NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 26-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
90.87 |
91.42 |
0.55 |
0.6% |
88.16 |
| High |
92.35 |
92.29 |
-0.06 |
-0.1% |
90.15 |
| Low |
90.21 |
89.78 |
-0.43 |
-0.5% |
85.15 |
| Close |
91.42 |
89.70 |
-1.72 |
-1.9% |
88.00 |
| Range |
2.14 |
2.51 |
0.37 |
17.3% |
5.00 |
| ATR |
|
|
|
|
|
| Volume |
11,478 |
11,750 |
272 |
2.4% |
16,118 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.12 |
96.42 |
91.08 |
|
| R3 |
95.61 |
93.91 |
90.39 |
|
| R2 |
93.10 |
93.10 |
90.16 |
|
| R1 |
91.40 |
91.40 |
89.93 |
91.00 |
| PP |
90.59 |
90.59 |
90.59 |
90.39 |
| S1 |
88.89 |
88.89 |
89.47 |
88.49 |
| S2 |
88.08 |
88.08 |
89.24 |
|
| S3 |
85.57 |
86.38 |
89.01 |
|
| S4 |
83.06 |
83.87 |
88.32 |
|
|
| 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 |
102.96 |
|
2.618 |
98.86 |
|
1.618 |
96.35 |
|
1.000 |
94.80 |
|
0.618 |
93.84 |
|
HIGH |
92.29 |
|
0.618 |
91.33 |
|
0.500 |
91.04 |
|
0.382 |
90.74 |
|
LOW |
89.78 |
|
0.618 |
88.23 |
|
1.000 |
87.27 |
|
1.618 |
85.72 |
|
2.618 |
83.21 |
|
4.250 |
79.11 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
91.04 |
90.27 |
| PP |
90.59 |
90.08 |
| S1 |
90.15 |
89.89 |
|