NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 27-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
91.42 |
91.38 |
-0.04 |
0.0% |
88.16 |
| High |
92.29 |
93.31 |
1.02 |
1.1% |
90.15 |
| Low |
89.78 |
90.63 |
0.85 |
0.9% |
85.15 |
| Close |
89.70 |
93.09 |
3.39 |
3.8% |
88.00 |
| Range |
2.51 |
2.68 |
0.17 |
6.8% |
5.00 |
| ATR |
|
|
|
|
|
| Volume |
11,750 |
6,193 |
-5,557 |
-47.3% |
16,118 |
|
| Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.38 |
99.42 |
94.56 |
|
| R3 |
97.70 |
96.74 |
93.83 |
|
| R2 |
95.02 |
95.02 |
93.58 |
|
| R1 |
94.06 |
94.06 |
93.34 |
94.54 |
| PP |
92.34 |
92.34 |
92.34 |
92.59 |
| S1 |
91.38 |
91.38 |
92.84 |
91.86 |
| S2 |
89.66 |
89.66 |
92.60 |
|
| S3 |
86.98 |
88.70 |
92.35 |
|
| S4 |
84.30 |
86.02 |
91.62 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.77 |
100.38 |
90.75 |
|
| R3 |
97.77 |
95.38 |
89.38 |
|
| R2 |
92.77 |
92.77 |
88.92 |
|
| R1 |
90.38 |
90.38 |
88.46 |
89.08 |
| PP |
87.77 |
87.77 |
87.77 |
87.11 |
| S1 |
85.38 |
85.38 |
87.54 |
84.08 |
| S2 |
82.77 |
82.77 |
87.08 |
|
| S3 |
77.77 |
80.38 |
86.63 |
|
| S4 |
72.77 |
75.38 |
85.25 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.70 |
|
2.618 |
100.33 |
|
1.618 |
97.65 |
|
1.000 |
95.99 |
|
0.618 |
94.97 |
|
HIGH |
93.31 |
|
0.618 |
92.29 |
|
0.500 |
91.97 |
|
0.382 |
91.65 |
|
LOW |
90.63 |
|
0.618 |
88.97 |
|
1.000 |
87.95 |
|
1.618 |
86.29 |
|
2.618 |
83.61 |
|
4.250 |
79.24 |
|
|
| Fisher Pivots for day following 27-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
92.72 |
92.58 |
| PP |
92.34 |
92.06 |
| S1 |
91.97 |
91.55 |
|