NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 28-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
91.38 |
92.41 |
1.03 |
1.1% |
88.98 |
| High |
93.31 |
92.82 |
-0.49 |
-0.5% |
93.31 |
| Low |
90.63 |
91.55 |
0.92 |
1.0% |
88.18 |
| Close |
93.09 |
92.68 |
-0.41 |
-0.4% |
92.68 |
| Range |
2.68 |
1.27 |
-1.41 |
-52.6% |
5.13 |
| ATR |
0.00 |
2.49 |
2.49 |
|
0.00 |
| Volume |
6,193 |
6,406 |
213 |
3.4% |
40,855 |
|
| Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.16 |
95.69 |
93.38 |
|
| R3 |
94.89 |
94.42 |
93.03 |
|
| R2 |
93.62 |
93.62 |
92.91 |
|
| R1 |
93.15 |
93.15 |
92.80 |
93.39 |
| PP |
92.35 |
92.35 |
92.35 |
92.47 |
| S1 |
91.88 |
91.88 |
92.56 |
92.12 |
| S2 |
91.08 |
91.08 |
92.45 |
|
| S3 |
89.81 |
90.61 |
92.33 |
|
| S4 |
88.54 |
89.34 |
91.98 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.78 |
104.86 |
95.50 |
|
| R3 |
101.65 |
99.73 |
94.09 |
|
| R2 |
96.52 |
96.52 |
93.62 |
|
| R1 |
94.60 |
94.60 |
93.15 |
95.56 |
| PP |
91.39 |
91.39 |
91.39 |
91.87 |
| S1 |
89.47 |
89.47 |
92.21 |
90.43 |
| S2 |
86.26 |
86.26 |
91.74 |
|
| S3 |
81.13 |
84.34 |
91.27 |
|
| S4 |
76.00 |
79.21 |
89.86 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.22 |
|
2.618 |
96.14 |
|
1.618 |
94.87 |
|
1.000 |
94.09 |
|
0.618 |
93.60 |
|
HIGH |
92.82 |
|
0.618 |
92.33 |
|
0.500 |
92.19 |
|
0.382 |
92.04 |
|
LOW |
91.55 |
|
0.618 |
90.77 |
|
1.000 |
90.28 |
|
1.618 |
89.50 |
|
2.618 |
88.23 |
|
4.250 |
86.15 |
|
|
| Fisher Pivots for day following 28-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.52 |
92.30 |
| PP |
92.35 |
91.92 |
| S1 |
92.19 |
91.55 |
|