| PP |
91.37 |
91.37 |
91.37 |
91.03 |
| S1 |
88.83 |
88.83 |
89.84 |
88.14 |
| S2 |
87.45 |
87.45 |
89.48 |
|
| S3 |
83.53 |
84.91 |
89.12 |
|
| S4 |
79.61 |
80.99 |
88.04 |
|
|
| 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 |
94.65 |
84.22 |
10.43 |
11.6% |
3.64 |
4.0% |
57% |
False |
False |
392,276 |
| 10 |
94.65 |
83.40 |
11.25 |
12.5% |
3.34 |
3.7% |
60% |
False |
False |
301,703 |
| 20 |
94.65 |
75.15 |
19.50 |
21.6% |
3.33 |
3.7% |
77% |
False |
False |
217,716 |
| 40 |
94.65 |
75.15 |
19.50 |
21.6% |
3.26 |
3.6% |
77% |
False |
False |
154,595 |
| 60 |
94.97 |
75.15 |
19.82 |
22.0% |
3.44 |
3.8% |
76% |
False |
False |
130,275 |
| 80 |
101.83 |
75.15 |
26.68 |
29.6% |
3.24 |
3.6% |
56% |
False |
False |
110,334 |
| 100 |
104.20 |
75.15 |
29.05 |
32.2% |
3.12 |
3.5% |
52% |
False |
False |
100,299 |
| 120 |
106.14 |
75.15 |
30.99 |
34.4% |
3.15 |
3.5% |
49% |
False |
False |
92,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.58 |
|
2.618 |
104.18 |
|
1.618 |
100.26 |
|
1.000 |
97.84 |
|
0.618 |
96.34 |
|
HIGH |
93.92 |
|
0.618 |
92.42 |
|
0.500 |
91.96 |
|
0.382 |
91.50 |
|
LOW |
90.00 |
|
0.618 |
87.58 |
|
1.000 |
86.08 |
|
1.618 |
83.66 |
|
2.618 |
79.74 |
|
4.250 |
73.34 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
91.96 |
90.83 |
| PP |
91.37 |
90.62 |
| S1 |
90.79 |
90.41 |
|