NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 09-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
95.74 |
96.66 |
0.92 |
1.0% |
93.42 |
| High |
96.97 |
97.70 |
0.73 |
0.8% |
94.75 |
| Low |
95.15 |
94.43 |
-0.72 |
-0.8% |
89.05 |
| Close |
96.70 |
95.64 |
-1.06 |
-1.1% |
94.19 |
| Range |
1.82 |
3.27 |
1.45 |
79.7% |
5.70 |
| ATR |
3.02 |
3.04 |
0.02 |
0.6% |
0.00 |
| Volume |
107,576 |
119,878 |
12,302 |
11.4% |
353,678 |
|
| Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.73 |
103.96 |
97.44 |
|
| R3 |
102.46 |
100.69 |
96.54 |
|
| R2 |
99.19 |
99.19 |
96.24 |
|
| R1 |
97.42 |
97.42 |
95.94 |
96.67 |
| PP |
95.92 |
95.92 |
95.92 |
95.55 |
| S1 |
94.15 |
94.15 |
95.34 |
93.40 |
| S2 |
92.65 |
92.65 |
95.04 |
|
| S3 |
89.38 |
90.88 |
94.74 |
|
| S4 |
86.11 |
87.61 |
93.84 |
|
|
| 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 |
97.70 |
90.76 |
6.94 |
7.3% |
2.72 |
2.8% |
70% |
True |
False |
90,849 |
| 10 |
97.70 |
89.05 |
8.65 |
9.0% |
2.74 |
2.9% |
76% |
True |
False |
87,558 |
| 20 |
97.70 |
83.60 |
14.10 |
14.7% |
2.98 |
3.1% |
85% |
True |
False |
85,144 |
| 40 |
97.70 |
75.35 |
22.35 |
23.4% |
3.13 |
3.3% |
91% |
True |
False |
63,732 |
| 60 |
97.70 |
75.35 |
22.35 |
23.4% |
3.05 |
3.2% |
91% |
True |
False |
49,652 |
| 80 |
102.12 |
75.35 |
26.77 |
28.0% |
3.06 |
3.2% |
76% |
False |
False |
40,306 |
| 100 |
102.12 |
75.35 |
26.77 |
28.0% |
2.90 |
3.0% |
76% |
False |
False |
34,058 |
| 120 |
105.30 |
75.35 |
29.95 |
31.3% |
2.80 |
2.9% |
68% |
False |
False |
29,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.60 |
|
2.618 |
106.26 |
|
1.618 |
102.99 |
|
1.000 |
100.97 |
|
0.618 |
99.72 |
|
HIGH |
97.70 |
|
0.618 |
96.45 |
|
0.500 |
96.07 |
|
0.382 |
95.68 |
|
LOW |
94.43 |
|
0.618 |
92.41 |
|
1.000 |
91.16 |
|
1.618 |
89.14 |
|
2.618 |
85.87 |
|
4.250 |
80.53 |
|
|
| Fisher Pivots for day following 09-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.07 |
95.57 |
| PP |
95.92 |
95.49 |
| S1 |
95.78 |
95.42 |
|