NYMEX Light Sweet Crude Oil Future April 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 |
96.00 |
95.95 |
-0.05 |
-0.1% |
93.10 |
| High |
96.55 |
97.14 |
0.59 |
0.6% |
94.16 |
| Low |
95.39 |
94.22 |
-1.17 |
-1.2% |
89.34 |
| Close |
96.51 |
95.34 |
-1.17 |
-1.2% |
94.02 |
| Range |
1.16 |
2.92 |
1.76 |
151.7% |
4.82 |
| ATR |
2.61 |
2.63 |
0.02 |
0.9% |
0.00 |
| Volume |
17,629 |
15,179 |
-2,450 |
-13.9% |
66,678 |
|
| Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.33 |
102.75 |
96.95 |
|
| R3 |
101.41 |
99.83 |
96.14 |
|
| R2 |
98.49 |
98.49 |
95.88 |
|
| R1 |
96.91 |
96.91 |
95.61 |
96.24 |
| PP |
95.57 |
95.57 |
95.57 |
95.23 |
| S1 |
93.99 |
93.99 |
95.07 |
93.32 |
| S2 |
92.65 |
92.65 |
94.80 |
|
| S3 |
89.73 |
91.07 |
94.54 |
|
| S4 |
86.81 |
88.15 |
93.73 |
|
|
| 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 |
97.14 |
90.42 |
6.72 |
7.0% |
2.19 |
2.3% |
73% |
True |
False |
14,083 |
| 10 |
97.14 |
89.34 |
7.80 |
8.2% |
2.22 |
2.3% |
77% |
True |
False |
14,286 |
| 20 |
97.14 |
84.22 |
12.92 |
13.6% |
2.47 |
2.6% |
86% |
True |
False |
14,811 |
| 40 |
97.14 |
76.15 |
20.99 |
22.0% |
2.69 |
2.8% |
91% |
True |
False |
11,413 |
| 60 |
97.14 |
76.15 |
20.99 |
22.0% |
2.64 |
2.8% |
91% |
True |
False |
9,968 |
| 80 |
102.67 |
76.15 |
26.52 |
27.8% |
2.59 |
2.7% |
72% |
False |
False |
8,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.55 |
|
2.618 |
104.78 |
|
1.618 |
101.86 |
|
1.000 |
100.06 |
|
0.618 |
98.94 |
|
HIGH |
97.14 |
|
0.618 |
96.02 |
|
0.500 |
95.68 |
|
0.382 |
95.34 |
|
LOW |
94.22 |
|
0.618 |
92.42 |
|
1.000 |
91.30 |
|
1.618 |
89.50 |
|
2.618 |
86.58 |
|
4.250 |
81.81 |
|
|
| Fisher Pivots for day following 09-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.68 |
95.33 |
| PP |
95.57 |
95.32 |
| S1 |
95.45 |
95.31 |
|