NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 03-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
91.60 |
92.99 |
1.39 |
1.5% |
87.05 |
| High |
93.79 |
94.61 |
0.82 |
0.9% |
94.65 |
| Low |
90.97 |
90.87 |
-0.10 |
-0.1% |
87.00 |
| Close |
92.51 |
94.07 |
1.56 |
1.7% |
93.32 |
| Range |
2.82 |
3.74 |
0.92 |
32.6% |
7.65 |
| ATR |
3.31 |
3.34 |
0.03 |
0.9% |
0.00 |
| Volume |
250,322 |
284,580 |
34,258 |
13.7% |
1,877,449 |
|
| Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.40 |
102.98 |
96.13 |
|
| R3 |
100.66 |
99.24 |
95.10 |
|
| R2 |
96.92 |
96.92 |
94.76 |
|
| R1 |
95.50 |
95.50 |
94.41 |
96.21 |
| PP |
93.18 |
93.18 |
93.18 |
93.54 |
| S1 |
91.76 |
91.76 |
93.73 |
92.47 |
| S2 |
89.44 |
89.44 |
93.38 |
|
| S3 |
85.70 |
88.02 |
93.04 |
|
| S4 |
81.96 |
84.28 |
92.01 |
|
|
| 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 |
94.61 |
89.17 |
5.44 |
5.8% |
2.93 |
3.1% |
90% |
True |
False |
263,321 |
| 10 |
94.65 |
85.95 |
8.70 |
9.2% |
3.34 |
3.6% |
93% |
False |
False |
321,191 |
| 20 |
94.65 |
81.52 |
13.13 |
14.0% |
3.11 |
3.3% |
96% |
False |
False |
258,601 |
| 40 |
94.65 |
75.15 |
19.50 |
20.7% |
3.30 |
3.5% |
97% |
False |
False |
180,963 |
| 60 |
94.65 |
75.15 |
19.50 |
20.7% |
3.24 |
3.4% |
97% |
False |
False |
148,467 |
| 80 |
101.83 |
75.15 |
26.68 |
28.4% |
3.26 |
3.5% |
71% |
False |
False |
126,514 |
| 100 |
101.83 |
75.15 |
26.68 |
28.4% |
3.15 |
3.3% |
71% |
False |
False |
112,747 |
| 120 |
105.14 |
75.15 |
29.99 |
31.9% |
3.07 |
3.3% |
63% |
False |
False |
102,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.51 |
|
2.618 |
104.40 |
|
1.618 |
100.66 |
|
1.000 |
98.35 |
|
0.618 |
96.92 |
|
HIGH |
94.61 |
|
0.618 |
93.18 |
|
0.500 |
92.74 |
|
0.382 |
92.30 |
|
LOW |
90.87 |
|
0.618 |
88.56 |
|
1.000 |
87.13 |
|
1.618 |
84.82 |
|
2.618 |
81.08 |
|
4.250 |
74.98 |
|
|
| Fisher Pivots for day following 03-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.63 |
93.34 |
| PP |
93.18 |
92.62 |
| S1 |
92.74 |
91.89 |
|