NYMEX Light Sweet Crude Oil Future June 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 |
92.86 |
92.74 |
-0.12 |
-0.1% |
87.62 |
| High |
93.00 |
92.99 |
-0.01 |
0.0% |
93.65 |
| Low |
91.54 |
90.87 |
-0.67 |
-0.7% |
87.62 |
| Close |
92.79 |
92.58 |
-0.21 |
-0.2% |
92.79 |
| Range |
1.46 |
2.12 |
0.66 |
45.2% |
6.03 |
| ATR |
2.89 |
2.83 |
-0.05 |
-1.9% |
0.00 |
| Volume |
37,434 |
26,281 |
-11,153 |
-29.8% |
230,891 |
|
| Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.51 |
97.66 |
93.75 |
|
| R3 |
96.39 |
95.54 |
93.16 |
|
| R2 |
94.27 |
94.27 |
92.97 |
|
| R1 |
93.42 |
93.42 |
92.77 |
92.79 |
| PP |
92.15 |
92.15 |
92.15 |
91.83 |
| S1 |
91.30 |
91.30 |
92.39 |
90.67 |
| S2 |
90.03 |
90.03 |
92.19 |
|
| S3 |
87.91 |
89.18 |
92.00 |
|
| S4 |
85.79 |
87.06 |
91.41 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.44 |
107.15 |
96.11 |
|
| R3 |
103.41 |
101.12 |
94.45 |
|
| R2 |
97.38 |
97.38 |
93.90 |
|
| R1 |
95.09 |
95.09 |
93.34 |
96.24 |
| PP |
91.35 |
91.35 |
91.35 |
91.93 |
| S1 |
89.06 |
89.06 |
92.24 |
90.21 |
| S2 |
85.32 |
85.32 |
91.68 |
|
| S3 |
79.29 |
83.03 |
91.13 |
|
| S4 |
73.26 |
77.00 |
89.47 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.00 |
|
2.618 |
98.54 |
|
1.618 |
96.42 |
|
1.000 |
95.11 |
|
0.618 |
94.30 |
|
HIGH |
92.99 |
|
0.618 |
92.18 |
|
0.500 |
91.93 |
|
0.382 |
91.68 |
|
LOW |
90.87 |
|
0.618 |
89.56 |
|
1.000 |
88.75 |
|
1.618 |
87.44 |
|
2.618 |
85.32 |
|
4.250 |
81.86 |
|
|
| Fisher Pivots for day following 31-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.36 |
92.45 |
| PP |
92.15 |
92.32 |
| S1 |
91.93 |
92.19 |
|