NYMEX Light Sweet Crude Oil Future May 2012
Trading Metrics calculated at close of trading on 10-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
83.20 |
84.11 |
0.91 |
1.1% |
79.37 |
High |
84.71 |
86.40 |
1.69 |
2.0% |
84.71 |
Low |
82.09 |
84.03 |
1.94 |
2.4% |
76.44 |
Close |
83.58 |
85.92 |
2.34 |
2.8% |
83.58 |
Range |
2.62 |
2.37 |
-0.25 |
-9.5% |
8.27 |
ATR |
2.96 |
2.95 |
-0.01 |
-0.3% |
0.00 |
Volume |
10,740 |
6,406 |
-4,334 |
-40.4% |
41,952 |
|
Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.56 |
91.61 |
87.22 |
|
R3 |
90.19 |
89.24 |
86.57 |
|
R2 |
87.82 |
87.82 |
86.35 |
|
R1 |
86.87 |
86.87 |
86.14 |
87.35 |
PP |
85.45 |
85.45 |
85.45 |
85.69 |
S1 |
84.50 |
84.50 |
85.70 |
84.98 |
S2 |
83.08 |
83.08 |
85.49 |
|
S3 |
80.71 |
82.13 |
85.27 |
|
S4 |
78.34 |
79.76 |
84.62 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.39 |
103.25 |
88.13 |
|
R3 |
98.12 |
94.98 |
85.85 |
|
R2 |
89.85 |
89.85 |
85.10 |
|
R1 |
86.71 |
86.71 |
84.34 |
88.28 |
PP |
81.58 |
81.58 |
81.58 |
82.36 |
S1 |
78.44 |
78.44 |
82.82 |
80.01 |
S2 |
73.31 |
73.31 |
82.06 |
|
S3 |
65.04 |
70.17 |
81.31 |
|
S4 |
56.77 |
61.90 |
79.03 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.47 |
2.618 |
92.60 |
1.618 |
90.23 |
1.000 |
88.77 |
0.618 |
87.86 |
HIGH |
86.40 |
0.618 |
85.49 |
0.500 |
85.22 |
0.382 |
84.94 |
LOW |
84.03 |
0.618 |
82.57 |
1.000 |
81.66 |
1.618 |
80.20 |
2.618 |
77.83 |
4.250 |
73.96 |
|
|
Fisher Pivots for day following 10-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
85.69 |
85.03 |
PP |
85.45 |
84.14 |
S1 |
85.22 |
83.25 |
|