NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 07-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
94.00 |
94.19 |
0.19 |
0.2% |
93.42 |
| High |
94.75 |
96.04 |
1.29 |
1.4% |
94.75 |
| Low |
92.79 |
93.14 |
0.35 |
0.4% |
89.05 |
| Close |
94.19 |
95.45 |
1.26 |
1.3% |
94.19 |
| Range |
1.96 |
2.90 |
0.94 |
48.0% |
5.70 |
| ATR |
3.13 |
3.11 |
-0.02 |
-0.5% |
0.00 |
| Volume |
75,618 |
86,890 |
11,272 |
14.9% |
353,678 |
|
| Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.58 |
102.41 |
97.05 |
|
| R3 |
100.68 |
99.51 |
96.25 |
|
| R2 |
97.78 |
97.78 |
95.98 |
|
| R1 |
96.61 |
96.61 |
95.72 |
97.20 |
| PP |
94.88 |
94.88 |
94.88 |
95.17 |
| S1 |
93.71 |
93.71 |
95.18 |
94.30 |
| S2 |
91.98 |
91.98 |
94.92 |
|
| S3 |
89.08 |
90.81 |
94.65 |
|
| S4 |
86.18 |
87.91 |
93.86 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.76 |
107.68 |
97.33 |
|
| R3 |
104.06 |
101.98 |
95.76 |
|
| R2 |
98.36 |
98.36 |
95.24 |
|
| R1 |
96.28 |
96.28 |
94.71 |
97.32 |
| PP |
92.66 |
92.66 |
92.66 |
93.19 |
| S1 |
90.58 |
90.58 |
93.67 |
91.62 |
| S2 |
86.96 |
86.96 |
93.15 |
|
| S3 |
81.26 |
84.88 |
92.62 |
|
| S4 |
75.56 |
79.18 |
91.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.04 |
89.05 |
6.99 |
7.3% |
2.98 |
3.1% |
92% |
True |
False |
71,739 |
| 10 |
96.04 |
89.05 |
6.99 |
7.3% |
2.93 |
3.1% |
92% |
True |
False |
100,728 |
| 20 |
96.04 |
83.60 |
12.44 |
13.0% |
2.95 |
3.1% |
95% |
True |
False |
80,172 |
| 40 |
96.04 |
75.35 |
20.69 |
21.7% |
3.11 |
3.3% |
97% |
True |
False |
59,641 |
| 60 |
96.04 |
75.35 |
20.69 |
21.7% |
3.06 |
3.2% |
97% |
True |
False |
46,454 |
| 80 |
102.12 |
75.35 |
26.77 |
28.0% |
3.05 |
3.2% |
75% |
False |
False |
37,633 |
| 100 |
102.12 |
75.35 |
26.77 |
28.0% |
2.89 |
3.0% |
75% |
False |
False |
31,936 |
| 120 |
105.30 |
75.35 |
29.95 |
31.4% |
2.80 |
2.9% |
67% |
False |
False |
28,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.37 |
|
2.618 |
103.63 |
|
1.618 |
100.73 |
|
1.000 |
98.94 |
|
0.618 |
97.83 |
|
HIGH |
96.04 |
|
0.618 |
94.93 |
|
0.500 |
94.59 |
|
0.382 |
94.25 |
|
LOW |
93.14 |
|
0.618 |
91.35 |
|
1.000 |
90.24 |
|
1.618 |
88.45 |
|
2.618 |
85.55 |
|
4.250 |
80.82 |
|
|
| Fisher Pivots for day following 07-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.16 |
94.77 |
| PP |
94.88 |
94.08 |
| S1 |
94.59 |
93.40 |
|