NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 25-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
97.92 |
95.96 |
-1.96 |
-2.0% |
97.32 |
| High |
97.95 |
97.60 |
-0.35 |
-0.4% |
98.82 |
| Low |
95.54 |
95.16 |
-0.38 |
-0.4% |
95.16 |
| Close |
96.37 |
96.91 |
0.54 |
0.6% |
96.91 |
| Range |
2.41 |
2.44 |
0.03 |
1.2% |
3.66 |
| ATR |
2.93 |
2.89 |
-0.03 |
-1.2% |
0.00 |
| Volume |
77,128 |
69,041 |
-8,087 |
-10.5% |
283,047 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.88 |
102.83 |
98.25 |
|
| R3 |
101.44 |
100.39 |
97.58 |
|
| R2 |
99.00 |
99.00 |
97.36 |
|
| R1 |
97.95 |
97.95 |
97.13 |
98.48 |
| PP |
96.56 |
96.56 |
96.56 |
96.82 |
| S1 |
95.51 |
95.51 |
96.69 |
96.04 |
| S2 |
94.12 |
94.12 |
96.46 |
|
| S3 |
91.68 |
93.07 |
96.24 |
|
| S4 |
89.24 |
90.63 |
95.57 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.94 |
106.09 |
98.92 |
|
| R3 |
104.28 |
102.43 |
97.92 |
|
| R2 |
100.62 |
100.62 |
97.58 |
|
| R1 |
98.77 |
98.77 |
97.25 |
97.87 |
| PP |
96.96 |
96.96 |
96.96 |
96.51 |
| S1 |
95.11 |
95.11 |
96.57 |
94.21 |
| S2 |
93.30 |
93.30 |
96.24 |
|
| S3 |
89.64 |
91.45 |
95.90 |
|
| S4 |
85.98 |
87.79 |
94.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.27 |
95.16 |
5.11 |
5.3% |
2.63 |
2.7% |
34% |
False |
True |
68,250 |
| 10 |
103.28 |
95.16 |
8.12 |
8.4% |
2.84 |
2.9% |
22% |
False |
True |
63,937 |
| 20 |
103.28 |
88.96 |
14.32 |
14.8% |
2.72 |
2.8% |
56% |
False |
False |
51,205 |
| 40 |
103.28 |
75.66 |
27.62 |
28.5% |
2.87 |
3.0% |
77% |
False |
False |
41,913 |
| 60 |
103.28 |
75.66 |
27.62 |
28.5% |
2.91 |
3.0% |
77% |
False |
False |
32,812 |
| 80 |
103.28 |
75.66 |
27.62 |
28.5% |
2.99 |
3.1% |
77% |
False |
False |
26,582 |
| 100 |
103.28 |
75.66 |
27.62 |
28.5% |
2.87 |
3.0% |
77% |
False |
False |
22,322 |
| 120 |
104.37 |
75.66 |
28.71 |
29.6% |
2.73 |
2.8% |
74% |
False |
False |
19,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.97 |
|
2.618 |
103.99 |
|
1.618 |
101.55 |
|
1.000 |
100.04 |
|
0.618 |
99.11 |
|
HIGH |
97.60 |
|
0.618 |
96.67 |
|
0.500 |
96.38 |
|
0.382 |
96.09 |
|
LOW |
95.16 |
|
0.618 |
93.65 |
|
1.000 |
92.72 |
|
1.618 |
91.21 |
|
2.618 |
88.77 |
|
4.250 |
84.79 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.73 |
96.99 |
| PP |
96.56 |
96.96 |
| S1 |
96.38 |
96.94 |
|