NYMEX Light Sweet Crude Oil Future June 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 |
92.74 |
91.83 |
-0.91 |
-1.0% |
87.62 |
| High |
92.99 |
91.83 |
-1.16 |
-1.2% |
93.65 |
| Low |
90.87 |
88.43 |
-2.44 |
-2.7% |
87.62 |
| Close |
92.58 |
91.39 |
-1.19 |
-1.3% |
92.79 |
| Range |
2.12 |
3.40 |
1.28 |
60.4% |
6.03 |
| ATR |
2.83 |
2.93 |
0.09 |
3.3% |
0.00 |
| Volume |
26,281 |
15,684 |
-10,597 |
-40.3% |
230,891 |
|
| Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.75 |
99.47 |
93.26 |
|
| R3 |
97.35 |
96.07 |
92.33 |
|
| R2 |
93.95 |
93.95 |
92.01 |
|
| R1 |
92.67 |
92.67 |
91.70 |
91.61 |
| PP |
90.55 |
90.55 |
90.55 |
90.02 |
| S1 |
89.27 |
89.27 |
91.08 |
88.21 |
| S2 |
87.15 |
87.15 |
90.77 |
|
| S3 |
83.75 |
85.87 |
90.46 |
|
| S4 |
80.35 |
82.47 |
89.52 |
|
|
| 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 |
106.28 |
|
2.618 |
100.73 |
|
1.618 |
97.33 |
|
1.000 |
95.23 |
|
0.618 |
93.93 |
|
HIGH |
91.83 |
|
0.618 |
90.53 |
|
0.500 |
90.13 |
|
0.382 |
89.73 |
|
LOW |
88.43 |
|
0.618 |
86.33 |
|
1.000 |
85.03 |
|
1.618 |
82.93 |
|
2.618 |
79.53 |
|
4.250 |
73.98 |
|
|
| Fisher Pivots for day following 01-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
90.97 |
91.17 |
| PP |
90.55 |
90.94 |
| S1 |
90.13 |
90.72 |
|