NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 28-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
90.99 |
93.49 |
2.50 |
2.7% |
87.36 |
| High |
94.04 |
93.49 |
-0.55 |
-0.6% |
94.04 |
| Low |
90.99 |
91.90 |
0.91 |
1.0% |
87.28 |
| Close |
93.68 |
93.17 |
-0.51 |
-0.5% |
93.17 |
| Range |
3.05 |
1.59 |
-1.46 |
-47.9% |
6.76 |
| ATR |
3.20 |
3.10 |
-0.10 |
-3.2% |
0.00 |
| Volume |
59,191 |
48,193 |
-10,998 |
-18.6% |
306,739 |
|
| Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.62 |
96.99 |
94.04 |
|
| R3 |
96.03 |
95.40 |
93.61 |
|
| R2 |
94.44 |
94.44 |
93.46 |
|
| R1 |
93.81 |
93.81 |
93.32 |
93.33 |
| PP |
92.85 |
92.85 |
92.85 |
92.62 |
| S1 |
92.22 |
92.22 |
93.02 |
91.74 |
| S2 |
91.26 |
91.26 |
92.88 |
|
| S3 |
89.67 |
90.63 |
92.73 |
|
| S4 |
88.08 |
89.04 |
92.30 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.78 |
109.23 |
96.89 |
|
| R3 |
105.02 |
102.47 |
95.03 |
|
| R2 |
98.26 |
98.26 |
94.41 |
|
| R1 |
95.71 |
95.71 |
93.79 |
96.99 |
| PP |
91.50 |
91.50 |
91.50 |
92.13 |
| S1 |
88.95 |
88.95 |
92.55 |
90.23 |
| S2 |
84.74 |
84.74 |
91.93 |
|
| S3 |
77.98 |
82.19 |
91.31 |
|
| S4 |
71.22 |
75.43 |
89.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.04 |
87.28 |
6.76 |
7.3% |
3.09 |
3.3% |
87% |
False |
False |
61,347 |
| 10 |
94.04 |
84.57 |
9.47 |
10.2% |
3.01 |
3.2% |
91% |
False |
False |
43,560 |
| 20 |
94.04 |
75.66 |
18.38 |
19.7% |
2.87 |
3.1% |
95% |
False |
False |
34,242 |
| 40 |
94.04 |
75.66 |
18.38 |
19.7% |
3.01 |
3.2% |
95% |
False |
False |
24,179 |
| 60 |
94.04 |
75.66 |
18.38 |
19.7% |
3.01 |
3.2% |
95% |
False |
False |
19,028 |
| 80 |
102.42 |
75.66 |
26.76 |
28.7% |
2.90 |
3.1% |
65% |
False |
False |
15,659 |
| 100 |
104.37 |
75.66 |
28.71 |
30.8% |
2.71 |
2.9% |
61% |
False |
False |
13,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.25 |
|
2.618 |
97.65 |
|
1.618 |
96.06 |
|
1.000 |
95.08 |
|
0.618 |
94.47 |
|
HIGH |
93.49 |
|
0.618 |
92.88 |
|
0.500 |
92.70 |
|
0.382 |
92.51 |
|
LOW |
91.90 |
|
0.618 |
90.92 |
|
1.000 |
90.31 |
|
1.618 |
89.33 |
|
2.618 |
87.74 |
|
4.250 |
85.14 |
|
|
| Fisher Pivots for day following 28-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.01 |
92.78 |
| PP |
92.85 |
92.38 |
| S1 |
92.70 |
91.99 |
|