NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 10-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
82.71 |
83.34 |
0.63 |
0.8% |
78.95 |
| High |
84.27 |
86.37 |
2.10 |
2.5% |
84.27 |
| Low |
81.81 |
83.22 |
1.41 |
1.7% |
75.66 |
| Close |
83.35 |
85.77 |
2.42 |
2.9% |
83.35 |
| Range |
2.46 |
3.15 |
0.69 |
28.0% |
8.61 |
| ATR |
3.29 |
3.28 |
-0.01 |
-0.3% |
0.00 |
| Volume |
28,783 |
24,763 |
-4,020 |
-14.0% |
113,271 |
|
| Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.57 |
93.32 |
87.50 |
|
| R3 |
91.42 |
90.17 |
86.64 |
|
| R2 |
88.27 |
88.27 |
86.35 |
|
| R1 |
87.02 |
87.02 |
86.06 |
87.65 |
| PP |
85.12 |
85.12 |
85.12 |
85.43 |
| S1 |
83.87 |
83.87 |
85.48 |
84.50 |
| S2 |
81.97 |
81.97 |
85.19 |
|
| S3 |
78.82 |
80.72 |
84.90 |
|
| S4 |
75.67 |
77.57 |
84.04 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.92 |
103.75 |
88.09 |
|
| R3 |
98.31 |
95.14 |
85.72 |
|
| R2 |
89.70 |
89.70 |
84.93 |
|
| R1 |
86.53 |
86.53 |
84.14 |
88.12 |
| PP |
81.09 |
81.09 |
81.09 |
81.89 |
| S1 |
77.92 |
77.92 |
82.56 |
79.51 |
| S2 |
72.48 |
72.48 |
81.77 |
|
| S3 |
63.87 |
69.31 |
80.98 |
|
| S4 |
55.26 |
60.70 |
78.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.37 |
75.66 |
10.71 |
12.5% |
2.93 |
3.4% |
94% |
True |
False |
23,350 |
| 10 |
86.37 |
75.66 |
10.71 |
12.5% |
3.34 |
3.9% |
94% |
True |
False |
19,495 |
| 20 |
90.88 |
75.66 |
15.22 |
17.7% |
3.11 |
3.6% |
66% |
False |
False |
17,904 |
| 40 |
91.05 |
75.66 |
15.39 |
17.9% |
2.91 |
3.4% |
66% |
False |
False |
13,598 |
| 60 |
102.42 |
75.66 |
26.76 |
31.2% |
2.92 |
3.4% |
38% |
False |
False |
11,063 |
| 80 |
102.42 |
75.66 |
26.76 |
31.2% |
2.71 |
3.2% |
38% |
False |
False |
9,616 |
| 100 |
105.34 |
75.66 |
29.68 |
34.6% |
2.61 |
3.0% |
34% |
False |
False |
8,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.76 |
|
2.618 |
94.62 |
|
1.618 |
91.47 |
|
1.000 |
89.52 |
|
0.618 |
88.32 |
|
HIGH |
86.37 |
|
0.618 |
85.17 |
|
0.500 |
84.80 |
|
0.382 |
84.42 |
|
LOW |
83.22 |
|
0.618 |
81.27 |
|
1.000 |
80.07 |
|
1.618 |
78.12 |
|
2.618 |
74.97 |
|
4.250 |
69.83 |
|
|
| Fisher Pivots for day following 10-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
85.45 |
84.83 |
| PP |
85.12 |
83.90 |
| S1 |
84.80 |
82.96 |
|