NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 19-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
86.90 |
88.75 |
1.85 |
2.1% |
83.34 |
| High |
89.50 |
89.90 |
0.40 |
0.4% |
87.81 |
| Low |
86.15 |
86.40 |
0.25 |
0.3% |
83.22 |
| Close |
88.85 |
86.60 |
-2.25 |
-2.5% |
87.22 |
| Range |
3.35 |
3.50 |
0.15 |
4.5% |
4.59 |
| ATR |
3.05 |
3.08 |
0.03 |
1.0% |
0.00 |
| Volume |
24,215 |
31,253 |
7,038 |
29.1% |
135,972 |
|
| Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.13 |
95.87 |
88.53 |
|
| R3 |
94.63 |
92.37 |
87.56 |
|
| R2 |
91.13 |
91.13 |
87.24 |
|
| R1 |
88.87 |
88.87 |
86.92 |
88.25 |
| PP |
87.63 |
87.63 |
87.63 |
87.33 |
| S1 |
85.37 |
85.37 |
86.28 |
84.75 |
| S2 |
84.13 |
84.13 |
85.96 |
|
| S3 |
80.63 |
81.87 |
85.64 |
|
| S4 |
77.13 |
78.37 |
84.68 |
|
|
| 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 |
89.90 |
83.90 |
6.00 |
6.9% |
2.89 |
3.3% |
45% |
True |
False |
27,759 |
| 10 |
89.90 |
79.55 |
10.35 |
12.0% |
2.83 |
3.3% |
68% |
True |
False |
26,650 |
| 20 |
89.90 |
75.66 |
14.24 |
16.4% |
3.27 |
3.8% |
77% |
True |
False |
22,476 |
| 40 |
91.05 |
75.66 |
15.39 |
17.8% |
2.85 |
3.3% |
71% |
False |
False |
16,886 |
| 60 |
101.50 |
75.66 |
25.84 |
29.8% |
2.99 |
3.5% |
42% |
False |
False |
13,707 |
| 80 |
102.42 |
75.66 |
26.76 |
30.9% |
2.79 |
3.2% |
41% |
False |
False |
11,616 |
| 100 |
105.34 |
75.66 |
29.68 |
34.3% |
2.67 |
3.1% |
37% |
False |
False |
10,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.78 |
|
2.618 |
99.06 |
|
1.618 |
95.56 |
|
1.000 |
93.40 |
|
0.618 |
92.06 |
|
HIGH |
89.90 |
|
0.618 |
88.56 |
|
0.500 |
88.15 |
|
0.382 |
87.74 |
|
LOW |
86.40 |
|
0.618 |
84.24 |
|
1.000 |
82.90 |
|
1.618 |
80.74 |
|
2.618 |
77.24 |
|
4.250 |
71.53 |
|
|
| Fisher Pivots for day following 19-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
88.15 |
88.03 |
| PP |
87.63 |
87.55 |
| S1 |
87.12 |
87.08 |
|