NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 31-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
93.49 |
93.38 |
-0.11 |
-0.1% |
87.36 |
| High |
93.49 |
93.42 |
-0.07 |
-0.1% |
94.04 |
| Low |
91.90 |
91.20 |
-0.70 |
-0.8% |
87.28 |
| Close |
93.17 |
92.99 |
-0.18 |
-0.2% |
93.17 |
| Range |
1.59 |
2.22 |
0.63 |
39.6% |
6.76 |
| ATR |
3.10 |
3.04 |
-0.06 |
-2.0% |
0.00 |
| Volume |
48,193 |
30,192 |
-18,001 |
-37.4% |
306,739 |
|
| Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.20 |
98.31 |
94.21 |
|
| R3 |
96.98 |
96.09 |
93.60 |
|
| R2 |
94.76 |
94.76 |
93.40 |
|
| R1 |
93.87 |
93.87 |
93.19 |
93.21 |
| PP |
92.54 |
92.54 |
92.54 |
92.20 |
| S1 |
91.65 |
91.65 |
92.79 |
90.99 |
| S2 |
90.32 |
90.32 |
92.58 |
|
| S3 |
88.10 |
89.43 |
92.38 |
|
| S4 |
85.88 |
87.21 |
91.77 |
|
|
| 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 |
89.94 |
4.10 |
4.4% |
2.68 |
2.9% |
74% |
False |
False |
61,750 |
| 10 |
94.04 |
84.57 |
9.47 |
10.2% |
3.01 |
3.2% |
89% |
False |
False |
44,272 |
| 20 |
94.04 |
75.66 |
18.38 |
19.8% |
2.84 |
3.1% |
94% |
False |
False |
34,687 |
| 40 |
94.04 |
75.66 |
18.38 |
19.8% |
2.98 |
3.2% |
94% |
False |
False |
24,753 |
| 60 |
94.04 |
75.66 |
18.38 |
19.8% |
2.97 |
3.2% |
94% |
False |
False |
19,413 |
| 80 |
102.42 |
75.66 |
26.76 |
28.8% |
2.89 |
3.1% |
65% |
False |
False |
15,927 |
| 100 |
103.78 |
75.66 |
28.12 |
30.2% |
2.72 |
2.9% |
62% |
False |
False |
13,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.86 |
|
2.618 |
99.23 |
|
1.618 |
97.01 |
|
1.000 |
95.64 |
|
0.618 |
94.79 |
|
HIGH |
93.42 |
|
0.618 |
92.57 |
|
0.500 |
92.31 |
|
0.382 |
92.05 |
|
LOW |
91.20 |
|
0.618 |
89.83 |
|
1.000 |
88.98 |
|
1.618 |
87.61 |
|
2.618 |
85.39 |
|
4.250 |
81.77 |
|
|
| Fisher Pivots for day following 31-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.76 |
92.83 |
| PP |
92.54 |
92.67 |
| S1 |
92.31 |
92.52 |
|