NYMEX Light Sweet Crude Oil Future January 2012
Trading Metrics calculated at close of trading on 01-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
93.42 |
92.41 |
-1.01 |
-1.1% |
87.42 |
High |
93.55 |
92.73 |
-0.82 |
-0.9% |
94.22 |
Low |
91.27 |
89.05 |
-2.22 |
-2.4% |
87.14 |
Close |
93.08 |
92.05 |
-1.03 |
-1.1% |
93.24 |
Range |
2.28 |
3.68 |
1.40 |
61.4% |
7.08 |
ATR |
3.16 |
3.22 |
0.06 |
2.0% |
0.00 |
Volume |
81,869 |
43,846 |
-38,023 |
-46.4% |
632,464 |
|
Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.32 |
100.86 |
94.07 |
|
R3 |
98.64 |
97.18 |
93.06 |
|
R2 |
94.96 |
94.96 |
92.72 |
|
R1 |
93.50 |
93.50 |
92.39 |
92.39 |
PP |
91.28 |
91.28 |
91.28 |
90.72 |
S1 |
89.82 |
89.82 |
91.71 |
88.71 |
S2 |
87.60 |
87.60 |
91.38 |
|
S3 |
83.92 |
86.14 |
91.04 |
|
S4 |
80.24 |
82.46 |
90.03 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.77 |
110.09 |
97.13 |
|
R3 |
105.69 |
103.01 |
95.19 |
|
R2 |
98.61 |
98.61 |
94.54 |
|
R1 |
95.93 |
95.93 |
93.89 |
97.27 |
PP |
91.53 |
91.53 |
91.53 |
92.21 |
S1 |
88.85 |
88.85 |
92.59 |
90.19 |
S2 |
84.45 |
84.45 |
91.94 |
|
S3 |
77.37 |
81.77 |
91.29 |
|
S4 |
70.29 |
74.69 |
89.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.16 |
89.05 |
5.11 |
5.6% |
2.96 |
3.2% |
59% |
False |
True |
95,954 |
10 |
94.22 |
84.38 |
9.84 |
10.7% |
3.20 |
3.5% |
78% |
False |
False |
92,558 |
20 |
94.22 |
77.30 |
16.92 |
18.4% |
3.00 |
3.3% |
87% |
False |
False |
75,940 |
40 |
94.22 |
75.35 |
18.87 |
20.5% |
3.15 |
3.4% |
89% |
False |
False |
54,348 |
60 |
94.22 |
75.35 |
18.87 |
20.5% |
3.16 |
3.4% |
89% |
False |
False |
42,555 |
80 |
102.12 |
75.35 |
26.77 |
29.1% |
3.06 |
3.3% |
62% |
False |
False |
34,241 |
100 |
102.12 |
75.35 |
26.77 |
29.1% |
2.89 |
3.1% |
62% |
False |
False |
29,233 |
120 |
105.30 |
75.35 |
29.95 |
32.5% |
2.79 |
3.0% |
56% |
False |
False |
25,509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.37 |
2.618 |
102.36 |
1.618 |
98.68 |
1.000 |
96.41 |
0.618 |
95.00 |
HIGH |
92.73 |
0.618 |
91.32 |
0.500 |
90.89 |
0.382 |
90.46 |
LOW |
89.05 |
0.618 |
86.78 |
1.000 |
85.37 |
1.618 |
83.10 |
2.618 |
79.42 |
4.250 |
73.41 |
|
|
Fisher Pivots for day following 01-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
91.66 |
91.84 |
PP |
91.28 |
91.63 |
S1 |
90.89 |
91.43 |
|