NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 01-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
91.66 |
89.68 |
-1.98 |
-2.2% |
88.98 |
| High |
92.71 |
90.77 |
-1.94 |
-2.1% |
93.31 |
| Low |
91.11 |
89.40 |
-1.71 |
-1.9% |
88.18 |
| Close |
92.43 |
91.25 |
-1.18 |
-1.3% |
92.68 |
| Range |
1.60 |
1.37 |
-0.23 |
-14.4% |
5.13 |
| ATR |
2.43 |
2.47 |
0.04 |
1.8% |
0.00 |
| Volume |
6,434 |
3,367 |
-3,067 |
-47.7% |
40,855 |
|
| Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.58 |
94.29 |
92.00 |
|
| R3 |
93.21 |
92.92 |
91.63 |
|
| R2 |
91.84 |
91.84 |
91.50 |
|
| R1 |
91.55 |
91.55 |
91.38 |
91.70 |
| PP |
90.47 |
90.47 |
90.47 |
90.55 |
| S1 |
90.18 |
90.18 |
91.12 |
90.33 |
| S2 |
89.10 |
89.10 |
91.00 |
|
| S3 |
87.73 |
88.81 |
90.87 |
|
| S4 |
86.36 |
87.44 |
90.50 |
|
|
| 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 |
96.59 |
|
2.618 |
94.36 |
|
1.618 |
92.99 |
|
1.000 |
92.14 |
|
0.618 |
91.62 |
|
HIGH |
90.77 |
|
0.618 |
90.25 |
|
0.500 |
90.09 |
|
0.382 |
89.92 |
|
LOW |
89.40 |
|
0.618 |
88.55 |
|
1.000 |
88.03 |
|
1.618 |
87.18 |
|
2.618 |
85.81 |
|
4.250 |
83.58 |
|
|
| Fisher Pivots for day following 01-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
90.86 |
91.20 |
| PP |
90.47 |
91.16 |
| S1 |
90.09 |
91.11 |
|