NYMEX Light Sweet Crude Oil Future May 2012
Trading Metrics calculated at close of trading on 03-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2011 |
03-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
83.50 |
79.37 |
-4.13 |
-4.9% |
80.13 |
High |
84.25 |
79.88 |
-4.37 |
-5.2% |
86.02 |
Low |
80.07 |
78.37 |
-1.70 |
-2.1% |
79.11 |
Close |
80.29 |
78.99 |
-1.30 |
-1.6% |
80.29 |
Range |
4.18 |
1.51 |
-2.67 |
-63.9% |
6.91 |
ATR |
3.00 |
2.93 |
-0.08 |
-2.6% |
0.00 |
Volume |
4,525 |
6,810 |
2,285 |
50.5% |
28,678 |
|
Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.61 |
82.81 |
79.82 |
|
R3 |
82.10 |
81.30 |
79.41 |
|
R2 |
80.59 |
80.59 |
79.27 |
|
R1 |
79.79 |
79.79 |
79.13 |
79.44 |
PP |
79.08 |
79.08 |
79.08 |
78.90 |
S1 |
78.28 |
78.28 |
78.85 |
77.93 |
S2 |
77.57 |
77.57 |
78.71 |
|
S3 |
76.06 |
76.77 |
78.57 |
|
S4 |
74.55 |
75.26 |
78.16 |
|
|
Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.54 |
98.32 |
84.09 |
|
R3 |
95.63 |
91.41 |
82.19 |
|
R2 |
88.72 |
88.72 |
81.56 |
|
R1 |
84.50 |
84.50 |
80.92 |
86.61 |
PP |
81.81 |
81.81 |
81.81 |
82.86 |
S1 |
77.59 |
77.59 |
79.66 |
79.70 |
S2 |
74.90 |
74.90 |
79.02 |
|
S3 |
67.99 |
70.68 |
78.39 |
|
S4 |
61.08 |
63.77 |
76.49 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.30 |
2.618 |
83.83 |
1.618 |
82.32 |
1.000 |
81.39 |
0.618 |
80.81 |
HIGH |
79.88 |
0.618 |
79.30 |
0.500 |
79.13 |
0.382 |
78.95 |
LOW |
78.37 |
0.618 |
77.44 |
1.000 |
76.86 |
1.618 |
75.93 |
2.618 |
74.42 |
4.250 |
71.95 |
|
|
Fisher Pivots for day following 03-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
79.13 |
81.69 |
PP |
79.08 |
80.79 |
S1 |
79.04 |
79.89 |
|