NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 04-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
92.99 |
94.24 |
1.25 |
1.3% |
93.53 |
| High |
94.61 |
94.93 |
0.32 |
0.3% |
94.93 |
| Low |
90.87 |
92.87 |
2.00 |
2.2% |
89.17 |
| Close |
94.07 |
94.26 |
0.19 |
0.2% |
94.26 |
| Range |
3.74 |
2.06 |
-1.68 |
-44.9% |
5.76 |
| ATR |
3.34 |
3.25 |
-0.09 |
-2.7% |
0.00 |
| Volume |
284,580 |
270,125 |
-14,455 |
-5.1% |
1,331,644 |
|
| Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.20 |
99.29 |
95.39 |
|
| R3 |
98.14 |
97.23 |
94.83 |
|
| R2 |
96.08 |
96.08 |
94.64 |
|
| R1 |
95.17 |
95.17 |
94.45 |
95.63 |
| PP |
94.02 |
94.02 |
94.02 |
94.25 |
| S1 |
93.11 |
93.11 |
94.07 |
93.57 |
| S2 |
91.96 |
91.96 |
93.88 |
|
| S3 |
89.90 |
91.05 |
93.69 |
|
| S4 |
87.84 |
88.99 |
93.13 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.07 |
107.92 |
97.43 |
|
| R3 |
104.31 |
102.16 |
95.84 |
|
| R2 |
98.55 |
98.55 |
95.32 |
|
| R1 |
96.40 |
96.40 |
94.79 |
97.48 |
| PP |
92.79 |
92.79 |
92.79 |
93.32 |
| S1 |
90.64 |
90.64 |
93.73 |
91.72 |
| S2 |
87.03 |
87.03 |
93.20 |
|
| S3 |
81.27 |
84.88 |
92.68 |
|
| S4 |
75.51 |
79.12 |
91.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.93 |
89.17 |
5.76 |
6.1% |
2.95 |
3.1% |
88% |
True |
False |
266,328 |
| 10 |
94.93 |
87.00 |
7.93 |
8.4% |
3.26 |
3.5% |
92% |
True |
False |
320,909 |
| 20 |
94.93 |
83.04 |
11.89 |
12.6% |
3.08 |
3.3% |
94% |
True |
False |
264,657 |
| 40 |
94.93 |
75.15 |
19.78 |
21.0% |
3.26 |
3.5% |
97% |
True |
False |
185,824 |
| 60 |
94.93 |
75.15 |
19.78 |
21.0% |
3.20 |
3.4% |
97% |
True |
False |
151,044 |
| 80 |
101.83 |
75.15 |
26.68 |
28.3% |
3.24 |
3.4% |
72% |
False |
False |
129,177 |
| 100 |
101.83 |
75.15 |
26.68 |
28.3% |
3.11 |
3.3% |
72% |
False |
False |
114,944 |
| 120 |
105.14 |
75.15 |
29.99 |
31.8% |
3.07 |
3.3% |
64% |
False |
False |
104,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.69 |
|
2.618 |
100.32 |
|
1.618 |
98.26 |
|
1.000 |
96.99 |
|
0.618 |
96.20 |
|
HIGH |
94.93 |
|
0.618 |
94.14 |
|
0.500 |
93.90 |
|
0.382 |
93.66 |
|
LOW |
92.87 |
|
0.618 |
91.60 |
|
1.000 |
90.81 |
|
1.618 |
89.54 |
|
2.618 |
87.48 |
|
4.250 |
84.12 |
|
|
| Fisher Pivots for day following 04-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.14 |
93.81 |
| PP |
94.02 |
93.35 |
| S1 |
93.90 |
92.90 |
|