NYMEX Light Sweet Crude Oil Future December 2011
Trading Metrics calculated at close of trading on 03-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2011 |
03-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
83.16 |
78.72 |
-4.44 |
-5.3% |
79.80 |
High |
83.39 |
79.83 |
-3.56 |
-4.3% |
85.00 |
Low |
78.67 |
76.46 |
-2.21 |
-2.8% |
77.38 |
Close |
79.33 |
77.83 |
-1.50 |
-1.9% |
79.33 |
Range |
4.72 |
3.37 |
-1.35 |
-28.6% |
7.62 |
ATR |
3.65 |
3.63 |
-0.02 |
-0.6% |
0.00 |
Volume |
131,725 |
138,992 |
7,267 |
5.5% |
470,210 |
|
Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.15 |
86.36 |
79.68 |
|
R3 |
84.78 |
82.99 |
78.76 |
|
R2 |
81.41 |
81.41 |
78.45 |
|
R1 |
79.62 |
79.62 |
78.14 |
78.83 |
PP |
78.04 |
78.04 |
78.04 |
77.65 |
S1 |
76.25 |
76.25 |
77.52 |
75.46 |
S2 |
74.67 |
74.67 |
77.21 |
|
S3 |
71.30 |
72.88 |
76.90 |
|
S4 |
67.93 |
69.51 |
75.98 |
|
|
Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.43 |
99.00 |
83.52 |
|
R3 |
95.81 |
91.38 |
81.43 |
|
R2 |
88.19 |
88.19 |
80.73 |
|
R1 |
83.76 |
83.76 |
80.03 |
82.17 |
PP |
80.57 |
80.57 |
80.57 |
79.77 |
S1 |
76.14 |
76.14 |
78.63 |
74.55 |
S2 |
72.95 |
72.95 |
77.93 |
|
S3 |
65.33 |
68.52 |
77.23 |
|
S4 |
57.71 |
60.90 |
75.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
85.00 |
76.46 |
8.54 |
11.0% |
4.06 |
5.2% |
16% |
False |
True |
104,529 |
10 |
88.24 |
76.46 |
11.78 |
15.1% |
4.00 |
5.1% |
12% |
False |
True |
100,687 |
20 |
90.96 |
76.46 |
14.50 |
18.6% |
3.45 |
4.4% |
9% |
False |
True |
94,468 |
40 |
90.96 |
76.46 |
14.50 |
18.6% |
3.45 |
4.4% |
9% |
False |
True |
89,867 |
60 |
101.83 |
76.46 |
25.37 |
32.6% |
3.29 |
4.2% |
5% |
False |
True |
77,891 |
80 |
104.03 |
76.46 |
27.57 |
35.4% |
3.14 |
4.0% |
5% |
False |
True |
73,375 |
100 |
105.14 |
76.46 |
28.68 |
36.8% |
3.07 |
3.9% |
5% |
False |
True |
69,039 |
120 |
115.50 |
76.46 |
39.04 |
50.2% |
3.17 |
4.1% |
4% |
False |
True |
65,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.15 |
2.618 |
88.65 |
1.618 |
85.28 |
1.000 |
83.20 |
0.618 |
81.91 |
HIGH |
79.83 |
0.618 |
78.54 |
0.500 |
78.15 |
0.382 |
77.75 |
LOW |
76.46 |
0.618 |
74.38 |
1.000 |
73.09 |
1.618 |
71.01 |
2.618 |
67.64 |
4.250 |
62.14 |
|
|
Fisher Pivots for day following 03-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
78.15 |
80.33 |
PP |
78.04 |
79.50 |
S1 |
77.94 |
78.66 |
|