NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 26-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
91.22 |
91.94 |
0.72 |
0.8% |
87.90 |
| High |
93.82 |
93.45 |
-0.37 |
-0.4% |
89.90 |
| Low |
90.79 |
89.94 |
-0.85 |
-0.9% |
84.57 |
| Close |
92.67 |
90.15 |
-2.52 |
-2.7% |
87.57 |
| Range |
3.03 |
3.51 |
0.48 |
15.8% |
5.33 |
| ATR |
3.12 |
3.15 |
0.03 |
0.9% |
0.00 |
| Volume |
91,304 |
79,874 |
-11,430 |
-12.5% |
128,863 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.71 |
99.44 |
92.08 |
|
| R3 |
98.20 |
95.93 |
91.12 |
|
| R2 |
94.69 |
94.69 |
90.79 |
|
| R1 |
92.42 |
92.42 |
90.47 |
91.80 |
| PP |
91.18 |
91.18 |
91.18 |
90.87 |
| S1 |
88.91 |
88.91 |
89.83 |
88.29 |
| S2 |
87.67 |
87.67 |
89.51 |
|
| S3 |
84.16 |
85.40 |
89.18 |
|
| S4 |
80.65 |
81.89 |
88.22 |
|
|
| 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 |
10.3% |
3.28 |
3.6% |
60% |
False |
False |
49,936 |
| 10 |
93.82 |
83.90 |
9.92 |
11.0% |
3.08 |
3.4% |
63% |
False |
False |
38,847 |
| 20 |
93.82 |
75.66 |
18.16 |
20.1% |
3.06 |
3.4% |
80% |
False |
False |
30,385 |
| 40 |
93.82 |
75.66 |
18.16 |
20.1% |
2.97 |
3.3% |
80% |
False |
False |
22,386 |
| 60 |
95.50 |
75.66 |
19.84 |
22.0% |
3.07 |
3.4% |
73% |
False |
False |
17,447 |
| 80 |
102.42 |
75.66 |
26.76 |
29.7% |
2.89 |
3.2% |
54% |
False |
False |
14,423 |
| 100 |
104.37 |
75.66 |
28.71 |
31.8% |
2.71 |
3.0% |
50% |
False |
False |
12,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.37 |
|
2.618 |
102.64 |
|
1.618 |
99.13 |
|
1.000 |
96.96 |
|
0.618 |
95.62 |
|
HIGH |
93.45 |
|
0.618 |
92.11 |
|
0.500 |
91.70 |
|
0.382 |
91.28 |
|
LOW |
89.94 |
|
0.618 |
87.77 |
|
1.000 |
86.43 |
|
1.618 |
84.26 |
|
2.618 |
80.75 |
|
4.250 |
75.02 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
91.70 |
90.55 |
| PP |
91.18 |
90.42 |
| S1 |
90.67 |
90.28 |
|