NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 12-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
85.69 |
85.41 |
-0.28 |
-0.3% |
78.95 |
| High |
87.02 |
87.04 |
0.02 |
0.0% |
84.27 |
| Low |
84.41 |
85.13 |
0.72 |
0.9% |
75.66 |
| Close |
86.37 |
86.14 |
-0.23 |
-0.3% |
83.35 |
| Range |
2.61 |
1.91 |
-0.70 |
-26.8% |
8.61 |
| ATR |
3.23 |
3.14 |
-0.09 |
-2.9% |
0.00 |
| Volume |
18,785 |
32,164 |
13,379 |
71.2% |
113,271 |
|
| Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.83 |
90.90 |
87.19 |
|
| R3 |
89.92 |
88.99 |
86.67 |
|
| R2 |
88.01 |
88.01 |
86.49 |
|
| R1 |
87.08 |
87.08 |
86.32 |
87.55 |
| PP |
86.10 |
86.10 |
86.10 |
86.34 |
| S1 |
85.17 |
85.17 |
85.96 |
85.64 |
| S2 |
84.19 |
84.19 |
85.79 |
|
| S3 |
82.28 |
83.26 |
85.61 |
|
| S4 |
80.37 |
81.35 |
85.09 |
|
|
| 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 |
87.04 |
79.55 |
7.49 |
8.7% |
2.77 |
3.2% |
88% |
True |
False |
25,540 |
| 10 |
87.04 |
75.66 |
11.38 |
13.2% |
3.04 |
3.5% |
92% |
True |
False |
21,923 |
| 20 |
90.80 |
75.66 |
15.14 |
17.6% |
3.14 |
3.6% |
69% |
False |
False |
18,935 |
| 40 |
91.05 |
75.66 |
15.39 |
17.9% |
2.89 |
3.4% |
68% |
False |
False |
14,406 |
| 60 |
102.42 |
75.66 |
26.76 |
31.1% |
2.91 |
3.4% |
39% |
False |
False |
11,774 |
| 80 |
102.42 |
75.66 |
26.76 |
31.1% |
2.72 |
3.2% |
39% |
False |
False |
10,159 |
| 100 |
105.34 |
75.66 |
29.68 |
34.5% |
2.61 |
3.0% |
35% |
False |
False |
9,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.16 |
|
2.618 |
92.04 |
|
1.618 |
90.13 |
|
1.000 |
88.95 |
|
0.618 |
88.22 |
|
HIGH |
87.04 |
|
0.618 |
86.31 |
|
0.500 |
86.09 |
|
0.382 |
85.86 |
|
LOW |
85.13 |
|
0.618 |
83.95 |
|
1.000 |
83.22 |
|
1.618 |
82.04 |
|
2.618 |
80.13 |
|
4.250 |
77.01 |
|
|
| Fisher Pivots for day following 12-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
86.12 |
85.80 |
| PP |
86.10 |
85.47 |
| S1 |
86.09 |
85.13 |
|