NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 24-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
86.59 |
87.42 |
0.83 |
1.0% |
87.66 |
| High |
88.99 |
91.72 |
2.73 |
3.1% |
89.79 |
| Low |
86.10 |
87.14 |
1.04 |
1.2% |
84.38 |
| Close |
87.47 |
91.14 |
3.67 |
4.2% |
87.47 |
| Range |
2.89 |
4.58 |
1.69 |
58.5% |
5.41 |
| ATR |
3.15 |
3.25 |
0.10 |
3.2% |
0.00 |
| Volume |
64,266 |
65,752 |
1,486 |
2.3% |
268,820 |
|
| Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.74 |
102.02 |
93.66 |
|
| R3 |
99.16 |
97.44 |
92.40 |
|
| R2 |
94.58 |
94.58 |
91.98 |
|
| R1 |
92.86 |
92.86 |
91.56 |
93.72 |
| PP |
90.00 |
90.00 |
90.00 |
90.43 |
| S1 |
88.28 |
88.28 |
90.72 |
89.14 |
| S2 |
85.42 |
85.42 |
90.30 |
|
| S3 |
80.84 |
83.70 |
89.88 |
|
| S4 |
76.26 |
79.12 |
88.62 |
|
|
| 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 |
91.72 |
84.38 |
7.34 |
8.1% |
3.47 |
3.8% |
92% |
True |
False |
55,954 |
| 10 |
91.72 |
83.60 |
8.12 |
8.9% |
2.97 |
3.3% |
93% |
True |
False |
59,617 |
| 20 |
91.72 |
75.35 |
16.37 |
18.0% |
3.23 |
3.5% |
96% |
True |
False |
52,758 |
| 40 |
91.72 |
75.35 |
16.37 |
18.0% |
3.07 |
3.4% |
96% |
True |
False |
40,488 |
| 60 |
100.07 |
75.35 |
24.72 |
27.1% |
3.25 |
3.6% |
64% |
False |
False |
32,204 |
| 80 |
102.12 |
75.35 |
26.77 |
29.4% |
2.99 |
3.3% |
59% |
False |
False |
26,369 |
| 100 |
104.25 |
75.35 |
28.90 |
31.7% |
2.84 |
3.1% |
55% |
False |
False |
22,900 |
| 120 |
108.59 |
75.35 |
33.24 |
36.5% |
2.92 |
3.2% |
48% |
False |
False |
20,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.19 |
|
2.618 |
103.71 |
|
1.618 |
99.13 |
|
1.000 |
96.30 |
|
0.618 |
94.55 |
|
HIGH |
91.72 |
|
0.618 |
89.97 |
|
0.500 |
89.43 |
|
0.382 |
88.89 |
|
LOW |
87.14 |
|
0.618 |
84.31 |
|
1.000 |
82.56 |
|
1.618 |
79.73 |
|
2.618 |
75.15 |
|
4.250 |
67.68 |
|
|
| Fisher Pivots for day following 24-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
90.57 |
90.11 |
| PP |
90.00 |
89.08 |
| S1 |
89.43 |
88.05 |
|