NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 28-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
91.36 |
92.66 |
1.30 |
1.4% |
88.58 |
| High |
93.84 |
93.15 |
-0.69 |
-0.7% |
93.84 |
| Low |
90.95 |
91.72 |
0.77 |
0.8% |
87.95 |
| Close |
93.41 |
93.00 |
-0.41 |
-0.4% |
93.00 |
| Range |
2.89 |
1.43 |
-1.46 |
-50.5% |
5.89 |
| ATR |
2.95 |
2.86 |
-0.09 |
-3.0% |
0.00 |
| Volume |
17,945 |
15,144 |
-2,801 |
-15.6% |
113,522 |
|
| Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.91 |
96.39 |
93.79 |
|
| R3 |
95.48 |
94.96 |
93.39 |
|
| R2 |
94.05 |
94.05 |
93.26 |
|
| R1 |
93.53 |
93.53 |
93.13 |
93.79 |
| PP |
92.62 |
92.62 |
92.62 |
92.76 |
| S1 |
92.10 |
92.10 |
92.87 |
92.36 |
| S2 |
91.19 |
91.19 |
92.74 |
|
| S3 |
89.76 |
90.67 |
92.61 |
|
| S4 |
88.33 |
89.24 |
92.21 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.27 |
107.02 |
96.24 |
|
| R3 |
103.38 |
101.13 |
94.62 |
|
| R2 |
97.49 |
97.49 |
94.08 |
|
| R1 |
95.24 |
95.24 |
93.54 |
96.37 |
| PP |
91.60 |
91.60 |
91.60 |
92.16 |
| S1 |
89.35 |
89.35 |
92.46 |
90.48 |
| S2 |
85.71 |
85.71 |
91.92 |
|
| S3 |
79.82 |
83.46 |
91.38 |
|
| S4 |
73.93 |
77.57 |
89.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.84 |
87.95 |
5.89 |
6.3% |
2.62 |
2.8% |
86% |
False |
False |
22,704 |
| 10 |
93.84 |
84.94 |
8.90 |
9.6% |
2.64 |
2.8% |
91% |
False |
False |
15,958 |
| 20 |
93.84 |
76.15 |
17.69 |
19.0% |
2.60 |
2.8% |
95% |
False |
False |
13,006 |
| 40 |
93.84 |
76.15 |
17.69 |
19.0% |
2.77 |
3.0% |
95% |
False |
False |
10,217 |
| 60 |
93.84 |
76.15 |
17.69 |
19.0% |
2.76 |
3.0% |
95% |
False |
False |
8,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.23 |
|
2.618 |
96.89 |
|
1.618 |
95.46 |
|
1.000 |
94.58 |
|
0.618 |
94.03 |
|
HIGH |
93.15 |
|
0.618 |
92.60 |
|
0.500 |
92.44 |
|
0.382 |
92.27 |
|
LOW |
91.72 |
|
0.618 |
90.84 |
|
1.000 |
90.29 |
|
1.618 |
89.41 |
|
2.618 |
87.98 |
|
4.250 |
85.64 |
|
|
| Fisher Pivots for day following 28-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.81 |
92.64 |
| PP |
92.62 |
92.28 |
| S1 |
92.44 |
91.92 |
|