NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 03-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
90.11 |
90.48 |
0.37 |
0.4% |
87.62 |
| High |
92.58 |
93.49 |
0.91 |
1.0% |
93.65 |
| Low |
90.09 |
90.12 |
0.03 |
0.0% |
87.62 |
| Close |
91.70 |
93.23 |
1.53 |
1.7% |
92.79 |
| Range |
2.49 |
3.37 |
0.88 |
35.3% |
6.03 |
| ATR |
2.89 |
2.93 |
0.03 |
1.2% |
0.00 |
| Volume |
27,606 |
22,983 |
-4,623 |
-16.7% |
230,891 |
|
| Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.39 |
101.18 |
95.08 |
|
| R3 |
99.02 |
97.81 |
94.16 |
|
| R2 |
95.65 |
95.65 |
93.85 |
|
| R1 |
94.44 |
94.44 |
93.54 |
95.05 |
| PP |
92.28 |
92.28 |
92.28 |
92.58 |
| S1 |
91.07 |
91.07 |
92.92 |
91.68 |
| S2 |
88.91 |
88.91 |
92.61 |
|
| S3 |
85.54 |
87.70 |
92.30 |
|
| S4 |
82.17 |
84.33 |
91.38 |
|
|
| 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 |
107.81 |
|
2.618 |
102.31 |
|
1.618 |
98.94 |
|
1.000 |
96.86 |
|
0.618 |
95.57 |
|
HIGH |
93.49 |
|
0.618 |
92.20 |
|
0.500 |
91.81 |
|
0.382 |
91.41 |
|
LOW |
90.12 |
|
0.618 |
88.04 |
|
1.000 |
86.75 |
|
1.618 |
84.67 |
|
2.618 |
81.30 |
|
4.250 |
75.80 |
|
|
| Fisher Pivots for day following 03-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.76 |
92.47 |
| PP |
92.28 |
91.72 |
| S1 |
91.81 |
90.96 |
|