NYMEX Light Sweet Crude Oil Future May 2012
Trading Metrics calculated at close of trading on 01-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
92.48 |
90.26 |
-2.22 |
-2.4% |
88.75 |
High |
92.94 |
90.98 |
-1.96 |
-2.1% |
93.62 |
Low |
91.28 |
88.58 |
-2.70 |
-3.0% |
88.04 |
Close |
92.71 |
91.52 |
-1.19 |
-1.3% |
92.90 |
Range |
1.66 |
2.40 |
0.74 |
44.6% |
5.58 |
ATR |
2.68 |
2.78 |
0.10 |
3.9% |
0.00 |
Volume |
12,506 |
6,044 |
-6,462 |
-51.7% |
89,161 |
|
Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.56 |
96.94 |
92.84 |
|
R3 |
95.16 |
94.54 |
92.18 |
|
R2 |
92.76 |
92.76 |
91.96 |
|
R1 |
92.14 |
92.14 |
91.74 |
92.45 |
PP |
90.36 |
90.36 |
90.36 |
90.52 |
S1 |
89.74 |
89.74 |
91.30 |
90.05 |
S2 |
87.96 |
87.96 |
91.08 |
|
S3 |
85.56 |
87.34 |
90.86 |
|
S4 |
83.16 |
84.94 |
90.20 |
|
|
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 |
101.18 |
2.618 |
97.26 |
1.618 |
94.86 |
1.000 |
93.38 |
0.618 |
92.46 |
HIGH |
90.98 |
0.618 |
90.06 |
0.500 |
89.78 |
0.382 |
89.50 |
LOW |
88.58 |
0.618 |
87.10 |
1.000 |
86.18 |
1.618 |
84.70 |
2.618 |
82.30 |
4.250 |
78.38 |
|
|
Fisher Pivots for day following 01-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
90.94 |
91.30 |
PP |
90.36 |
91.08 |
S1 |
89.78 |
90.86 |
|