NYMEX Light Sweet Crude Oil Future July 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 |
88.98 |
90.87 |
1.89 |
2.1% |
88.16 |
| High |
90.90 |
92.35 |
1.45 |
1.6% |
90.15 |
| Low |
88.18 |
90.21 |
2.03 |
2.3% |
85.15 |
| Close |
90.45 |
91.42 |
0.97 |
1.1% |
88.00 |
| Range |
2.72 |
2.14 |
-0.58 |
-21.3% |
5.00 |
| ATR |
|
|
|
|
|
| Volume |
5,028 |
11,478 |
6,450 |
128.3% |
16,118 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.75 |
96.72 |
92.60 |
|
| R3 |
95.61 |
94.58 |
92.01 |
|
| R2 |
93.47 |
93.47 |
91.81 |
|
| R1 |
92.44 |
92.44 |
91.62 |
92.96 |
| PP |
91.33 |
91.33 |
91.33 |
91.58 |
| S1 |
90.30 |
90.30 |
91.22 |
90.82 |
| S2 |
89.19 |
89.19 |
91.03 |
|
| S3 |
87.05 |
88.16 |
90.83 |
|
| S4 |
84.91 |
86.02 |
90.24 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.77 |
100.38 |
90.75 |
|
| R3 |
97.77 |
95.38 |
89.38 |
|
| R2 |
92.77 |
92.77 |
88.92 |
|
| R1 |
90.38 |
90.38 |
88.46 |
89.08 |
| PP |
87.77 |
87.77 |
87.77 |
87.11 |
| S1 |
85.38 |
85.38 |
87.54 |
84.08 |
| S2 |
82.77 |
82.77 |
87.08 |
|
| S3 |
77.77 |
80.38 |
86.63 |
|
| S4 |
72.77 |
75.38 |
85.25 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.45 |
|
2.618 |
97.95 |
|
1.618 |
95.81 |
|
1.000 |
94.49 |
|
0.618 |
93.67 |
|
HIGH |
92.35 |
|
0.618 |
91.53 |
|
0.500 |
91.28 |
|
0.382 |
91.03 |
|
LOW |
90.21 |
|
0.618 |
88.89 |
|
1.000 |
88.07 |
|
1.618 |
86.75 |
|
2.618 |
84.61 |
|
4.250 |
81.12 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
91.37 |
90.83 |
| PP |
91.33 |
90.24 |
| S1 |
91.28 |
89.66 |
|