NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 18-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
101.80 |
98.59 |
-3.21 |
-3.2% |
98.74 |
| High |
103.20 |
100.23 |
-2.97 |
-2.9% |
103.20 |
| Low |
98.33 |
96.79 |
-1.54 |
-1.6% |
96.79 |
| Close |
98.89 |
97.62 |
-1.27 |
-1.3% |
97.62 |
| Range |
4.87 |
3.44 |
-1.43 |
-29.4% |
6.41 |
| ATR |
2.89 |
2.93 |
0.04 |
1.4% |
0.00 |
| Volume |
82,234 |
44,347 |
-37,887 |
-46.1% |
239,507 |
|
| Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.53 |
106.52 |
99.51 |
|
| R3 |
105.09 |
103.08 |
98.57 |
|
| R2 |
101.65 |
101.65 |
98.25 |
|
| R1 |
99.64 |
99.64 |
97.94 |
98.93 |
| PP |
98.21 |
98.21 |
98.21 |
97.86 |
| S1 |
96.20 |
96.20 |
97.30 |
95.49 |
| S2 |
94.77 |
94.77 |
96.99 |
|
| S3 |
91.33 |
92.76 |
96.67 |
|
| S4 |
87.89 |
89.32 |
95.73 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.43 |
114.44 |
101.15 |
|
| R3 |
112.02 |
108.03 |
99.38 |
|
| R2 |
105.61 |
105.61 |
98.80 |
|
| R1 |
101.62 |
101.62 |
98.21 |
100.41 |
| PP |
99.20 |
99.20 |
99.20 |
98.60 |
| S1 |
95.21 |
95.21 |
97.03 |
94.00 |
| S2 |
92.79 |
92.79 |
96.44 |
|
| S3 |
86.38 |
88.80 |
95.86 |
|
| S4 |
79.97 |
82.39 |
94.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.20 |
96.79 |
6.41 |
6.6% |
3.27 |
3.4% |
13% |
False |
True |
47,901 |
| 10 |
103.20 |
93.19 |
10.01 |
10.3% |
2.82 |
2.9% |
44% |
False |
False |
41,083 |
| 20 |
103.20 |
87.40 |
15.80 |
16.2% |
2.80 |
2.9% |
65% |
False |
False |
39,551 |
| 40 |
103.20 |
75.90 |
27.30 |
28.0% |
2.90 |
3.0% |
80% |
False |
False |
29,581 |
| 60 |
103.20 |
75.90 |
27.30 |
28.0% |
2.79 |
2.9% |
80% |
False |
False |
24,367 |
| 80 |
103.20 |
75.90 |
27.30 |
28.0% |
2.93 |
3.0% |
80% |
False |
False |
20,414 |
| 100 |
103.20 |
75.90 |
27.30 |
28.0% |
2.68 |
2.7% |
80% |
False |
False |
17,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.85 |
|
2.618 |
109.24 |
|
1.618 |
105.80 |
|
1.000 |
103.67 |
|
0.618 |
102.36 |
|
HIGH |
100.23 |
|
0.618 |
98.92 |
|
0.500 |
98.51 |
|
0.382 |
98.10 |
|
LOW |
96.79 |
|
0.618 |
94.66 |
|
1.000 |
93.35 |
|
1.618 |
91.22 |
|
2.618 |
87.78 |
|
4.250 |
82.17 |
|
|
| Fisher Pivots for day following 18-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
98.51 |
100.00 |
| PP |
98.21 |
99.20 |
| S1 |
97.92 |
98.41 |
|