NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 25-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
87.42 |
91.36 |
3.94 |
4.5% |
87.66 |
| High |
91.72 |
94.22 |
2.50 |
2.7% |
89.79 |
| Low |
87.14 |
90.96 |
3.82 |
4.4% |
84.38 |
| Close |
91.14 |
92.93 |
1.79 |
2.0% |
87.47 |
| Range |
4.58 |
3.26 |
-1.32 |
-28.8% |
5.41 |
| ATR |
3.25 |
3.25 |
0.00 |
0.0% |
0.00 |
| Volume |
65,752 |
212,655 |
146,903 |
223.4% |
268,820 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.48 |
100.97 |
94.72 |
|
| R3 |
99.22 |
97.71 |
93.83 |
|
| R2 |
95.96 |
95.96 |
93.53 |
|
| R1 |
94.45 |
94.45 |
93.23 |
95.21 |
| PP |
92.70 |
92.70 |
92.70 |
93.08 |
| S1 |
91.19 |
91.19 |
92.63 |
91.95 |
| S2 |
89.44 |
89.44 |
92.33 |
|
| S3 |
86.18 |
87.93 |
92.03 |
|
| S4 |
82.92 |
84.67 |
91.14 |
|
|
| 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 |
94.22 |
84.38 |
9.84 |
10.6% |
3.44 |
3.7% |
87% |
True |
False |
89,162 |
| 10 |
94.22 |
83.60 |
10.62 |
11.4% |
3.04 |
3.3% |
88% |
True |
False |
75,561 |
| 20 |
94.22 |
75.35 |
18.87 |
20.3% |
3.20 |
3.4% |
93% |
True |
False |
62,042 |
| 40 |
94.22 |
75.35 |
18.87 |
20.3% |
3.10 |
3.3% |
93% |
True |
False |
45,470 |
| 60 |
97.29 |
75.35 |
21.94 |
23.6% |
3.23 |
3.5% |
80% |
False |
False |
35,661 |
| 80 |
102.12 |
75.35 |
26.77 |
28.8% |
3.01 |
3.2% |
66% |
False |
False |
28,924 |
| 100 |
104.25 |
75.35 |
28.90 |
31.1% |
2.85 |
3.1% |
61% |
False |
False |
24,941 |
| 120 |
105.47 |
75.35 |
30.12 |
32.4% |
2.87 |
3.1% |
58% |
False |
False |
21,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.08 |
|
2.618 |
102.75 |
|
1.618 |
99.49 |
|
1.000 |
97.48 |
|
0.618 |
96.23 |
|
HIGH |
94.22 |
|
0.618 |
92.97 |
|
0.500 |
92.59 |
|
0.382 |
92.21 |
|
LOW |
90.96 |
|
0.618 |
88.95 |
|
1.000 |
87.70 |
|
1.618 |
85.69 |
|
2.618 |
82.43 |
|
4.250 |
77.11 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.82 |
92.01 |
| PP |
92.70 |
91.08 |
| S1 |
92.59 |
90.16 |
|