NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 12-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
85.75 |
85.55 |
-0.20 |
-0.2% |
79.06 |
| High |
86.88 |
86.84 |
-0.04 |
0.0% |
84.21 |
| Low |
84.35 |
84.89 |
0.54 |
0.6% |
75.35 |
| Close |
86.16 |
85.95 |
-0.21 |
-0.2% |
83.25 |
| Range |
2.53 |
1.95 |
-0.58 |
-22.9% |
8.86 |
| ATR |
3.35 |
3.25 |
-0.10 |
-3.0% |
0.00 |
| Volume |
53,218 |
74,792 |
21,574 |
40.5% |
267,797 |
|
| Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.74 |
90.80 |
87.02 |
|
| R3 |
89.79 |
88.85 |
86.49 |
|
| R2 |
87.84 |
87.84 |
86.31 |
|
| R1 |
86.90 |
86.90 |
86.13 |
87.37 |
| PP |
85.89 |
85.89 |
85.89 |
86.13 |
| S1 |
84.95 |
84.95 |
85.77 |
85.42 |
| S2 |
83.94 |
83.94 |
85.59 |
|
| S3 |
81.99 |
83.00 |
85.41 |
|
| S4 |
80.04 |
81.05 |
84.88 |
|
|
| 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 |
79.36 |
7.52 |
8.7% |
2.80 |
3.3% |
88% |
False |
False |
63,026 |
| 10 |
86.88 |
75.35 |
11.53 |
13.4% |
3.15 |
3.7% |
92% |
False |
False |
52,865 |
| 20 |
90.63 |
75.35 |
15.28 |
17.8% |
3.28 |
3.8% |
69% |
False |
False |
42,320 |
| 40 |
91.14 |
75.35 |
15.79 |
18.4% |
3.09 |
3.6% |
67% |
False |
False |
31,907 |
| 60 |
102.12 |
75.35 |
26.77 |
31.1% |
3.09 |
3.6% |
40% |
False |
False |
25,361 |
| 80 |
102.12 |
75.35 |
26.77 |
31.1% |
2.88 |
3.3% |
40% |
False |
False |
21,286 |
| 100 |
105.30 |
75.35 |
29.95 |
34.8% |
2.76 |
3.2% |
35% |
False |
False |
18,757 |
| 120 |
115.22 |
75.35 |
39.87 |
46.4% |
2.84 |
3.3% |
27% |
False |
False |
16,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.13 |
|
2.618 |
91.95 |
|
1.618 |
90.00 |
|
1.000 |
88.79 |
|
0.618 |
88.05 |
|
HIGH |
86.84 |
|
0.618 |
86.10 |
|
0.500 |
85.87 |
|
0.382 |
85.63 |
|
LOW |
84.89 |
|
0.618 |
83.68 |
|
1.000 |
82.94 |
|
1.618 |
81.73 |
|
2.618 |
79.78 |
|
4.250 |
76.60 |
|
|
| Fisher Pivots for day following 12-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
85.92 |
85.63 |
| PP |
85.89 |
85.32 |
| S1 |
85.87 |
85.00 |
|