NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 23-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
97.01 |
98.00 |
0.99 |
1.0% |
98.74 |
| High |
98.91 |
98.04 |
-0.87 |
-0.9% |
103.20 |
| Low |
96.95 |
95.74 |
-1.21 |
-1.2% |
96.79 |
| Close |
98.36 |
96.56 |
-1.80 |
-1.8% |
97.62 |
| Range |
1.96 |
2.30 |
0.34 |
17.3% |
6.41 |
| ATR |
2.83 |
2.81 |
-0.01 |
-0.5% |
0.00 |
| Volume |
42,017 |
52,570 |
10,553 |
25.1% |
239,507 |
|
| Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.68 |
102.42 |
97.83 |
|
| R3 |
101.38 |
100.12 |
97.19 |
|
| R2 |
99.08 |
99.08 |
96.98 |
|
| R1 |
97.82 |
97.82 |
96.77 |
97.30 |
| PP |
96.78 |
96.78 |
96.78 |
96.52 |
| S1 |
95.52 |
95.52 |
96.35 |
95.00 |
| S2 |
94.48 |
94.48 |
96.14 |
|
| S3 |
92.18 |
93.22 |
95.93 |
|
| S4 |
89.88 |
90.92 |
95.30 |
|
|
| 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 |
95.40 |
7.80 |
8.1% |
3.00 |
3.1% |
15% |
False |
False |
53,081 |
| 10 |
103.20 |
95.00 |
8.20 |
8.5% |
2.76 |
2.9% |
19% |
False |
False |
45,396 |
| 20 |
103.20 |
88.85 |
14.35 |
14.9% |
2.63 |
2.7% |
54% |
False |
False |
38,618 |
| 40 |
103.20 |
75.90 |
27.30 |
28.3% |
2.80 |
2.9% |
76% |
False |
False |
31,849 |
| 60 |
103.20 |
75.90 |
27.30 |
28.3% |
2.80 |
2.9% |
76% |
False |
False |
26,362 |
| 80 |
103.20 |
75.90 |
27.30 |
28.3% |
2.92 |
3.0% |
76% |
False |
False |
21,962 |
| 100 |
103.20 |
75.90 |
27.30 |
28.3% |
2.71 |
2.8% |
76% |
False |
False |
18,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.82 |
|
2.618 |
104.06 |
|
1.618 |
101.76 |
|
1.000 |
100.34 |
|
0.618 |
99.46 |
|
HIGH |
98.04 |
|
0.618 |
97.16 |
|
0.500 |
96.89 |
|
0.382 |
96.62 |
|
LOW |
95.74 |
|
0.618 |
94.32 |
|
1.000 |
93.44 |
|
1.618 |
92.02 |
|
2.618 |
89.72 |
|
4.250 |
85.97 |
|
|
| Fisher Pivots for day following 23-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.89 |
97.16 |
| PP |
96.78 |
96.96 |
| S1 |
96.67 |
96.76 |
|