NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 20-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
88.96 |
86.69 |
-2.27 |
-2.6% |
83.45 |
| High |
90.00 |
87.46 |
-2.54 |
-2.8% |
87.91 |
| Low |
86.52 |
84.69 |
-1.83 |
-2.1% |
83.42 |
| Close |
86.74 |
86.53 |
-0.21 |
-0.2% |
87.31 |
| Range |
3.48 |
2.77 |
-0.71 |
-20.4% |
4.49 |
| ATR |
3.01 |
2.99 |
-0.02 |
-0.6% |
0.00 |
| Volume |
22,691 |
18,496 |
-4,195 |
-18.5% |
118,707 |
|
| Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.54 |
93.30 |
88.05 |
|
| R3 |
91.77 |
90.53 |
87.29 |
|
| R2 |
89.00 |
89.00 |
87.04 |
|
| R1 |
87.76 |
87.76 |
86.78 |
87.00 |
| PP |
86.23 |
86.23 |
86.23 |
85.84 |
| S1 |
84.99 |
84.99 |
86.28 |
84.23 |
| S2 |
83.46 |
83.46 |
86.02 |
|
| S3 |
80.69 |
82.22 |
85.77 |
|
| S4 |
77.92 |
79.45 |
85.01 |
|
|
| 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 |
84.69 |
5.31 |
6.1% |
2.97 |
3.4% |
35% |
False |
True |
20,203 |
| 10 |
90.00 |
81.87 |
8.13 |
9.4% |
2.65 |
3.1% |
57% |
False |
False |
22,062 |
| 20 |
90.00 |
75.90 |
14.10 |
16.3% |
3.05 |
3.5% |
75% |
False |
False |
19,290 |
| 40 |
91.34 |
75.90 |
15.44 |
17.8% |
2.78 |
3.2% |
69% |
False |
False |
16,340 |
| 60 |
100.59 |
75.90 |
24.69 |
28.5% |
2.95 |
3.4% |
43% |
False |
False |
13,701 |
| 80 |
102.81 |
75.90 |
26.91 |
31.1% |
2.65 |
3.1% |
40% |
False |
False |
11,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.23 |
|
2.618 |
94.71 |
|
1.618 |
91.94 |
|
1.000 |
90.23 |
|
0.618 |
89.17 |
|
HIGH |
87.46 |
|
0.618 |
86.40 |
|
0.500 |
86.08 |
|
0.382 |
85.75 |
|
LOW |
84.69 |
|
0.618 |
82.98 |
|
1.000 |
81.92 |
|
1.618 |
80.21 |
|
2.618 |
77.44 |
|
4.250 |
72.92 |
|
|
| Fisher Pivots for day following 20-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
86.38 |
87.35 |
| PP |
86.23 |
87.07 |
| S1 |
86.08 |
86.80 |
|