NYMEX Light Sweet Crude Oil Future April 2012
Trading Metrics calculated at close of trading on 13-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
85.60 |
85.59 |
-0.01 |
0.0% |
79.08 |
High |
87.14 |
86.22 |
-0.92 |
-1.1% |
84.44 |
Low |
85.45 |
84.22 |
-1.23 |
-1.4% |
76.15 |
Close |
86.39 |
85.16 |
-1.23 |
-1.4% |
83.49 |
Range |
1.69 |
2.00 |
0.31 |
18.3% |
8.29 |
ATR |
2.98 |
2.92 |
-0.06 |
-1.9% |
0.00 |
Volume |
15,269 |
17,789 |
2,520 |
16.5% |
40,168 |
|
Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.20 |
90.18 |
86.26 |
|
R3 |
89.20 |
88.18 |
85.71 |
|
R2 |
87.20 |
87.20 |
85.53 |
|
R1 |
86.18 |
86.18 |
85.34 |
85.69 |
PP |
85.20 |
85.20 |
85.20 |
84.96 |
S1 |
84.18 |
84.18 |
84.98 |
83.69 |
S2 |
83.20 |
83.20 |
84.79 |
|
S3 |
81.20 |
82.18 |
84.61 |
|
S4 |
79.20 |
80.18 |
84.06 |
|
|
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 |
87.14 |
81.97 |
5.17 |
6.1% |
2.21 |
2.6% |
62% |
False |
False |
12,006 |
10 |
87.14 |
76.15 |
10.99 |
12.9% |
2.69 |
3.2% |
82% |
False |
False |
9,670 |
20 |
90.91 |
76.15 |
14.76 |
17.3% |
2.92 |
3.4% |
61% |
False |
False |
8,355 |
40 |
91.44 |
76.15 |
15.29 |
18.0% |
2.74 |
3.2% |
59% |
False |
False |
7,820 |
60 |
102.67 |
76.15 |
26.52 |
31.1% |
2.64 |
3.1% |
34% |
False |
False |
6,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.72 |
2.618 |
91.46 |
1.618 |
89.46 |
1.000 |
88.22 |
0.618 |
87.46 |
HIGH |
86.22 |
0.618 |
85.46 |
0.500 |
85.22 |
0.382 |
84.98 |
LOW |
84.22 |
0.618 |
82.98 |
1.000 |
82.22 |
1.618 |
80.98 |
2.618 |
78.98 |
4.250 |
75.72 |
|
|
Fisher Pivots for day following 13-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
85.22 |
85.68 |
PP |
85.20 |
85.51 |
S1 |
85.18 |
85.33 |
|