NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 02-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
89.68 |
92.20 |
2.52 |
2.8% |
88.98 |
| High |
90.77 |
92.20 |
1.43 |
1.6% |
93.31 |
| Low |
89.40 |
91.53 |
2.13 |
2.4% |
88.18 |
| Close |
91.25 |
91.57 |
0.32 |
0.4% |
92.68 |
| Range |
1.37 |
0.67 |
-0.70 |
-51.1% |
5.13 |
| ATR |
2.47 |
2.36 |
-0.11 |
-4.4% |
0.00 |
| Volume |
3,367 |
6,003 |
2,636 |
78.3% |
40,855 |
|
| Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.78 |
93.34 |
91.94 |
|
| R3 |
93.11 |
92.67 |
91.75 |
|
| R2 |
92.44 |
92.44 |
91.69 |
|
| R1 |
92.00 |
92.00 |
91.63 |
91.89 |
| PP |
91.77 |
91.77 |
91.77 |
91.71 |
| S1 |
91.33 |
91.33 |
91.51 |
91.22 |
| S2 |
91.10 |
91.10 |
91.45 |
|
| S3 |
90.43 |
90.66 |
91.39 |
|
| S4 |
89.76 |
89.99 |
91.20 |
|
|
| 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 |
95.05 |
|
2.618 |
93.95 |
|
1.618 |
93.28 |
|
1.000 |
92.87 |
|
0.618 |
92.61 |
|
HIGH |
92.20 |
|
0.618 |
91.94 |
|
0.500 |
91.87 |
|
0.382 |
91.79 |
|
LOW |
91.53 |
|
0.618 |
91.12 |
|
1.000 |
90.86 |
|
1.618 |
90.45 |
|
2.618 |
89.78 |
|
4.250 |
88.68 |
|
|
| Fisher Pivots for day following 02-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
91.87 |
91.40 |
| PP |
91.77 |
91.23 |
| S1 |
91.67 |
91.06 |
|