NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 04-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
91.53 |
93.07 |
1.54 |
1.7% |
93.10 |
| High |
93.72 |
94.16 |
0.44 |
0.5% |
94.16 |
| Low |
90.42 |
92.73 |
2.31 |
2.6% |
89.34 |
| Close |
93.46 |
94.02 |
0.56 |
0.6% |
94.02 |
| Range |
3.30 |
1.43 |
-1.87 |
-56.7% |
4.82 |
| ATR |
2.86 |
2.76 |
-0.10 |
-3.6% |
0.00 |
| Volume |
11,912 |
15,409 |
3,497 |
29.4% |
66,678 |
|
| Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.93 |
97.40 |
94.81 |
|
| R3 |
96.50 |
95.97 |
94.41 |
|
| R2 |
95.07 |
95.07 |
94.28 |
|
| R1 |
94.54 |
94.54 |
94.15 |
94.81 |
| PP |
93.64 |
93.64 |
93.64 |
93.77 |
| S1 |
93.11 |
93.11 |
93.89 |
93.38 |
| S2 |
92.21 |
92.21 |
93.76 |
|
| S3 |
90.78 |
91.68 |
93.63 |
|
| S4 |
89.35 |
90.25 |
93.23 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.97 |
105.31 |
96.67 |
|
| R3 |
102.15 |
100.49 |
95.35 |
|
| R2 |
97.33 |
97.33 |
94.90 |
|
| R1 |
95.67 |
95.67 |
94.46 |
96.50 |
| PP |
92.51 |
92.51 |
92.51 |
92.92 |
| S1 |
90.85 |
90.85 |
93.58 |
91.68 |
| S2 |
87.69 |
87.69 |
93.14 |
|
| S3 |
82.87 |
86.03 |
92.69 |
|
| S4 |
78.05 |
81.21 |
91.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.16 |
89.34 |
4.82 |
5.1% |
2.33 |
2.5% |
97% |
True |
False |
13,335 |
| 10 |
94.16 |
87.95 |
6.21 |
6.6% |
2.48 |
2.6% |
98% |
True |
False |
18,020 |
| 20 |
94.16 |
83.95 |
10.21 |
10.9% |
2.49 |
2.6% |
99% |
True |
False |
14,331 |
| 40 |
94.16 |
76.15 |
18.01 |
19.2% |
2.72 |
2.9% |
99% |
True |
False |
11,100 |
| 60 |
94.16 |
76.15 |
18.01 |
19.2% |
2.61 |
2.8% |
99% |
True |
False |
9,549 |
| 80 |
102.67 |
76.15 |
26.52 |
28.2% |
2.57 |
2.7% |
67% |
False |
False |
8,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.24 |
|
2.618 |
97.90 |
|
1.618 |
96.47 |
|
1.000 |
95.59 |
|
0.618 |
95.04 |
|
HIGH |
94.16 |
|
0.618 |
93.61 |
|
0.500 |
93.45 |
|
0.382 |
93.28 |
|
LOW |
92.73 |
|
0.618 |
91.85 |
|
1.000 |
91.30 |
|
1.618 |
90.42 |
|
2.618 |
88.99 |
|
4.250 |
86.65 |
|
|
| Fisher Pivots for day following 04-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.83 |
93.44 |
| PP |
93.64 |
92.86 |
| S1 |
93.45 |
92.28 |
|