NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 25-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
87.36 |
91.22 |
3.86 |
4.4% |
87.90 |
| High |
91.56 |
93.82 |
2.26 |
2.5% |
89.90 |
| Low |
87.28 |
90.79 |
3.51 |
4.0% |
84.57 |
| Close |
91.03 |
92.67 |
1.64 |
1.8% |
87.57 |
| Range |
4.28 |
3.03 |
-1.25 |
-29.2% |
5.33 |
| ATR |
3.13 |
3.12 |
-0.01 |
-0.2% |
0.00 |
| Volume |
28,177 |
91,304 |
63,127 |
224.0% |
128,863 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.52 |
100.12 |
94.34 |
|
| R3 |
98.49 |
97.09 |
93.50 |
|
| R2 |
95.46 |
95.46 |
93.23 |
|
| R1 |
94.06 |
94.06 |
92.95 |
94.76 |
| PP |
92.43 |
92.43 |
92.43 |
92.78 |
| S1 |
91.03 |
91.03 |
92.39 |
91.73 |
| S2 |
89.40 |
89.40 |
92.11 |
|
| S3 |
86.37 |
88.00 |
91.84 |
|
| S4 |
83.34 |
84.97 |
91.00 |
|
|
| 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 |
93.82 |
84.57 |
9.25 |
10.0% |
3.27 |
3.5% |
88% |
True |
False |
40,211 |
| 10 |
93.82 |
83.90 |
9.92 |
10.7% |
2.92 |
3.2% |
88% |
True |
False |
34,076 |
| 20 |
93.82 |
75.66 |
18.16 |
19.6% |
3.08 |
3.3% |
94% |
True |
False |
27,114 |
| 40 |
93.82 |
75.66 |
18.16 |
19.6% |
2.94 |
3.2% |
94% |
True |
False |
20,500 |
| 60 |
97.85 |
75.66 |
22.19 |
23.9% |
3.05 |
3.3% |
77% |
False |
False |
16,237 |
| 80 |
102.42 |
75.66 |
26.76 |
28.9% |
2.87 |
3.1% |
64% |
False |
False |
13,480 |
| 100 |
104.37 |
75.66 |
28.71 |
31.0% |
2.70 |
2.9% |
59% |
False |
False |
11,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.70 |
|
2.618 |
101.75 |
|
1.618 |
98.72 |
|
1.000 |
96.85 |
|
0.618 |
95.69 |
|
HIGH |
93.82 |
|
0.618 |
92.66 |
|
0.500 |
92.31 |
|
0.382 |
91.95 |
|
LOW |
90.79 |
|
0.618 |
88.92 |
|
1.000 |
87.76 |
|
1.618 |
85.89 |
|
2.618 |
82.86 |
|
4.250 |
77.91 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.55 |
91.80 |
| PP |
92.43 |
90.92 |
| S1 |
92.31 |
90.05 |
|