NYMEX Light Sweet Crude Oil Future December 2011
| 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 |
90.98 |
93.93 |
2.95 |
3.2% |
87.05 |
| High |
94.25 |
93.93 |
-0.32 |
-0.3% |
94.65 |
| Low |
90.74 |
92.01 |
1.27 |
1.4% |
87.00 |
| Close |
93.96 |
93.32 |
-0.64 |
-0.7% |
93.32 |
| Range |
3.51 |
1.92 |
-1.59 |
-45.3% |
7.65 |
| ATR |
3.47 |
3.36 |
-0.11 |
-3.1% |
0.00 |
| Volume |
307,473 |
255,087 |
-52,386 |
-17.0% |
1,877,449 |
|
| Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.85 |
98.00 |
94.38 |
|
| R3 |
96.93 |
96.08 |
93.85 |
|
| R2 |
95.01 |
95.01 |
93.67 |
|
| R1 |
94.16 |
94.16 |
93.50 |
93.63 |
| PP |
93.09 |
93.09 |
93.09 |
92.82 |
| S1 |
92.24 |
92.24 |
93.14 |
91.71 |
| S2 |
91.17 |
91.17 |
92.97 |
|
| S3 |
89.25 |
90.32 |
92.79 |
|
| S4 |
87.33 |
88.40 |
92.26 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.61 |
111.61 |
97.53 |
|
| R3 |
106.96 |
103.96 |
95.42 |
|
| R2 |
99.31 |
99.31 |
94.72 |
|
| R1 |
96.31 |
96.31 |
94.02 |
97.81 |
| PP |
91.66 |
91.66 |
91.66 |
92.41 |
| S1 |
88.66 |
88.66 |
92.62 |
90.16 |
| S2 |
84.01 |
84.01 |
91.92 |
|
| S3 |
76.36 |
81.01 |
91.22 |
|
| S4 |
68.71 |
73.36 |
89.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.65 |
87.00 |
7.65 |
8.2% |
3.56 |
3.8% |
83% |
False |
False |
375,489 |
| 10 |
94.65 |
84.22 |
10.43 |
11.2% |
3.30 |
3.5% |
87% |
False |
False |
324,579 |
| 20 |
94.65 |
75.15 |
19.50 |
20.9% |
3.15 |
3.4% |
93% |
False |
False |
234,329 |
| 40 |
94.65 |
75.15 |
19.50 |
20.9% |
3.30 |
3.5% |
93% |
False |
False |
162,800 |
| 60 |
94.65 |
75.15 |
19.50 |
20.9% |
3.38 |
3.6% |
93% |
False |
False |
137,677 |
| 80 |
101.83 |
75.15 |
26.68 |
28.6% |
3.25 |
3.5% |
68% |
False |
False |
116,195 |
| 100 |
104.20 |
75.15 |
29.05 |
31.1% |
3.13 |
3.3% |
63% |
False |
False |
104,971 |
| 120 |
106.14 |
75.15 |
30.99 |
33.2% |
3.12 |
3.3% |
59% |
False |
False |
95,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.09 |
|
2.618 |
98.96 |
|
1.618 |
97.04 |
|
1.000 |
95.85 |
|
0.618 |
95.12 |
|
HIGH |
93.93 |
|
0.618 |
93.20 |
|
0.500 |
92.97 |
|
0.382 |
92.74 |
|
LOW |
92.01 |
|
0.618 |
90.82 |
|
1.000 |
90.09 |
|
1.618 |
88.90 |
|
2.618 |
86.98 |
|
4.250 |
83.85 |
|
|
| Fisher Pivots for day following 28-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.20 |
92.92 |
| PP |
93.09 |
92.52 |
| S1 |
92.97 |
92.13 |
|