NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 24-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
86.51 |
87.36 |
0.85 |
1.0% |
87.90 |
| High |
89.10 |
91.56 |
2.46 |
2.8% |
89.90 |
| Low |
86.28 |
87.28 |
1.00 |
1.2% |
84.57 |
| Close |
87.57 |
91.03 |
3.46 |
4.0% |
87.57 |
| Range |
2.82 |
4.28 |
1.46 |
51.8% |
5.33 |
| ATR |
3.04 |
3.13 |
0.09 |
2.9% |
0.00 |
| Volume |
27,774 |
28,177 |
403 |
1.5% |
128,863 |
|
| Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.80 |
101.19 |
93.38 |
|
| R3 |
98.52 |
96.91 |
92.21 |
|
| R2 |
94.24 |
94.24 |
91.81 |
|
| R1 |
92.63 |
92.63 |
91.42 |
93.44 |
| PP |
89.96 |
89.96 |
89.96 |
90.36 |
| S1 |
88.35 |
88.35 |
90.64 |
89.16 |
| S2 |
85.68 |
85.68 |
90.25 |
|
| S3 |
81.40 |
84.07 |
89.85 |
|
| S4 |
77.12 |
79.79 |
88.68 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.34 |
100.78 |
90.50 |
|
| R3 |
98.01 |
95.45 |
89.04 |
|
| R2 |
92.68 |
92.68 |
88.55 |
|
| R1 |
90.12 |
90.12 |
88.06 |
88.74 |
| PP |
87.35 |
87.35 |
87.35 |
86.65 |
| S1 |
84.79 |
84.79 |
87.08 |
83.41 |
| S2 |
82.02 |
82.02 |
86.59 |
|
| S3 |
76.69 |
79.46 |
86.10 |
|
| S4 |
71.36 |
74.13 |
84.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.56 |
84.57 |
6.99 |
7.7% |
3.34 |
3.7% |
92% |
True |
False |
26,794 |
| 10 |
91.56 |
83.90 |
7.66 |
8.4% |
2.88 |
3.2% |
93% |
True |
False |
26,824 |
| 20 |
91.56 |
75.66 |
15.90 |
17.5% |
3.11 |
3.4% |
97% |
True |
False |
23,159 |
| 40 |
91.56 |
75.66 |
15.90 |
17.5% |
2.92 |
3.2% |
97% |
True |
False |
18,324 |
| 60 |
100.45 |
75.66 |
24.79 |
27.2% |
3.08 |
3.4% |
62% |
False |
False |
14,760 |
| 80 |
102.42 |
75.66 |
26.76 |
29.4% |
2.85 |
3.1% |
57% |
False |
False |
12,405 |
| 100 |
104.37 |
75.66 |
28.71 |
31.5% |
2.69 |
3.0% |
54% |
False |
False |
11,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.75 |
|
2.618 |
102.77 |
|
1.618 |
98.49 |
|
1.000 |
95.84 |
|
0.618 |
94.21 |
|
HIGH |
91.56 |
|
0.618 |
89.93 |
|
0.500 |
89.42 |
|
0.382 |
88.91 |
|
LOW |
87.28 |
|
0.618 |
84.63 |
|
1.000 |
83.00 |
|
1.618 |
80.35 |
|
2.618 |
76.07 |
|
4.250 |
69.09 |
|
|
| Fisher Pivots for day following 24-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
90.49 |
90.04 |
| PP |
89.96 |
89.05 |
| S1 |
89.42 |
88.07 |
|