NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 19-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
86.83 |
88.96 |
2.13 |
2.5% |
83.45 |
| High |
89.60 |
90.00 |
0.40 |
0.4% |
87.91 |
| Low |
86.35 |
86.52 |
0.17 |
0.2% |
83.42 |
| Close |
89.00 |
86.74 |
-2.26 |
-2.5% |
87.31 |
| Range |
3.25 |
3.48 |
0.23 |
7.1% |
4.49 |
| ATR |
2.97 |
3.01 |
0.04 |
1.2% |
0.00 |
| Volume |
16,928 |
22,691 |
5,763 |
34.0% |
118,707 |
|
| Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.19 |
95.95 |
88.65 |
|
| R3 |
94.71 |
92.47 |
87.70 |
|
| R2 |
91.23 |
91.23 |
87.38 |
|
| R1 |
88.99 |
88.99 |
87.06 |
88.37 |
| PP |
87.75 |
87.75 |
87.75 |
87.45 |
| S1 |
85.51 |
85.51 |
86.42 |
84.89 |
| S2 |
84.27 |
84.27 |
86.10 |
|
| S3 |
80.79 |
82.03 |
85.78 |
|
| S4 |
77.31 |
78.55 |
84.83 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.68 |
97.99 |
89.78 |
|
| R3 |
95.19 |
93.50 |
88.54 |
|
| R2 |
90.70 |
90.70 |
88.13 |
|
| R1 |
89.01 |
89.01 |
87.72 |
89.86 |
| PP |
86.21 |
86.21 |
86.21 |
86.64 |
| S1 |
84.52 |
84.52 |
86.90 |
85.37 |
| S2 |
81.72 |
81.72 |
86.49 |
|
| S3 |
77.23 |
80.03 |
86.08 |
|
| S4 |
72.74 |
75.54 |
84.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.00 |
84.05 |
5.95 |
6.9% |
2.81 |
3.2% |
45% |
True |
False |
22,618 |
| 10 |
90.00 |
79.75 |
10.25 |
11.8% |
2.73 |
3.2% |
68% |
True |
False |
22,397 |
| 20 |
90.00 |
75.90 |
14.10 |
16.3% |
3.17 |
3.7% |
77% |
True |
False |
19,097 |
| 40 |
91.34 |
75.90 |
15.44 |
17.8% |
2.75 |
3.2% |
70% |
False |
False |
16,094 |
| 60 |
101.88 |
75.90 |
25.98 |
30.0% |
2.93 |
3.4% |
42% |
False |
False |
13,512 |
| 80 |
102.81 |
75.90 |
26.91 |
31.0% |
2.62 |
3.0% |
40% |
False |
False |
11,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.79 |
|
2.618 |
99.11 |
|
1.618 |
95.63 |
|
1.000 |
93.48 |
|
0.618 |
92.15 |
|
HIGH |
90.00 |
|
0.618 |
88.67 |
|
0.500 |
88.26 |
|
0.382 |
87.85 |
|
LOW |
86.52 |
|
0.618 |
84.37 |
|
1.000 |
83.04 |
|
1.618 |
80.89 |
|
2.618 |
77.41 |
|
4.250 |
71.73 |
|
|
| Fisher Pivots for day following 19-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
88.26 |
88.18 |
| PP |
87.75 |
87.70 |
| S1 |
87.25 |
87.22 |
|