NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 17-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
84.84 |
87.66 |
2.82 |
3.3% |
83.15 |
| High |
87.69 |
88.52 |
0.83 |
0.9% |
87.69 |
| Low |
84.20 |
86.28 |
2.08 |
2.5% |
83.12 |
| Close |
87.10 |
86.80 |
-0.30 |
-0.3% |
87.10 |
| Range |
3.49 |
2.24 |
-1.25 |
-35.8% |
4.57 |
| ATR |
3.21 |
3.14 |
-0.07 |
-2.2% |
0.00 |
| Volume |
67,898 |
54,800 |
-13,098 |
-19.3% |
326,778 |
|
| Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.92 |
92.60 |
88.03 |
|
| R3 |
91.68 |
90.36 |
87.42 |
|
| R2 |
89.44 |
89.44 |
87.21 |
|
| R1 |
88.12 |
88.12 |
87.01 |
87.66 |
| PP |
87.20 |
87.20 |
87.20 |
86.97 |
| S1 |
85.88 |
85.88 |
86.59 |
85.42 |
| S2 |
84.96 |
84.96 |
86.39 |
|
| S3 |
82.72 |
83.64 |
86.18 |
|
| S4 |
80.48 |
81.40 |
85.57 |
|
|
| 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 |
88.52 |
83.60 |
4.92 |
5.7% |
2.47 |
2.8% |
65% |
True |
False |
63,280 |
| 10 |
88.52 |
75.35 |
13.17 |
15.2% |
2.76 |
3.2% |
87% |
True |
False |
59,302 |
| 20 |
88.52 |
75.35 |
13.17 |
15.2% |
3.30 |
3.8% |
87% |
True |
False |
46,838 |
| 40 |
91.14 |
75.35 |
15.79 |
18.2% |
2.97 |
3.4% |
73% |
False |
False |
35,573 |
| 60 |
102.12 |
75.35 |
26.77 |
30.8% |
3.12 |
3.6% |
43% |
False |
False |
28,205 |
| 80 |
102.12 |
75.35 |
26.77 |
30.8% |
2.89 |
3.3% |
43% |
False |
False |
23,465 |
| 100 |
105.30 |
75.35 |
29.95 |
34.5% |
2.77 |
3.2% |
38% |
False |
False |
20,466 |
| 120 |
115.22 |
75.35 |
39.87 |
45.9% |
2.87 |
3.3% |
29% |
False |
False |
17,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.04 |
|
2.618 |
94.38 |
|
1.618 |
92.14 |
|
1.000 |
90.76 |
|
0.618 |
89.90 |
|
HIGH |
88.52 |
|
0.618 |
87.66 |
|
0.500 |
87.40 |
|
0.382 |
87.14 |
|
LOW |
86.28 |
|
0.618 |
84.90 |
|
1.000 |
84.04 |
|
1.618 |
82.66 |
|
2.618 |
80.42 |
|
4.250 |
76.76 |
|
|
| Fisher Pivots for day following 17-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
87.40 |
86.55 |
| PP |
87.20 |
86.31 |
| S1 |
87.00 |
86.06 |
|