NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 03-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
90.85 |
91.96 |
1.11 |
1.2% |
87.36 |
| High |
93.40 |
94.20 |
0.80 |
0.9% |
94.04 |
| Low |
90.85 |
90.68 |
-0.17 |
-0.2% |
87.28 |
| Close |
92.19 |
93.74 |
1.55 |
1.7% |
93.17 |
| Range |
2.55 |
3.52 |
0.97 |
38.0% |
6.76 |
| ATR |
3.07 |
3.10 |
0.03 |
1.0% |
0.00 |
| Volume |
40,928 |
33,905 |
-7,023 |
-17.2% |
306,739 |
|
| Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.43 |
102.11 |
95.68 |
|
| R3 |
99.91 |
98.59 |
94.71 |
|
| R2 |
96.39 |
96.39 |
94.39 |
|
| R1 |
95.07 |
95.07 |
94.06 |
95.73 |
| PP |
92.87 |
92.87 |
92.87 |
93.21 |
| S1 |
91.55 |
91.55 |
93.42 |
92.21 |
| S2 |
89.35 |
89.35 |
93.09 |
|
| S3 |
85.83 |
88.03 |
92.77 |
|
| S4 |
82.31 |
84.51 |
91.80 |
|
|
| 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 |
94.20 |
88.96 |
5.24 |
5.6% |
2.70 |
2.9% |
91% |
True |
False |
34,771 |
| 10 |
94.20 |
86.28 |
7.92 |
8.4% |
3.02 |
3.2% |
94% |
True |
False |
46,017 |
| 20 |
94.20 |
81.81 |
12.39 |
13.2% |
2.88 |
3.1% |
96% |
True |
False |
36,300 |
| 40 |
94.20 |
75.66 |
18.54 |
19.8% |
3.03 |
3.2% |
98% |
True |
False |
26,552 |
| 60 |
94.20 |
75.66 |
18.54 |
19.8% |
2.91 |
3.1% |
98% |
True |
False |
20,620 |
| 80 |
102.42 |
75.66 |
26.76 |
28.5% |
2.91 |
3.1% |
68% |
False |
False |
16,876 |
| 100 |
102.42 |
75.66 |
26.76 |
28.5% |
2.75 |
2.9% |
68% |
False |
False |
14,568 |
| 120 |
105.34 |
75.66 |
29.68 |
31.7% |
2.64 |
2.8% |
61% |
False |
False |
12,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.16 |
|
2.618 |
103.42 |
|
1.618 |
99.90 |
|
1.000 |
97.72 |
|
0.618 |
96.38 |
|
HIGH |
94.20 |
|
0.618 |
92.86 |
|
0.500 |
92.44 |
|
0.382 |
92.02 |
|
LOW |
90.68 |
|
0.618 |
88.50 |
|
1.000 |
87.16 |
|
1.618 |
84.98 |
|
2.618 |
81.46 |
|
4.250 |
75.72 |
|
|
| Fisher Pivots for day following 03-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.31 |
93.02 |
| PP |
92.87 |
92.30 |
| S1 |
92.44 |
91.58 |
|