NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 02-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
92.58 |
91.60 |
-0.98 |
-1.1% |
87.05 |
| High |
92.88 |
93.79 |
0.91 |
1.0% |
94.65 |
| Low |
89.17 |
90.97 |
1.80 |
2.0% |
87.00 |
| Close |
92.19 |
92.51 |
0.32 |
0.3% |
93.32 |
| Range |
3.71 |
2.82 |
-0.89 |
-24.0% |
7.65 |
| ATR |
3.35 |
3.31 |
-0.04 |
-1.1% |
0.00 |
| Volume |
325,567 |
250,322 |
-75,245 |
-23.1% |
1,877,449 |
|
| Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.88 |
99.52 |
94.06 |
|
| R3 |
98.06 |
96.70 |
93.29 |
|
| R2 |
95.24 |
95.24 |
93.03 |
|
| R1 |
93.88 |
93.88 |
92.77 |
94.56 |
| PP |
92.42 |
92.42 |
92.42 |
92.77 |
| S1 |
91.06 |
91.06 |
92.25 |
91.74 |
| S2 |
89.60 |
89.60 |
91.99 |
|
| S3 |
86.78 |
88.24 |
91.73 |
|
| S4 |
83.96 |
85.42 |
90.96 |
|
|
| 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 |
94.25 |
89.17 |
5.08 |
5.5% |
2.88 |
3.1% |
66% |
False |
False |
267,899 |
| 10 |
94.65 |
84.22 |
10.43 |
11.3% |
3.26 |
3.5% |
79% |
False |
False |
330,088 |
| 20 |
94.65 |
79.24 |
15.41 |
16.7% |
3.11 |
3.4% |
86% |
False |
False |
253,154 |
| 40 |
94.65 |
75.15 |
19.50 |
21.1% |
3.25 |
3.5% |
89% |
False |
False |
176,585 |
| 60 |
94.65 |
75.15 |
19.50 |
21.1% |
3.24 |
3.5% |
89% |
False |
False |
145,496 |
| 80 |
101.83 |
75.15 |
26.68 |
28.8% |
3.25 |
3.5% |
65% |
False |
False |
123,712 |
| 100 |
101.83 |
75.15 |
26.68 |
28.8% |
3.14 |
3.4% |
65% |
False |
False |
110,595 |
| 120 |
105.14 |
75.15 |
29.99 |
32.4% |
3.06 |
3.3% |
58% |
False |
False |
100,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.78 |
|
2.618 |
101.17 |
|
1.618 |
98.35 |
|
1.000 |
96.61 |
|
0.618 |
95.53 |
|
HIGH |
93.79 |
|
0.618 |
92.71 |
|
0.500 |
92.38 |
|
0.382 |
92.05 |
|
LOW |
90.97 |
|
0.618 |
89.23 |
|
1.000 |
88.15 |
|
1.618 |
86.41 |
|
2.618 |
83.59 |
|
4.250 |
78.99 |
|
|
| Fisher Pivots for day following 02-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.47 |
92.17 |
| PP |
92.42 |
91.83 |
| S1 |
92.38 |
91.49 |
|