NYMEX Light Sweet Crude Oil Future March 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 |
90.95 |
91.74 |
0.79 |
0.9% |
87.48 |
| High |
93.14 |
93.91 |
0.77 |
0.8% |
93.98 |
| Low |
90.95 |
90.50 |
-0.45 |
-0.5% |
87.40 |
| Close |
92.05 |
93.59 |
1.54 |
1.7% |
93.09 |
| Range |
2.19 |
3.41 |
1.22 |
55.7% |
6.58 |
| ATR |
2.97 |
3.00 |
0.03 |
1.1% |
0.00 |
| Volume |
40,161 |
27,023 |
-13,138 |
-32.7% |
238,073 |
|
| Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.90 |
101.65 |
95.47 |
|
| R3 |
99.49 |
98.24 |
94.53 |
|
| R2 |
96.08 |
96.08 |
94.22 |
|
| R1 |
94.83 |
94.83 |
93.90 |
95.46 |
| PP |
92.67 |
92.67 |
92.67 |
92.98 |
| S1 |
91.42 |
91.42 |
93.28 |
92.05 |
| S2 |
89.26 |
89.26 |
92.96 |
|
| S3 |
85.85 |
88.01 |
92.65 |
|
| S4 |
82.44 |
84.60 |
91.71 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.23 |
108.74 |
96.71 |
|
| R3 |
104.65 |
102.16 |
94.90 |
|
| R2 |
98.07 |
98.07 |
94.30 |
|
| R1 |
95.58 |
95.58 |
93.69 |
96.83 |
| PP |
91.49 |
91.49 |
91.49 |
92.11 |
| S1 |
89.00 |
89.00 |
92.49 |
90.25 |
| S2 |
84.91 |
84.91 |
91.88 |
|
| S3 |
78.33 |
82.42 |
91.28 |
|
| S4 |
71.75 |
75.84 |
89.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.91 |
88.85 |
5.06 |
5.4% |
2.60 |
2.8% |
94% |
True |
False |
29,971 |
| 10 |
93.98 |
86.50 |
7.48 |
8.0% |
2.89 |
3.1% |
95% |
False |
False |
37,411 |
| 20 |
93.98 |
81.87 |
12.11 |
12.9% |
2.77 |
3.0% |
97% |
False |
False |
29,737 |
| 40 |
93.98 |
75.90 |
18.08 |
19.3% |
2.93 |
3.1% |
98% |
False |
False |
22,765 |
| 60 |
93.98 |
75.90 |
18.08 |
19.3% |
2.84 |
3.0% |
98% |
False |
False |
18,711 |
| 80 |
102.81 |
75.90 |
26.91 |
28.8% |
2.81 |
3.0% |
66% |
False |
False |
15,734 |
| 100 |
102.81 |
75.90 |
26.91 |
28.8% |
2.61 |
2.8% |
66% |
False |
False |
13,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.40 |
|
2.618 |
102.84 |
|
1.618 |
99.43 |
|
1.000 |
97.32 |
|
0.618 |
96.02 |
|
HIGH |
93.91 |
|
0.618 |
92.61 |
|
0.500 |
92.21 |
|
0.382 |
91.80 |
|
LOW |
90.50 |
|
0.618 |
88.39 |
|
1.000 |
87.09 |
|
1.618 |
84.98 |
|
2.618 |
81.57 |
|
4.250 |
76.01 |
|
|
| Fisher Pivots for day following 03-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.13 |
92.85 |
| PP |
92.67 |
92.12 |
| S1 |
92.21 |
91.38 |
|