NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 14-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
85.45 |
84.95 |
-0.50 |
-0.6% |
83.34 |
| High |
85.94 |
87.81 |
1.87 |
2.2% |
87.81 |
| Low |
83.90 |
84.50 |
0.60 |
0.7% |
83.22 |
| Close |
84.85 |
87.22 |
2.37 |
2.8% |
87.22 |
| Range |
2.04 |
3.31 |
1.27 |
62.3% |
4.59 |
| ATR |
3.07 |
3.09 |
0.02 |
0.6% |
0.00 |
| Volume |
35,275 |
24,985 |
-10,290 |
-29.2% |
135,972 |
|
| Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.44 |
95.14 |
89.04 |
|
| R3 |
93.13 |
91.83 |
88.13 |
|
| R2 |
89.82 |
89.82 |
87.83 |
|
| R1 |
88.52 |
88.52 |
87.52 |
89.17 |
| PP |
86.51 |
86.51 |
86.51 |
86.84 |
| S1 |
85.21 |
85.21 |
86.92 |
85.86 |
| S2 |
83.20 |
83.20 |
86.61 |
|
| S3 |
79.89 |
81.90 |
86.31 |
|
| S4 |
76.58 |
78.59 |
85.40 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.85 |
98.13 |
89.74 |
|
| R3 |
95.26 |
93.54 |
88.48 |
|
| R2 |
90.67 |
90.67 |
88.06 |
|
| R1 |
88.95 |
88.95 |
87.64 |
89.81 |
| PP |
86.08 |
86.08 |
86.08 |
86.52 |
| S1 |
84.36 |
84.36 |
86.80 |
85.22 |
| S2 |
81.49 |
81.49 |
86.38 |
|
| S3 |
76.90 |
79.77 |
85.96 |
|
| S4 |
72.31 |
75.18 |
84.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.81 |
83.22 |
4.59 |
5.3% |
2.60 |
3.0% |
87% |
True |
False |
27,194 |
| 10 |
87.81 |
75.66 |
12.15 |
13.9% |
2.72 |
3.1% |
95% |
True |
False |
24,924 |
| 20 |
88.69 |
75.66 |
13.03 |
14.9% |
3.19 |
3.7% |
89% |
False |
False |
20,381 |
| 40 |
91.05 |
75.66 |
15.39 |
17.6% |
2.83 |
3.2% |
75% |
False |
False |
15,572 |
| 60 |
102.42 |
75.66 |
26.76 |
30.7% |
2.92 |
3.4% |
43% |
False |
False |
12,663 |
| 80 |
102.42 |
75.66 |
26.76 |
30.7% |
2.74 |
3.1% |
43% |
False |
False |
10,846 |
| 100 |
105.34 |
75.66 |
29.68 |
34.0% |
2.63 |
3.0% |
39% |
False |
False |
9,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.88 |
|
2.618 |
96.48 |
|
1.618 |
93.17 |
|
1.000 |
91.12 |
|
0.618 |
89.86 |
|
HIGH |
87.81 |
|
0.618 |
86.55 |
|
0.500 |
86.16 |
|
0.382 |
85.76 |
|
LOW |
84.50 |
|
0.618 |
82.45 |
|
1.000 |
81.19 |
|
1.618 |
79.14 |
|
2.618 |
75.83 |
|
4.250 |
70.43 |
|
|
| Fisher Pivots for day following 14-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
86.87 |
86.77 |
| PP |
86.51 |
86.31 |
| S1 |
86.16 |
85.86 |
|