NYMEX Light Sweet Crude Oil Future June 2012
Trading Metrics calculated at close of trading on 25-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
87.62 |
90.28 |
2.66 |
3.0% |
88.32 |
High |
91.05 |
92.53 |
1.48 |
1.6% |
90.09 |
Low |
87.62 |
90.20 |
2.58 |
2.9% |
85.00 |
Close |
90.52 |
91.62 |
1.10 |
1.2% |
87.91 |
Range |
3.43 |
2.33 |
-1.10 |
-32.1% |
5.09 |
ATR |
2.95 |
2.91 |
-0.04 |
-1.5% |
0.00 |
Volume |
23,882 |
67,499 |
43,617 |
182.6% |
114,221 |
|
Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.44 |
97.36 |
92.90 |
|
R3 |
96.11 |
95.03 |
92.26 |
|
R2 |
93.78 |
93.78 |
92.05 |
|
R1 |
92.70 |
92.70 |
91.83 |
93.24 |
PP |
91.45 |
91.45 |
91.45 |
91.72 |
S1 |
90.37 |
90.37 |
91.41 |
90.91 |
S2 |
89.12 |
89.12 |
91.19 |
|
S3 |
86.79 |
88.04 |
90.98 |
|
S4 |
84.46 |
85.71 |
90.34 |
|
|
Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.94 |
100.51 |
90.71 |
|
R3 |
97.85 |
95.42 |
89.31 |
|
R2 |
92.76 |
92.76 |
88.84 |
|
R1 |
90.33 |
90.33 |
88.38 |
89.00 |
PP |
87.67 |
87.67 |
87.67 |
87.00 |
S1 |
85.24 |
85.24 |
87.44 |
83.91 |
S2 |
82.58 |
82.58 |
86.98 |
|
S3 |
77.49 |
80.15 |
86.51 |
|
S4 |
72.40 |
75.06 |
85.11 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.43 |
2.618 |
98.63 |
1.618 |
96.30 |
1.000 |
94.86 |
0.618 |
93.97 |
HIGH |
92.53 |
0.618 |
91.64 |
0.500 |
91.37 |
0.382 |
91.09 |
LOW |
90.20 |
0.618 |
88.76 |
1.000 |
87.87 |
1.618 |
86.43 |
2.618 |
84.10 |
4.250 |
80.30 |
|
|
Fisher Pivots for day following 25-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
91.54 |
90.98 |
PP |
91.45 |
90.33 |
S1 |
91.37 |
89.69 |
|