NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 26-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
90.61 |
92.44 |
1.83 |
2.0% |
87.66 |
| High |
93.09 |
92.87 |
-0.22 |
-0.2% |
89.98 |
| Low |
90.52 |
90.00 |
-0.52 |
-0.6% |
84.94 |
| Close |
92.14 |
89.98 |
-2.16 |
-2.3% |
87.77 |
| Range |
2.57 |
2.87 |
0.30 |
11.7% |
5.04 |
| ATR |
2.88 |
2.88 |
0.00 |
0.0% |
0.00 |
| Volume |
32,366 |
38,137 |
5,771 |
17.8% |
46,062 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.56 |
97.64 |
91.56 |
|
| R3 |
96.69 |
94.77 |
90.77 |
|
| R2 |
93.82 |
93.82 |
90.51 |
|
| R1 |
91.90 |
91.90 |
90.24 |
91.43 |
| PP |
90.95 |
90.95 |
90.95 |
90.71 |
| S1 |
89.03 |
89.03 |
89.72 |
88.56 |
| S2 |
88.08 |
88.08 |
89.45 |
|
| S3 |
85.21 |
86.16 |
89.19 |
|
| S4 |
82.34 |
83.29 |
88.40 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.68 |
100.27 |
90.54 |
|
| R3 |
97.64 |
95.23 |
89.16 |
|
| R2 |
92.60 |
92.60 |
88.69 |
|
| R1 |
90.19 |
90.19 |
88.23 |
91.40 |
| PP |
87.56 |
87.56 |
87.56 |
88.17 |
| S1 |
85.15 |
85.15 |
87.31 |
86.36 |
| S2 |
82.52 |
82.52 |
86.85 |
|
| S3 |
77.48 |
80.11 |
86.38 |
|
| S4 |
72.44 |
75.07 |
85.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.09 |
84.94 |
8.15 |
9.1% |
2.80 |
3.1% |
62% |
False |
False |
19,103 |
| 10 |
93.09 |
84.22 |
8.87 |
9.9% |
2.72 |
3.0% |
65% |
False |
False |
15,336 |
| 20 |
93.09 |
76.15 |
16.94 |
18.8% |
2.78 |
3.1% |
82% |
False |
False |
11,944 |
| 40 |
93.09 |
76.15 |
16.94 |
18.8% |
2.74 |
3.0% |
82% |
False |
False |
10,017 |
| 60 |
96.63 |
76.15 |
20.48 |
22.8% |
2.81 |
3.1% |
68% |
False |
False |
8,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.07 |
|
2.618 |
100.38 |
|
1.618 |
97.51 |
|
1.000 |
95.74 |
|
0.618 |
94.64 |
|
HIGH |
92.87 |
|
0.618 |
91.77 |
|
0.500 |
91.44 |
|
0.382 |
91.10 |
|
LOW |
90.00 |
|
0.618 |
88.23 |
|
1.000 |
87.13 |
|
1.618 |
85.36 |
|
2.618 |
82.49 |
|
4.250 |
77.80 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
91.44 |
90.52 |
| PP |
90.95 |
90.34 |
| S1 |
90.47 |
90.16 |
|