NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 11-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
84.11 |
84.89 |
0.78 |
0.9% |
79.37 |
| High |
86.40 |
87.18 |
0.78 |
0.9% |
84.71 |
| Low |
84.03 |
84.82 |
0.79 |
0.9% |
76.44 |
| Close |
85.92 |
86.66 |
0.74 |
0.9% |
83.58 |
| Range |
2.37 |
2.36 |
-0.01 |
-0.4% |
8.27 |
| ATR |
2.95 |
2.91 |
-0.04 |
-1.4% |
0.00 |
| Volume |
6,406 |
9,508 |
3,102 |
48.4% |
41,952 |
|
| Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.30 |
92.34 |
87.96 |
|
| R3 |
90.94 |
89.98 |
87.31 |
|
| R2 |
88.58 |
88.58 |
87.09 |
|
| R1 |
87.62 |
87.62 |
86.88 |
88.10 |
| PP |
86.22 |
86.22 |
86.22 |
86.46 |
| S1 |
85.26 |
85.26 |
86.44 |
85.74 |
| S2 |
83.86 |
83.86 |
86.23 |
|
| S3 |
81.50 |
82.90 |
86.01 |
|
| S4 |
79.14 |
80.54 |
85.36 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.39 |
103.25 |
88.13 |
|
| R3 |
98.12 |
94.98 |
85.85 |
|
| R2 |
89.85 |
89.85 |
85.10 |
|
| R1 |
86.71 |
86.71 |
84.34 |
88.28 |
| PP |
81.58 |
81.58 |
81.58 |
82.36 |
| S1 |
78.44 |
78.44 |
82.82 |
80.01 |
| S2 |
73.31 |
73.31 |
82.06 |
|
| S3 |
65.04 |
70.17 |
81.31 |
|
| S4 |
56.77 |
61.90 |
79.03 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.21 |
|
2.618 |
93.36 |
|
1.618 |
91.00 |
|
1.000 |
89.54 |
|
0.618 |
88.64 |
|
HIGH |
87.18 |
|
0.618 |
86.28 |
|
0.500 |
86.00 |
|
0.382 |
85.72 |
|
LOW |
84.82 |
|
0.618 |
83.36 |
|
1.000 |
82.46 |
|
1.618 |
81.00 |
|
2.618 |
78.64 |
|
4.250 |
74.79 |
|
|
| Fisher Pivots for day following 11-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
86.44 |
85.99 |
| PP |
86.22 |
85.31 |
| S1 |
86.00 |
84.64 |
|