NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 31-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
93.93 |
93.53 |
-0.40 |
-0.4% |
87.05 |
| High |
93.93 |
93.80 |
-0.13 |
-0.1% |
94.65 |
| Low |
92.01 |
91.36 |
-0.65 |
-0.7% |
87.00 |
| Close |
93.32 |
93.19 |
-0.13 |
-0.1% |
93.32 |
| Range |
1.92 |
2.44 |
0.52 |
27.1% |
7.65 |
| ATR |
3.36 |
3.30 |
-0.07 |
-2.0% |
0.00 |
| Volume |
255,087 |
201,050 |
-54,037 |
-21.2% |
1,877,449 |
|
| Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.10 |
99.09 |
94.53 |
|
| R3 |
97.66 |
96.65 |
93.86 |
|
| R2 |
95.22 |
95.22 |
93.64 |
|
| R1 |
94.21 |
94.21 |
93.41 |
93.50 |
| PP |
92.78 |
92.78 |
92.78 |
92.43 |
| S1 |
91.77 |
91.77 |
92.97 |
91.06 |
| S2 |
90.34 |
90.34 |
92.74 |
|
| S3 |
87.90 |
89.33 |
92.52 |
|
| S4 |
85.46 |
86.89 |
91.85 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.61 |
111.61 |
97.53 |
|
| R3 |
106.96 |
103.96 |
95.42 |
|
| R2 |
99.31 |
99.31 |
94.72 |
|
| R1 |
96.31 |
96.31 |
94.02 |
97.81 |
| PP |
91.66 |
91.66 |
91.66 |
92.41 |
| S1 |
88.66 |
88.66 |
92.62 |
90.16 |
| S2 |
84.01 |
84.01 |
91.92 |
|
| S3 |
76.36 |
81.01 |
91.22 |
|
| S4 |
68.71 |
73.36 |
89.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.65 |
90.00 |
4.65 |
5.0% |
3.07 |
3.3% |
69% |
False |
False |
323,550 |
| 10 |
94.65 |
84.22 |
10.43 |
11.2% |
3.32 |
3.6% |
86% |
False |
False |
330,093 |
| 20 |
94.65 |
75.15 |
19.50 |
20.9% |
3.10 |
3.3% |
93% |
False |
False |
237,432 |
| 40 |
94.65 |
75.15 |
19.50 |
20.9% |
3.28 |
3.5% |
93% |
False |
False |
165,950 |
| 60 |
94.65 |
75.15 |
19.50 |
20.9% |
3.33 |
3.6% |
93% |
False |
False |
139,055 |
| 80 |
101.83 |
75.15 |
26.68 |
28.6% |
3.24 |
3.5% |
68% |
False |
False |
117,776 |
| 100 |
104.03 |
75.15 |
28.88 |
31.0% |
3.14 |
3.4% |
62% |
False |
False |
106,186 |
| 120 |
105.14 |
75.15 |
29.99 |
32.2% |
3.08 |
3.3% |
60% |
False |
False |
97,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.17 |
|
2.618 |
100.19 |
|
1.618 |
97.75 |
|
1.000 |
96.24 |
|
0.618 |
95.31 |
|
HIGH |
93.80 |
|
0.618 |
92.87 |
|
0.500 |
92.58 |
|
0.382 |
92.29 |
|
LOW |
91.36 |
|
0.618 |
89.85 |
|
1.000 |
88.92 |
|
1.618 |
87.41 |
|
2.618 |
84.97 |
|
4.250 |
80.99 |
|
|
| Fisher Pivots for day following 31-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.99 |
92.96 |
| PP |
92.78 |
92.73 |
| S1 |
92.58 |
92.50 |
|