NYMEX Light Sweet Crude Oil Future May 2012
Trading Metrics calculated at close of trading on 25-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
88.75 |
90.79 |
2.04 |
2.3% |
87.71 |
High |
91.07 |
92.76 |
1.69 |
1.9% |
90.06 |
Low |
88.04 |
90.38 |
2.34 |
2.7% |
84.95 |
Close |
90.62 |
91.87 |
1.25 |
1.4% |
87.84 |
Range |
3.03 |
2.38 |
-0.65 |
-21.5% |
5.11 |
ATR |
2.80 |
2.77 |
-0.03 |
-1.1% |
0.00 |
Volume |
8,954 |
24,662 |
15,708 |
175.4% |
38,714 |
|
Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.81 |
97.72 |
93.18 |
|
R3 |
96.43 |
95.34 |
92.52 |
|
R2 |
94.05 |
94.05 |
92.31 |
|
R1 |
92.96 |
92.96 |
92.09 |
93.51 |
PP |
91.67 |
91.67 |
91.67 |
91.94 |
S1 |
90.58 |
90.58 |
91.65 |
91.13 |
S2 |
89.29 |
89.29 |
91.43 |
|
S3 |
86.91 |
88.20 |
91.22 |
|
S4 |
84.53 |
85.82 |
90.56 |
|
|
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 |
102.88 |
2.618 |
98.99 |
1.618 |
96.61 |
1.000 |
95.14 |
0.618 |
94.23 |
HIGH |
92.76 |
0.618 |
91.85 |
0.500 |
91.57 |
0.382 |
91.29 |
LOW |
90.38 |
0.618 |
88.91 |
1.000 |
88.00 |
1.618 |
86.53 |
2.618 |
84.15 |
4.250 |
80.27 |
|
|
Fisher Pivots for day following 25-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
91.77 |
91.17 |
PP |
91.67 |
90.46 |
S1 |
91.57 |
89.76 |
|