NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 03-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
92.20 |
93.10 |
0.90 |
1.0% |
88.98 |
| High |
92.20 |
93.37 |
1.17 |
1.3% |
93.31 |
| Low |
91.53 |
93.02 |
1.49 |
1.6% |
88.18 |
| Close |
91.57 |
93.09 |
1.52 |
1.7% |
92.68 |
| Range |
0.67 |
0.35 |
-0.32 |
-47.8% |
5.13 |
| ATR |
2.36 |
2.32 |
-0.04 |
-1.7% |
0.00 |
| Volume |
6,003 |
4,144 |
-1,859 |
-31.0% |
40,855 |
|
| Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.21 |
94.00 |
93.28 |
|
| R3 |
93.86 |
93.65 |
93.19 |
|
| R2 |
93.51 |
93.51 |
93.15 |
|
| R1 |
93.30 |
93.30 |
93.12 |
93.23 |
| PP |
93.16 |
93.16 |
93.16 |
93.13 |
| S1 |
92.95 |
92.95 |
93.06 |
92.88 |
| S2 |
92.81 |
92.81 |
93.03 |
|
| S3 |
92.46 |
92.60 |
92.99 |
|
| S4 |
92.11 |
92.25 |
92.90 |
|
|
| 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 |
94.86 |
|
2.618 |
94.29 |
|
1.618 |
93.94 |
|
1.000 |
93.72 |
|
0.618 |
93.59 |
|
HIGH |
93.37 |
|
0.618 |
93.24 |
|
0.500 |
93.20 |
|
0.382 |
93.15 |
|
LOW |
93.02 |
|
0.618 |
92.80 |
|
1.000 |
92.67 |
|
1.618 |
92.45 |
|
2.618 |
92.10 |
|
4.250 |
91.53 |
|
|
| Fisher Pivots for day following 03-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.20 |
92.52 |
| PP |
93.16 |
91.95 |
| S1 |
93.13 |
91.39 |
|