NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 27-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
91.94 |
90.99 |
-0.95 |
-1.0% |
87.90 |
| High |
93.45 |
94.04 |
0.59 |
0.6% |
89.90 |
| Low |
89.94 |
90.99 |
1.05 |
1.2% |
84.57 |
| Close |
90.15 |
93.68 |
3.53 |
3.9% |
87.57 |
| Range |
3.51 |
3.05 |
-0.46 |
-13.1% |
5.33 |
| ATR |
3.15 |
3.20 |
0.05 |
1.7% |
0.00 |
| Volume |
79,874 |
59,191 |
-20,683 |
-25.9% |
128,863 |
|
| Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.05 |
100.92 |
95.36 |
|
| R3 |
99.00 |
97.87 |
94.52 |
|
| R2 |
95.95 |
95.95 |
94.24 |
|
| R1 |
94.82 |
94.82 |
93.96 |
95.39 |
| PP |
92.90 |
92.90 |
92.90 |
93.19 |
| S1 |
91.77 |
91.77 |
93.40 |
92.34 |
| S2 |
89.85 |
89.85 |
93.12 |
|
| S3 |
86.80 |
88.72 |
92.84 |
|
| S4 |
83.75 |
85.67 |
92.00 |
|
|
| 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 |
94.04 |
86.28 |
7.76 |
8.3% |
3.34 |
3.6% |
95% |
True |
False |
57,264 |
| 10 |
94.04 |
84.50 |
9.54 |
10.2% |
3.18 |
3.4% |
96% |
True |
False |
41,239 |
| 20 |
94.04 |
75.66 |
18.38 |
19.6% |
3.02 |
3.2% |
98% |
True |
False |
32,622 |
| 40 |
94.04 |
75.66 |
18.38 |
19.6% |
3.01 |
3.2% |
98% |
True |
False |
23,615 |
| 60 |
94.50 |
75.66 |
18.84 |
20.1% |
3.08 |
3.3% |
96% |
False |
False |
18,374 |
| 80 |
102.42 |
75.66 |
26.76 |
28.6% |
2.90 |
3.1% |
67% |
False |
False |
15,102 |
| 100 |
104.37 |
75.66 |
28.71 |
30.6% |
2.73 |
2.9% |
63% |
False |
False |
13,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.00 |
|
2.618 |
102.02 |
|
1.618 |
98.97 |
|
1.000 |
97.09 |
|
0.618 |
95.92 |
|
HIGH |
94.04 |
|
0.618 |
92.87 |
|
0.500 |
92.52 |
|
0.382 |
92.16 |
|
LOW |
90.99 |
|
0.618 |
89.11 |
|
1.000 |
87.94 |
|
1.618 |
86.06 |
|
2.618 |
83.01 |
|
4.250 |
78.03 |
|
|
| Fisher Pivots for day following 27-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.29 |
93.12 |
| PP |
92.90 |
92.55 |
| S1 |
92.52 |
91.99 |
|