NYMEX Light Sweet Crude Oil Future May 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 |
92.52 |
91.43 |
-1.09 |
-1.2% |
88.75 |
| High |
92.72 |
93.45 |
0.73 |
0.8% |
93.62 |
| Low |
91.82 |
90.61 |
-1.21 |
-1.3% |
88.04 |
| Close |
91.82 |
93.35 |
1.53 |
1.7% |
92.90 |
| Range |
0.90 |
2.84 |
1.94 |
215.6% |
5.58 |
| ATR |
2.67 |
2.68 |
0.01 |
0.5% |
0.00 |
| Volume |
19,011 |
10,476 |
-8,535 |
-44.9% |
89,161 |
|
| Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.99 |
100.01 |
94.91 |
|
| R3 |
98.15 |
97.17 |
94.13 |
|
| R2 |
95.31 |
95.31 |
93.87 |
|
| R1 |
94.33 |
94.33 |
93.61 |
94.82 |
| PP |
92.47 |
92.47 |
92.47 |
92.72 |
| S1 |
91.49 |
91.49 |
93.09 |
91.98 |
| S2 |
89.63 |
89.63 |
92.83 |
|
| S3 |
86.79 |
88.65 |
92.57 |
|
| S4 |
83.95 |
85.81 |
91.79 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.26 |
106.16 |
95.97 |
|
| R3 |
102.68 |
100.58 |
94.43 |
|
| R2 |
97.10 |
97.10 |
93.92 |
|
| R1 |
95.00 |
95.00 |
93.41 |
96.05 |
| PP |
91.52 |
91.52 |
91.52 |
92.05 |
| S1 |
89.42 |
89.42 |
92.39 |
90.47 |
| S2 |
85.94 |
85.94 |
91.88 |
|
| S3 |
80.36 |
83.84 |
91.37 |
|
| S4 |
74.78 |
78.26 |
89.83 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.52 |
|
2.618 |
100.89 |
|
1.618 |
98.05 |
|
1.000 |
96.29 |
|
0.618 |
95.21 |
|
HIGH |
93.45 |
|
0.618 |
92.37 |
|
0.500 |
92.03 |
|
0.382 |
91.69 |
|
LOW |
90.61 |
|
0.618 |
88.85 |
|
1.000 |
87.77 |
|
1.618 |
86.01 |
|
2.618 |
83.17 |
|
4.250 |
78.54 |
|
|
| Fisher Pivots for day following 03-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.91 |
92.57 |
| PP |
92.47 |
91.79 |
| S1 |
92.03 |
91.02 |
|