NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 03-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
91.32 |
92.79 |
1.47 |
1.6% |
87.42 |
| High |
93.60 |
94.42 |
0.82 |
0.9% |
94.22 |
| Low |
90.91 |
90.76 |
-0.15 |
-0.2% |
87.14 |
| Close |
92.35 |
93.91 |
1.56 |
1.7% |
93.24 |
| Range |
2.69 |
3.66 |
0.97 |
36.1% |
7.08 |
| ATR |
3.18 |
3.22 |
0.03 |
1.1% |
0.00 |
| Volume |
88,060 |
64,285 |
-23,775 |
-27.0% |
632,464 |
|
| Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.01 |
102.62 |
95.92 |
|
| R3 |
100.35 |
98.96 |
94.92 |
|
| R2 |
96.69 |
96.69 |
94.58 |
|
| R1 |
95.30 |
95.30 |
94.25 |
96.00 |
| PP |
93.03 |
93.03 |
93.03 |
93.38 |
| S1 |
91.64 |
91.64 |
93.57 |
92.34 |
| S2 |
89.37 |
89.37 |
93.24 |
|
| S3 |
85.71 |
87.98 |
92.90 |
|
| S4 |
82.05 |
84.32 |
91.90 |
|
|
| 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 |
94.42 |
89.05 |
5.37 |
5.7% |
2.83 |
3.0% |
91% |
True |
False |
74,495 |
| 10 |
94.42 |
86.10 |
8.32 |
8.9% |
3.19 |
3.4% |
94% |
True |
False |
97,479 |
| 20 |
94.42 |
81.64 |
12.78 |
13.6% |
2.99 |
3.2% |
96% |
True |
False |
79,009 |
| 40 |
94.42 |
75.35 |
19.07 |
20.3% |
3.18 |
3.4% |
97% |
True |
False |
57,276 |
| 60 |
94.42 |
75.35 |
19.07 |
20.3% |
3.10 |
3.3% |
97% |
True |
False |
44,532 |
| 80 |
102.12 |
75.35 |
26.77 |
28.5% |
3.07 |
3.3% |
69% |
False |
False |
35,891 |
| 100 |
102.12 |
75.35 |
26.77 |
28.5% |
2.90 |
3.1% |
69% |
False |
False |
30,513 |
| 120 |
105.30 |
75.35 |
29.95 |
31.9% |
2.80 |
3.0% |
62% |
False |
False |
26,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.98 |
|
2.618 |
104.00 |
|
1.618 |
100.34 |
|
1.000 |
98.08 |
|
0.618 |
96.68 |
|
HIGH |
94.42 |
|
0.618 |
93.02 |
|
0.500 |
92.59 |
|
0.382 |
92.16 |
|
LOW |
90.76 |
|
0.618 |
88.50 |
|
1.000 |
87.10 |
|
1.618 |
84.84 |
|
2.618 |
81.18 |
|
4.250 |
75.21 |
|
|
| Fisher Pivots for day following 03-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.47 |
93.19 |
| PP |
93.03 |
92.46 |
| S1 |
92.59 |
91.74 |
|