NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 31-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
92.41 |
91.66 |
-0.75 |
-0.8% |
88.98 |
| High |
92.82 |
92.71 |
-0.11 |
-0.1% |
93.31 |
| Low |
91.55 |
91.11 |
-0.44 |
-0.5% |
88.18 |
| Close |
92.68 |
92.43 |
-0.25 |
-0.3% |
92.68 |
| Range |
1.27 |
1.60 |
0.33 |
26.0% |
5.13 |
| ATR |
2.49 |
2.43 |
-0.06 |
-2.6% |
0.00 |
| Volume |
6,406 |
6,434 |
28 |
0.4% |
40,855 |
|
| Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.88 |
96.26 |
93.31 |
|
| R3 |
95.28 |
94.66 |
92.87 |
|
| R2 |
93.68 |
93.68 |
92.72 |
|
| R1 |
93.06 |
93.06 |
92.58 |
93.37 |
| PP |
92.08 |
92.08 |
92.08 |
92.24 |
| S1 |
91.46 |
91.46 |
92.28 |
91.77 |
| S2 |
90.48 |
90.48 |
92.14 |
|
| S3 |
88.88 |
89.86 |
91.99 |
|
| S4 |
87.28 |
88.26 |
91.55 |
|
|
| 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 |
99.51 |
|
2.618 |
96.90 |
|
1.618 |
95.30 |
|
1.000 |
94.31 |
|
0.618 |
93.70 |
|
HIGH |
92.71 |
|
0.618 |
92.10 |
|
0.500 |
91.91 |
|
0.382 |
91.72 |
|
LOW |
91.11 |
|
0.618 |
90.12 |
|
1.000 |
89.51 |
|
1.618 |
88.52 |
|
2.618 |
86.92 |
|
4.250 |
84.31 |
|
|
| Fisher Pivots for day following 31-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.26 |
92.28 |
| PP |
92.08 |
92.12 |
| S1 |
91.91 |
91.97 |
|