NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 26-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
90.28 |
91.43 |
1.15 |
1.3% |
88.32 |
| High |
92.53 |
92.58 |
0.05 |
0.1% |
90.09 |
| Low |
90.20 |
89.60 |
-0.60 |
-0.7% |
85.00 |
| Close |
91.62 |
89.79 |
-1.83 |
-2.0% |
87.91 |
| Range |
2.33 |
2.98 |
0.65 |
27.9% |
5.09 |
| ATR |
2.91 |
2.91 |
0.01 |
0.2% |
0.00 |
| Volume |
67,499 |
67,085 |
-414 |
-0.6% |
114,221 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.60 |
97.67 |
91.43 |
|
| R3 |
96.62 |
94.69 |
90.61 |
|
| R2 |
93.64 |
93.64 |
90.34 |
|
| R1 |
91.71 |
91.71 |
90.06 |
91.19 |
| PP |
90.66 |
90.66 |
90.66 |
90.39 |
| S1 |
88.73 |
88.73 |
89.52 |
88.21 |
| S2 |
87.68 |
87.68 |
89.24 |
|
| S3 |
84.70 |
85.75 |
88.97 |
|
| S4 |
81.72 |
82.77 |
88.15 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.94 |
100.51 |
90.71 |
|
| R3 |
97.85 |
95.42 |
89.31 |
|
| R2 |
92.76 |
92.76 |
88.84 |
|
| R1 |
90.33 |
90.33 |
88.38 |
89.00 |
| PP |
87.67 |
87.67 |
87.67 |
87.00 |
| S1 |
85.24 |
85.24 |
87.44 |
83.91 |
| S2 |
82.58 |
82.58 |
86.98 |
|
| S3 |
77.49 |
80.15 |
86.51 |
|
| S4 |
72.40 |
75.06 |
85.11 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.25 |
|
2.618 |
100.38 |
|
1.618 |
97.40 |
|
1.000 |
95.56 |
|
0.618 |
94.42 |
|
HIGH |
92.58 |
|
0.618 |
91.44 |
|
0.500 |
91.09 |
|
0.382 |
90.74 |
|
LOW |
89.60 |
|
0.618 |
87.76 |
|
1.000 |
86.62 |
|
1.618 |
84.78 |
|
2.618 |
81.80 |
|
4.250 |
76.94 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
91.09 |
90.10 |
| PP |
90.66 |
90.00 |
| S1 |
90.22 |
89.89 |
|