NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 10-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
95.95 |
95.15 |
-0.80 |
-0.8% |
93.10 |
| High |
97.14 |
97.70 |
0.56 |
0.6% |
94.16 |
| Low |
94.22 |
94.92 |
0.70 |
0.7% |
89.34 |
| Close |
95.34 |
97.32 |
1.98 |
2.1% |
94.02 |
| Range |
2.92 |
2.78 |
-0.14 |
-4.8% |
4.82 |
| ATR |
2.63 |
2.64 |
0.01 |
0.4% |
0.00 |
| Volume |
15,179 |
17,831 |
2,652 |
17.5% |
66,678 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.99 |
103.93 |
98.85 |
|
| R3 |
102.21 |
101.15 |
98.08 |
|
| R2 |
99.43 |
99.43 |
97.83 |
|
| R1 |
98.37 |
98.37 |
97.57 |
98.90 |
| PP |
96.65 |
96.65 |
96.65 |
96.91 |
| S1 |
95.59 |
95.59 |
97.07 |
96.12 |
| S2 |
93.87 |
93.87 |
96.81 |
|
| S3 |
91.09 |
92.81 |
96.56 |
|
| S4 |
88.31 |
90.03 |
95.79 |
|
|
| 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 |
97.70 |
92.73 |
4.97 |
5.1% |
2.09 |
2.1% |
92% |
True |
False |
15,266 |
| 10 |
97.70 |
89.34 |
8.36 |
8.6% |
2.21 |
2.3% |
95% |
True |
False |
14,274 |
| 20 |
97.70 |
84.82 |
12.88 |
13.2% |
2.51 |
2.6% |
97% |
True |
False |
14,813 |
| 40 |
97.70 |
76.15 |
21.55 |
22.1% |
2.72 |
2.8% |
98% |
True |
False |
11,584 |
| 60 |
97.70 |
76.15 |
21.55 |
22.1% |
2.66 |
2.7% |
98% |
True |
False |
10,151 |
| 80 |
102.67 |
76.15 |
26.52 |
27.3% |
2.60 |
2.7% |
80% |
False |
False |
8,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.52 |
|
2.618 |
104.98 |
|
1.618 |
102.20 |
|
1.000 |
100.48 |
|
0.618 |
99.42 |
|
HIGH |
97.70 |
|
0.618 |
96.64 |
|
0.500 |
96.31 |
|
0.382 |
95.98 |
|
LOW |
94.92 |
|
0.618 |
93.20 |
|
1.000 |
92.14 |
|
1.618 |
90.42 |
|
2.618 |
87.64 |
|
4.250 |
83.11 |
|
|
| Fisher Pivots for day following 10-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.98 |
96.87 |
| PP |
96.65 |
96.41 |
| S1 |
96.31 |
95.96 |
|