NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 24-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
87.14 |
88.75 |
1.61 |
1.8% |
87.71 |
| High |
89.40 |
91.07 |
1.67 |
1.9% |
90.06 |
| Low |
86.76 |
88.04 |
1.28 |
1.5% |
84.95 |
| Close |
87.84 |
90.62 |
2.78 |
3.2% |
87.84 |
| Range |
2.64 |
3.03 |
0.39 |
14.8% |
5.11 |
| ATR |
2.76 |
2.80 |
0.03 |
1.2% |
0.00 |
| Volume |
6,316 |
8,954 |
2,638 |
41.8% |
38,714 |
|
| Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.00 |
97.84 |
92.29 |
|
| R3 |
95.97 |
94.81 |
91.45 |
|
| R2 |
92.94 |
92.94 |
91.18 |
|
| R1 |
91.78 |
91.78 |
90.90 |
92.36 |
| PP |
89.91 |
89.91 |
89.91 |
90.20 |
| S1 |
88.75 |
88.75 |
90.34 |
89.33 |
| S2 |
86.88 |
86.88 |
90.06 |
|
| S3 |
83.85 |
85.72 |
89.79 |
|
| S4 |
80.82 |
82.69 |
88.95 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.95 |
100.50 |
90.65 |
|
| R3 |
97.84 |
95.39 |
89.25 |
|
| R2 |
92.73 |
92.73 |
88.78 |
|
| R1 |
90.28 |
90.28 |
88.31 |
91.51 |
| PP |
87.62 |
87.62 |
87.62 |
88.23 |
| S1 |
85.17 |
85.17 |
87.37 |
86.40 |
| S2 |
82.51 |
82.51 |
86.90 |
|
| S3 |
77.40 |
80.06 |
86.43 |
|
| S4 |
72.29 |
74.95 |
85.03 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.95 |
|
2.618 |
99.00 |
|
1.618 |
95.97 |
|
1.000 |
94.10 |
|
0.618 |
92.94 |
|
HIGH |
91.07 |
|
0.618 |
89.91 |
|
0.500 |
89.56 |
|
0.382 |
89.20 |
|
LOW |
88.04 |
|
0.618 |
86.17 |
|
1.000 |
85.01 |
|
1.618 |
83.14 |
|
2.618 |
80.11 |
|
4.250 |
75.16 |
|
|
| Fisher Pivots for day following 24-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
90.27 |
89.75 |
| PP |
89.91 |
88.88 |
| S1 |
89.56 |
88.01 |
|