NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 28-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
91.44 |
92.56 |
1.12 |
1.2% |
88.75 |
| High |
93.62 |
93.13 |
-0.49 |
-0.5% |
93.62 |
| Low |
90.85 |
91.64 |
0.79 |
0.9% |
88.04 |
| Close |
93.31 |
92.90 |
-0.41 |
-0.4% |
92.90 |
| Range |
2.77 |
1.49 |
-1.28 |
-46.2% |
5.58 |
| ATR |
2.84 |
2.76 |
-0.08 |
-2.9% |
0.00 |
| Volume |
15,370 |
14,323 |
-1,047 |
-6.8% |
89,161 |
|
| Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.03 |
96.45 |
93.72 |
|
| R3 |
95.54 |
94.96 |
93.31 |
|
| R2 |
94.05 |
94.05 |
93.17 |
|
| R1 |
93.47 |
93.47 |
93.04 |
93.76 |
| PP |
92.56 |
92.56 |
92.56 |
92.70 |
| S1 |
91.98 |
91.98 |
92.76 |
92.27 |
| S2 |
91.07 |
91.07 |
92.63 |
|
| S3 |
89.58 |
90.49 |
92.49 |
|
| S4 |
88.09 |
89.00 |
92.08 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.26 |
106.16 |
95.97 |
|
| R3 |
102.68 |
100.58 |
94.43 |
|
| R2 |
97.10 |
97.10 |
93.92 |
|
| R1 |
95.00 |
95.00 |
93.41 |
96.05 |
| PP |
91.52 |
91.52 |
91.52 |
92.05 |
| S1 |
89.42 |
89.42 |
92.39 |
90.47 |
| S2 |
85.94 |
85.94 |
91.88 |
|
| S3 |
80.36 |
83.84 |
91.37 |
|
| S4 |
74.78 |
78.26 |
89.83 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.46 |
|
2.618 |
97.03 |
|
1.618 |
95.54 |
|
1.000 |
94.62 |
|
0.618 |
94.05 |
|
HIGH |
93.13 |
|
0.618 |
92.56 |
|
0.500 |
92.39 |
|
0.382 |
92.21 |
|
LOW |
91.64 |
|
0.618 |
90.72 |
|
1.000 |
90.15 |
|
1.618 |
89.23 |
|
2.618 |
87.74 |
|
4.250 |
85.31 |
|
|
| Fisher Pivots for day following 28-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.73 |
92.52 |
| PP |
92.56 |
92.15 |
| S1 |
92.39 |
91.77 |
|