NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 02-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
90.26 |
92.52 |
2.26 |
2.5% |
88.75 |
| High |
90.98 |
92.72 |
1.74 |
1.9% |
93.62 |
| Low |
88.58 |
91.82 |
3.24 |
3.7% |
88.04 |
| Close |
91.52 |
91.82 |
0.30 |
0.3% |
92.90 |
| Range |
2.40 |
0.90 |
-1.50 |
-62.5% |
5.58 |
| ATR |
2.78 |
2.67 |
-0.11 |
-4.1% |
0.00 |
| Volume |
6,044 |
19,011 |
12,967 |
214.5% |
89,161 |
|
| Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.82 |
94.22 |
92.32 |
|
| R3 |
93.92 |
93.32 |
92.07 |
|
| R2 |
93.02 |
93.02 |
91.99 |
|
| R1 |
92.42 |
92.42 |
91.90 |
92.27 |
| PP |
92.12 |
92.12 |
92.12 |
92.05 |
| S1 |
91.52 |
91.52 |
91.74 |
91.37 |
| S2 |
91.22 |
91.22 |
91.66 |
|
| S3 |
90.32 |
90.62 |
91.57 |
|
| S4 |
89.42 |
89.72 |
91.33 |
|
|
| 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 |
96.55 |
|
2.618 |
95.08 |
|
1.618 |
94.18 |
|
1.000 |
93.62 |
|
0.618 |
93.28 |
|
HIGH |
92.72 |
|
0.618 |
92.38 |
|
0.500 |
92.27 |
|
0.382 |
92.16 |
|
LOW |
91.82 |
|
0.618 |
91.26 |
|
1.000 |
90.92 |
|
1.618 |
90.36 |
|
2.618 |
89.46 |
|
4.250 |
88.00 |
|
|
| Fisher Pivots for day following 02-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.27 |
91.47 |
| PP |
92.12 |
91.11 |
| S1 |
91.97 |
90.76 |
|