NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 01-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
93.38 |
92.35 |
-1.03 |
-1.1% |
87.36 |
| High |
93.42 |
92.58 |
-0.84 |
-0.9% |
94.04 |
| Low |
91.20 |
88.96 |
-2.24 |
-2.5% |
87.28 |
| Close |
92.99 |
91.91 |
-1.08 |
-1.2% |
93.17 |
| Range |
2.22 |
3.62 |
1.40 |
63.1% |
6.76 |
| ATR |
3.04 |
3.11 |
0.07 |
2.3% |
0.00 |
| Volume |
30,192 |
20,637 |
-9,555 |
-31.6% |
306,739 |
|
| Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.01 |
100.58 |
93.90 |
|
| R3 |
98.39 |
96.96 |
92.91 |
|
| R2 |
94.77 |
94.77 |
92.57 |
|
| R1 |
93.34 |
93.34 |
92.24 |
92.25 |
| PP |
91.15 |
91.15 |
91.15 |
90.60 |
| S1 |
89.72 |
89.72 |
91.58 |
88.63 |
| S2 |
87.53 |
87.53 |
91.25 |
|
| S3 |
83.91 |
86.10 |
90.91 |
|
| S4 |
80.29 |
82.48 |
89.92 |
|
|
| 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 |
88.96 |
5.08 |
5.5% |
2.80 |
3.0% |
58% |
False |
True |
47,617 |
| 10 |
94.04 |
84.57 |
9.47 |
10.3% |
3.04 |
3.3% |
78% |
False |
False |
43,914 |
| 20 |
94.04 |
77.57 |
16.47 |
17.9% |
2.89 |
3.1% |
87% |
False |
False |
34,631 |
| 40 |
94.04 |
75.66 |
18.38 |
20.0% |
3.00 |
3.3% |
88% |
False |
False |
25,030 |
| 60 |
94.04 |
75.66 |
18.38 |
20.0% |
2.96 |
3.2% |
88% |
False |
False |
19,636 |
| 80 |
102.42 |
75.66 |
26.76 |
29.1% |
2.91 |
3.2% |
61% |
False |
False |
16,098 |
| 100 |
102.42 |
75.66 |
26.76 |
29.1% |
2.73 |
3.0% |
61% |
False |
False |
13,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.97 |
|
2.618 |
102.06 |
|
1.618 |
98.44 |
|
1.000 |
96.20 |
|
0.618 |
94.82 |
|
HIGH |
92.58 |
|
0.618 |
91.20 |
|
0.500 |
90.77 |
|
0.382 |
90.34 |
|
LOW |
88.96 |
|
0.618 |
86.72 |
|
1.000 |
85.34 |
|
1.618 |
83.10 |
|
2.618 |
79.48 |
|
4.250 |
73.58 |
|
|
| Fisher Pivots for day following 01-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
91.53 |
91.68 |
| PP |
91.15 |
91.45 |
| S1 |
90.77 |
91.23 |
|