NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 11-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
84.43 |
85.74 |
1.31 |
1.6% |
79.08 |
| High |
86.40 |
87.09 |
0.69 |
0.8% |
84.44 |
| Low |
83.95 |
84.63 |
0.68 |
0.8% |
76.15 |
| Close |
85.86 |
86.60 |
0.74 |
0.9% |
83.49 |
| Range |
2.45 |
2.46 |
0.01 |
0.4% |
8.29 |
| ATR |
3.13 |
3.08 |
-0.05 |
-1.5% |
0.00 |
| Volume |
6,961 |
11,267 |
4,306 |
61.9% |
40,168 |
|
| Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.49 |
92.50 |
87.95 |
|
| R3 |
91.03 |
90.04 |
87.28 |
|
| R2 |
88.57 |
88.57 |
87.05 |
|
| R1 |
87.58 |
87.58 |
86.83 |
88.08 |
| PP |
86.11 |
86.11 |
86.11 |
86.35 |
| S1 |
85.12 |
85.12 |
86.37 |
85.62 |
| S2 |
83.65 |
83.65 |
86.15 |
|
| S3 |
81.19 |
82.66 |
85.92 |
|
| S4 |
78.73 |
80.20 |
85.25 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.23 |
103.15 |
88.05 |
|
| R3 |
97.94 |
94.86 |
85.77 |
|
| R2 |
89.65 |
89.65 |
85.01 |
|
| R1 |
86.57 |
86.57 |
84.25 |
88.11 |
| PP |
81.36 |
81.36 |
81.36 |
82.13 |
| S1 |
78.28 |
78.28 |
82.73 |
79.82 |
| S2 |
73.07 |
73.07 |
81.97 |
|
| S3 |
64.78 |
69.99 |
81.21 |
|
| S4 |
56.49 |
61.70 |
78.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.09 |
78.03 |
9.06 |
10.5% |
2.66 |
3.1% |
95% |
True |
False |
9,127 |
| 10 |
87.09 |
76.15 |
10.94 |
12.6% |
2.99 |
3.5% |
96% |
True |
False |
7,594 |
| 20 |
91.16 |
76.15 |
15.01 |
17.3% |
2.91 |
3.4% |
70% |
False |
False |
7,910 |
| 40 |
91.44 |
76.15 |
15.29 |
17.7% |
2.73 |
3.2% |
68% |
False |
False |
7,232 |
| 60 |
102.67 |
76.15 |
26.52 |
30.6% |
2.63 |
3.0% |
39% |
False |
False |
6,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.55 |
|
2.618 |
93.53 |
|
1.618 |
91.07 |
|
1.000 |
89.55 |
|
0.618 |
88.61 |
|
HIGH |
87.09 |
|
0.618 |
86.15 |
|
0.500 |
85.86 |
|
0.382 |
85.57 |
|
LOW |
84.63 |
|
0.618 |
83.11 |
|
1.000 |
82.17 |
|
1.618 |
80.65 |
|
2.618 |
78.19 |
|
4.250 |
74.18 |
|
|
| Fisher Pivots for day following 11-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
86.35 |
85.91 |
| PP |
86.11 |
85.22 |
| S1 |
85.86 |
84.53 |
|