NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 28-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
90.95 |
93.75 |
2.80 |
3.1% |
87.42 |
| High |
94.16 |
93.80 |
-0.36 |
-0.4% |
94.22 |
| Low |
90.81 |
91.98 |
1.17 |
1.3% |
87.14 |
| Close |
93.82 |
93.24 |
-0.58 |
-0.6% |
93.24 |
| Range |
3.35 |
1.82 |
-1.53 |
-45.7% |
7.08 |
| ATR |
3.33 |
3.23 |
-0.11 |
-3.2% |
0.00 |
| Volume |
113,152 |
94,415 |
-18,737 |
-16.6% |
632,464 |
|
| Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.47 |
97.67 |
94.24 |
|
| R3 |
96.65 |
95.85 |
93.74 |
|
| R2 |
94.83 |
94.83 |
93.57 |
|
| R1 |
94.03 |
94.03 |
93.41 |
93.52 |
| PP |
93.01 |
93.01 |
93.01 |
92.75 |
| S1 |
92.21 |
92.21 |
93.07 |
91.70 |
| S2 |
91.19 |
91.19 |
92.91 |
|
| S3 |
89.37 |
90.39 |
92.74 |
|
| S4 |
87.55 |
88.57 |
92.24 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.77 |
110.09 |
97.13 |
|
| R3 |
105.69 |
103.01 |
95.19 |
|
| R2 |
98.61 |
98.61 |
94.54 |
|
| R1 |
95.93 |
95.93 |
93.89 |
97.27 |
| PP |
91.53 |
91.53 |
91.53 |
92.21 |
| S1 |
88.85 |
88.85 |
92.59 |
90.19 |
| S2 |
84.45 |
84.45 |
91.94 |
|
| S3 |
77.37 |
81.77 |
91.29 |
|
| S4 |
70.29 |
74.69 |
89.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.22 |
87.14 |
7.08 |
7.6% |
3.34 |
3.6% |
86% |
False |
False |
126,492 |
| 10 |
94.22 |
84.38 |
9.84 |
10.6% |
3.17 |
3.4% |
90% |
False |
False |
90,128 |
| 20 |
94.22 |
75.35 |
18.87 |
20.2% |
3.00 |
3.2% |
95% |
False |
False |
74,792 |
| 40 |
94.22 |
75.35 |
18.87 |
20.2% |
3.17 |
3.4% |
95% |
False |
False |
52,119 |
| 60 |
94.22 |
75.35 |
18.87 |
20.2% |
3.20 |
3.4% |
95% |
False |
False |
40,978 |
| 80 |
102.12 |
75.35 |
26.77 |
28.7% |
3.04 |
3.3% |
67% |
False |
False |
32,980 |
| 100 |
104.25 |
75.35 |
28.90 |
31.0% |
2.87 |
3.1% |
62% |
False |
False |
28,265 |
| 120 |
105.30 |
75.35 |
29.95 |
32.1% |
2.83 |
3.0% |
60% |
False |
False |
24,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.54 |
|
2.618 |
98.56 |
|
1.618 |
96.74 |
|
1.000 |
95.62 |
|
0.618 |
94.92 |
|
HIGH |
93.80 |
|
0.618 |
93.10 |
|
0.500 |
92.89 |
|
0.382 |
92.68 |
|
LOW |
91.98 |
|
0.618 |
90.86 |
|
1.000 |
90.16 |
|
1.618 |
89.04 |
|
2.618 |
87.22 |
|
4.250 |
84.25 |
|
|
| Fisher Pivots for day following 28-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.12 |
92.85 |
| PP |
93.01 |
92.46 |
| S1 |
92.89 |
92.08 |
|