NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 14-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
85.15 |
84.84 |
-0.31 |
-0.4% |
83.15 |
| High |
85.75 |
87.69 |
1.94 |
2.3% |
87.69 |
| Low |
83.60 |
84.20 |
0.60 |
0.7% |
83.12 |
| Close |
84.63 |
87.10 |
2.47 |
2.9% |
87.10 |
| Range |
2.15 |
3.49 |
1.34 |
62.3% |
4.57 |
| ATR |
3.19 |
3.21 |
0.02 |
0.7% |
0.00 |
| Volume |
65,693 |
67,898 |
2,205 |
3.4% |
326,778 |
|
| Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.80 |
95.44 |
89.02 |
|
| R3 |
93.31 |
91.95 |
88.06 |
|
| R2 |
89.82 |
89.82 |
87.74 |
|
| R1 |
88.46 |
88.46 |
87.42 |
89.14 |
| PP |
86.33 |
86.33 |
86.33 |
86.67 |
| S1 |
84.97 |
84.97 |
86.78 |
85.65 |
| S2 |
82.84 |
82.84 |
86.46 |
|
| S3 |
79.35 |
81.48 |
86.14 |
|
| S4 |
75.86 |
77.99 |
85.18 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.68 |
97.96 |
89.61 |
|
| R3 |
95.11 |
93.39 |
88.36 |
|
| R2 |
90.54 |
90.54 |
87.94 |
|
| R1 |
88.82 |
88.82 |
87.52 |
89.68 |
| PP |
85.97 |
85.97 |
85.97 |
86.40 |
| S1 |
84.25 |
84.25 |
86.68 |
85.11 |
| S2 |
81.40 |
81.40 |
86.26 |
|
| S3 |
76.83 |
79.68 |
85.84 |
|
| S4 |
72.26 |
75.11 |
84.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.69 |
83.12 |
4.57 |
5.2% |
2.65 |
3.0% |
87% |
True |
False |
65,355 |
| 10 |
87.69 |
75.35 |
12.34 |
14.2% |
2.83 |
3.2% |
95% |
True |
False |
59,457 |
| 20 |
88.50 |
75.35 |
13.15 |
15.1% |
3.33 |
3.8% |
89% |
False |
False |
45,602 |
| 40 |
91.14 |
75.35 |
15.79 |
18.1% |
3.02 |
3.5% |
74% |
False |
False |
34,665 |
| 60 |
102.12 |
75.35 |
26.77 |
30.7% |
3.10 |
3.6% |
44% |
False |
False |
27,414 |
| 80 |
102.12 |
75.35 |
26.77 |
30.7% |
2.90 |
3.3% |
44% |
False |
False |
22,833 |
| 100 |
105.30 |
75.35 |
29.95 |
34.4% |
2.78 |
3.2% |
39% |
False |
False |
19,988 |
| 120 |
115.22 |
75.35 |
39.87 |
45.8% |
2.86 |
3.3% |
29% |
False |
False |
17,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.52 |
|
2.618 |
96.83 |
|
1.618 |
93.34 |
|
1.000 |
91.18 |
|
0.618 |
89.85 |
|
HIGH |
87.69 |
|
0.618 |
86.36 |
|
0.500 |
85.95 |
|
0.382 |
85.53 |
|
LOW |
84.20 |
|
0.618 |
82.04 |
|
1.000 |
80.71 |
|
1.618 |
78.55 |
|
2.618 |
75.06 |
|
4.250 |
69.37 |
|
|
| Fisher Pivots for day following 14-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
86.72 |
86.62 |
| PP |
86.33 |
86.13 |
| S1 |
85.95 |
85.65 |
|