NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 31-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
92.56 |
92.48 |
-0.08 |
-0.1% |
88.75 |
| High |
93.13 |
92.94 |
-0.19 |
-0.2% |
93.62 |
| Low |
91.64 |
91.28 |
-0.36 |
-0.4% |
88.04 |
| Close |
92.90 |
92.71 |
-0.19 |
-0.2% |
92.90 |
| Range |
1.49 |
1.66 |
0.17 |
11.4% |
5.58 |
| ATR |
2.76 |
2.68 |
-0.08 |
-2.8% |
0.00 |
| Volume |
14,323 |
12,506 |
-1,817 |
-12.7% |
89,161 |
|
| Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.29 |
96.66 |
93.62 |
|
| R3 |
95.63 |
95.00 |
93.17 |
|
| R2 |
93.97 |
93.97 |
93.01 |
|
| R1 |
93.34 |
93.34 |
92.86 |
93.66 |
| PP |
92.31 |
92.31 |
92.31 |
92.47 |
| S1 |
91.68 |
91.68 |
92.56 |
92.00 |
| S2 |
90.65 |
90.65 |
92.41 |
|
| S3 |
88.99 |
90.02 |
92.25 |
|
| S4 |
87.33 |
88.36 |
91.80 |
|
|
| 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 |
100.00 |
|
2.618 |
97.29 |
|
1.618 |
95.63 |
|
1.000 |
94.60 |
|
0.618 |
93.97 |
|
HIGH |
92.94 |
|
0.618 |
92.31 |
|
0.500 |
92.11 |
|
0.382 |
91.91 |
|
LOW |
91.28 |
|
0.618 |
90.25 |
|
1.000 |
89.62 |
|
1.618 |
88.59 |
|
2.618 |
86.93 |
|
4.250 |
84.23 |
|
|
| Fisher Pivots for day following 31-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.51 |
92.55 |
| PP |
92.31 |
92.39 |
| S1 |
92.11 |
92.24 |
|