NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 21-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
86.38 |
86.59 |
0.21 |
0.2% |
87.66 |
| High |
87.24 |
88.99 |
1.75 |
2.0% |
89.79 |
| Low |
84.38 |
86.10 |
1.72 |
2.0% |
84.38 |
| Close |
86.21 |
87.47 |
1.26 |
1.5% |
87.47 |
| Range |
2.86 |
2.89 |
0.03 |
1.0% |
5.41 |
| ATR |
3.17 |
3.15 |
-0.02 |
-0.6% |
0.00 |
| Volume |
49,751 |
64,266 |
14,515 |
29.2% |
268,820 |
|
| Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.19 |
94.72 |
89.06 |
|
| R3 |
93.30 |
91.83 |
88.26 |
|
| R2 |
90.41 |
90.41 |
88.00 |
|
| R1 |
88.94 |
88.94 |
87.73 |
89.68 |
| PP |
87.52 |
87.52 |
87.52 |
87.89 |
| S1 |
86.05 |
86.05 |
87.21 |
86.79 |
| S2 |
84.63 |
84.63 |
86.94 |
|
| S3 |
81.74 |
83.16 |
86.68 |
|
| S4 |
78.85 |
80.27 |
85.88 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.44 |
100.87 |
90.45 |
|
| R3 |
98.03 |
95.46 |
88.96 |
|
| R2 |
92.62 |
92.62 |
88.46 |
|
| R1 |
90.05 |
90.05 |
87.97 |
88.63 |
| PP |
87.21 |
87.21 |
87.21 |
86.51 |
| S1 |
84.64 |
84.64 |
86.97 |
83.22 |
| S2 |
81.80 |
81.80 |
86.48 |
|
| S3 |
76.39 |
79.23 |
85.98 |
|
| S4 |
70.98 |
73.82 |
84.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.79 |
84.38 |
5.41 |
6.2% |
3.00 |
3.4% |
57% |
False |
False |
53,764 |
| 10 |
89.79 |
83.12 |
6.67 |
7.6% |
2.83 |
3.2% |
65% |
False |
False |
59,559 |
| 20 |
89.79 |
75.35 |
14.44 |
16.5% |
3.20 |
3.7% |
84% |
False |
False |
51,701 |
| 40 |
91.14 |
75.35 |
15.79 |
18.1% |
3.02 |
3.5% |
77% |
False |
False |
39,326 |
| 60 |
100.07 |
75.35 |
24.72 |
28.3% |
3.21 |
3.7% |
49% |
False |
False |
31,220 |
| 80 |
102.12 |
75.35 |
26.77 |
30.6% |
2.95 |
3.4% |
45% |
False |
False |
25,647 |
| 100 |
104.25 |
75.35 |
28.90 |
33.0% |
2.81 |
3.2% |
42% |
False |
False |
22,327 |
| 120 |
111.84 |
75.35 |
36.49 |
41.7% |
2.90 |
3.3% |
33% |
False |
False |
19,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.27 |
|
2.618 |
96.56 |
|
1.618 |
93.67 |
|
1.000 |
91.88 |
|
0.618 |
90.78 |
|
HIGH |
88.99 |
|
0.618 |
87.89 |
|
0.500 |
87.55 |
|
0.382 |
87.20 |
|
LOW |
86.10 |
|
0.618 |
84.31 |
|
1.000 |
83.21 |
|
1.618 |
81.42 |
|
2.618 |
78.53 |
|
4.250 |
73.82 |
|
|
| Fisher Pivots for day following 21-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
87.55 |
87.34 |
| PP |
87.52 |
87.21 |
| S1 |
87.50 |
87.09 |
|