NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 11-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
83.15 |
85.75 |
2.60 |
3.1% |
79.06 |
| High |
86.27 |
86.88 |
0.61 |
0.7% |
84.21 |
| Low |
83.12 |
84.35 |
1.23 |
1.5% |
75.35 |
| Close |
85.67 |
86.16 |
0.49 |
0.6% |
83.25 |
| Range |
3.15 |
2.53 |
-0.62 |
-19.7% |
8.86 |
| ATR |
3.42 |
3.35 |
-0.06 |
-1.9% |
0.00 |
| Volume |
65,177 |
53,218 |
-11,959 |
-18.3% |
267,797 |
|
| Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.39 |
92.30 |
87.55 |
|
| R3 |
90.86 |
89.77 |
86.86 |
|
| R2 |
88.33 |
88.33 |
86.62 |
|
| R1 |
87.24 |
87.24 |
86.39 |
87.79 |
| PP |
85.80 |
85.80 |
85.80 |
86.07 |
| S1 |
84.71 |
84.71 |
85.93 |
85.26 |
| S2 |
83.27 |
83.27 |
85.70 |
|
| S3 |
80.74 |
82.18 |
85.46 |
|
| S4 |
78.21 |
79.65 |
84.77 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.52 |
104.24 |
88.12 |
|
| R3 |
98.66 |
95.38 |
85.69 |
|
| R2 |
89.80 |
89.80 |
84.87 |
|
| R1 |
86.52 |
86.52 |
84.06 |
88.16 |
| PP |
80.94 |
80.94 |
80.94 |
81.76 |
| S1 |
77.66 |
77.66 |
82.44 |
79.30 |
| S2 |
72.08 |
72.08 |
81.63 |
|
| S3 |
63.22 |
68.80 |
80.81 |
|
| S4 |
54.36 |
59.94 |
78.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.88 |
77.30 |
9.58 |
11.1% |
2.96 |
3.4% |
92% |
True |
False |
56,686 |
| 10 |
86.88 |
75.35 |
11.53 |
13.4% |
3.36 |
3.9% |
94% |
True |
False |
48,524 |
| 20 |
90.63 |
75.35 |
15.28 |
17.7% |
3.28 |
3.8% |
71% |
False |
False |
40,178 |
| 40 |
91.14 |
75.35 |
15.79 |
18.3% |
3.09 |
3.6% |
68% |
False |
False |
30,515 |
| 60 |
102.12 |
75.35 |
26.77 |
31.1% |
3.09 |
3.6% |
40% |
False |
False |
24,204 |
| 80 |
102.12 |
75.35 |
26.77 |
31.1% |
2.88 |
3.3% |
40% |
False |
False |
20,471 |
| 100 |
105.30 |
75.35 |
29.95 |
34.8% |
2.78 |
3.2% |
36% |
False |
False |
18,048 |
| 120 |
115.22 |
75.35 |
39.87 |
46.3% |
2.84 |
3.3% |
27% |
False |
False |
15,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.63 |
|
2.618 |
93.50 |
|
1.618 |
90.97 |
|
1.000 |
89.41 |
|
0.618 |
88.44 |
|
HIGH |
86.88 |
|
0.618 |
85.91 |
|
0.500 |
85.62 |
|
0.382 |
85.32 |
|
LOW |
84.35 |
|
0.618 |
82.79 |
|
1.000 |
81.82 |
|
1.618 |
80.26 |
|
2.618 |
77.73 |
|
4.250 |
73.60 |
|
|
| Fisher Pivots for day following 11-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
85.98 |
85.53 |
| PP |
85.80 |
84.89 |
| S1 |
85.62 |
84.26 |
|