NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 17-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
99.33 |
101.76 |
2.43 |
2.4% |
94.40 |
| High |
102.89 |
103.37 |
0.48 |
0.5% |
99.40 |
| Low |
98.39 |
98.28 |
-0.11 |
-0.1% |
93.23 |
| Close |
102.59 |
98.82 |
-3.77 |
-3.7% |
98.99 |
| Range |
4.50 |
5.09 |
0.59 |
13.1% |
6.17 |
| ATR |
3.08 |
3.22 |
0.14 |
4.7% |
0.00 |
| Volume |
356,363 |
142,927 |
-213,436 |
-59.9% |
1,523,834 |
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.43 |
112.21 |
101.62 |
|
| R3 |
110.34 |
107.12 |
100.22 |
|
| R2 |
105.25 |
105.25 |
99.75 |
|
| R1 |
102.03 |
102.03 |
99.29 |
101.10 |
| PP |
100.16 |
100.16 |
100.16 |
99.69 |
| S1 |
96.94 |
96.94 |
98.35 |
96.01 |
| S2 |
95.07 |
95.07 |
97.89 |
|
| S3 |
89.98 |
91.85 |
97.42 |
|
| S4 |
84.89 |
86.76 |
96.02 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.72 |
113.52 |
102.38 |
|
| R3 |
109.55 |
107.35 |
100.69 |
|
| R2 |
103.38 |
103.38 |
100.12 |
|
| R1 |
101.18 |
101.18 |
99.56 |
102.28 |
| PP |
97.21 |
97.21 |
97.21 |
97.76 |
| S1 |
95.01 |
95.01 |
98.42 |
96.11 |
| S2 |
91.04 |
91.04 |
97.86 |
|
| S3 |
84.87 |
88.84 |
97.29 |
|
| S4 |
78.70 |
82.67 |
95.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.37 |
97.19 |
6.18 |
6.3% |
3.29 |
3.3% |
26% |
True |
False |
263,562 |
| 10 |
103.37 |
92.87 |
10.50 |
10.6% |
2.97 |
3.0% |
57% |
True |
False |
287,292 |
| 20 |
103.37 |
85.95 |
17.42 |
17.6% |
3.16 |
3.2% |
74% |
True |
False |
304,242 |
| 40 |
103.37 |
75.15 |
28.22 |
28.6% |
3.27 |
3.3% |
84% |
True |
False |
230,595 |
| 60 |
103.37 |
75.15 |
28.22 |
28.6% |
3.15 |
3.2% |
84% |
True |
False |
183,084 |
| 80 |
103.37 |
75.15 |
28.22 |
28.6% |
3.32 |
3.4% |
84% |
True |
False |
156,255 |
| 100 |
103.37 |
75.15 |
28.22 |
28.6% |
3.16 |
3.2% |
84% |
True |
False |
135,334 |
| 120 |
105.10 |
75.15 |
29.95 |
30.3% |
3.09 |
3.1% |
79% |
False |
False |
122,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.00 |
|
2.618 |
116.70 |
|
1.618 |
111.61 |
|
1.000 |
108.46 |
|
0.618 |
106.52 |
|
HIGH |
103.37 |
|
0.618 |
101.43 |
|
0.500 |
100.83 |
|
0.382 |
100.22 |
|
LOW |
98.28 |
|
0.618 |
95.13 |
|
1.000 |
93.19 |
|
1.618 |
90.04 |
|
2.618 |
84.95 |
|
4.250 |
76.65 |
|
|
| Fisher Pivots for day following 17-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.83 |
100.44 |
| PP |
100.16 |
99.90 |
| S1 |
99.49 |
99.36 |
|