NYMEX Light Sweet Crude Oil Future May 2012
Trading Metrics calculated at close of trading on 26-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
90.79 |
92.30 |
1.51 |
1.7% |
87.71 |
High |
92.76 |
92.73 |
-0.03 |
0.0% |
90.06 |
Low |
90.38 |
89.92 |
-0.46 |
-0.5% |
84.95 |
Close |
91.87 |
89.89 |
-1.98 |
-2.2% |
87.84 |
Range |
2.38 |
2.81 |
0.43 |
18.1% |
5.11 |
ATR |
2.77 |
2.77 |
0.00 |
0.1% |
0.00 |
Volume |
24,662 |
25,852 |
1,190 |
4.8% |
38,714 |
|
Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.28 |
97.39 |
91.44 |
|
R3 |
96.47 |
94.58 |
90.66 |
|
R2 |
93.66 |
93.66 |
90.41 |
|
R1 |
91.77 |
91.77 |
90.15 |
91.31 |
PP |
90.85 |
90.85 |
90.85 |
90.62 |
S1 |
88.96 |
88.96 |
89.63 |
88.50 |
S2 |
88.04 |
88.04 |
89.37 |
|
S3 |
85.23 |
86.15 |
89.12 |
|
S4 |
82.42 |
83.34 |
88.34 |
|
|
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 |
104.67 |
2.618 |
100.09 |
1.618 |
97.28 |
1.000 |
95.54 |
0.618 |
94.47 |
HIGH |
92.73 |
0.618 |
91.66 |
0.500 |
91.33 |
0.382 |
90.99 |
LOW |
89.92 |
0.618 |
88.18 |
1.000 |
87.11 |
1.618 |
85.37 |
2.618 |
82.56 |
4.250 |
77.98 |
|
|
Fisher Pivots for day following 26-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
91.33 |
90.40 |
PP |
90.85 |
90.23 |
S1 |
90.37 |
90.06 |
|