NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 18-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
87.66 |
86.59 |
-1.07 |
-1.2% |
83.15 |
| High |
88.52 |
89.35 |
0.83 |
0.9% |
87.69 |
| Low |
86.28 |
85.95 |
-0.33 |
-0.4% |
83.12 |
| Close |
86.80 |
88.68 |
1.88 |
2.2% |
87.10 |
| Range |
2.24 |
3.40 |
1.16 |
51.8% |
4.57 |
| ATR |
3.14 |
3.16 |
0.02 |
0.6% |
0.00 |
| Volume |
54,800 |
46,615 |
-8,185 |
-14.9% |
326,778 |
|
| Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.19 |
96.84 |
90.55 |
|
| R3 |
94.79 |
93.44 |
89.62 |
|
| R2 |
91.39 |
91.39 |
89.30 |
|
| R1 |
90.04 |
90.04 |
88.99 |
90.72 |
| PP |
87.99 |
87.99 |
87.99 |
88.33 |
| S1 |
86.64 |
86.64 |
88.37 |
87.32 |
| S2 |
84.59 |
84.59 |
88.06 |
|
| S3 |
81.19 |
83.24 |
87.75 |
|
| S4 |
77.79 |
79.84 |
86.81 |
|
|
| 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 |
89.35 |
83.60 |
5.75 |
6.5% |
2.65 |
3.0% |
88% |
True |
False |
61,959 |
| 10 |
89.35 |
77.30 |
12.05 |
13.6% |
2.80 |
3.2% |
94% |
True |
False |
59,323 |
| 20 |
89.35 |
75.35 |
14.00 |
15.8% |
3.35 |
3.8% |
95% |
True |
False |
47,903 |
| 40 |
91.14 |
75.35 |
15.79 |
17.8% |
2.98 |
3.4% |
84% |
False |
False |
36,460 |
| 60 |
102.12 |
75.35 |
26.77 |
30.2% |
3.15 |
3.6% |
50% |
False |
False |
28,845 |
| 80 |
102.12 |
75.35 |
26.77 |
30.2% |
2.92 |
3.3% |
50% |
False |
False |
23,876 |
| 100 |
105.30 |
75.35 |
29.95 |
33.8% |
2.79 |
3.1% |
45% |
False |
False |
20,879 |
| 120 |
115.22 |
75.35 |
39.87 |
45.0% |
2.88 |
3.3% |
33% |
False |
False |
18,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.80 |
|
2.618 |
98.25 |
|
1.618 |
94.85 |
|
1.000 |
92.75 |
|
0.618 |
91.45 |
|
HIGH |
89.35 |
|
0.618 |
88.05 |
|
0.500 |
87.65 |
|
0.382 |
87.25 |
|
LOW |
85.95 |
|
0.618 |
83.85 |
|
1.000 |
82.55 |
|
1.618 |
80.45 |
|
2.618 |
77.05 |
|
4.250 |
71.50 |
|
|
| Fisher Pivots for day following 18-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
88.34 |
88.05 |
| PP |
87.99 |
87.41 |
| S1 |
87.65 |
86.78 |
|