NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 11-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
95.15 |
97.53 |
2.38 |
2.5% |
94.02 |
| High |
97.70 |
98.51 |
0.81 |
0.8% |
98.51 |
| Low |
94.92 |
97.06 |
2.14 |
2.3% |
93.48 |
| Close |
97.32 |
98.49 |
1.17 |
1.2% |
98.49 |
| Range |
2.78 |
1.45 |
-1.33 |
-47.8% |
5.03 |
| ATR |
2.64 |
2.55 |
-0.08 |
-3.2% |
0.00 |
| Volume |
17,831 |
15,240 |
-2,591 |
-14.5% |
76,165 |
|
| Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.37 |
101.88 |
99.29 |
|
| R3 |
100.92 |
100.43 |
98.89 |
|
| R2 |
99.47 |
99.47 |
98.76 |
|
| R1 |
98.98 |
98.98 |
98.62 |
99.23 |
| PP |
98.02 |
98.02 |
98.02 |
98.14 |
| S1 |
97.53 |
97.53 |
98.36 |
97.78 |
| S2 |
96.57 |
96.57 |
98.22 |
|
| S3 |
95.12 |
96.08 |
98.09 |
|
| S4 |
93.67 |
94.63 |
97.69 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.92 |
110.23 |
101.26 |
|
| R3 |
106.89 |
105.20 |
99.87 |
|
| R2 |
101.86 |
101.86 |
99.41 |
|
| R1 |
100.17 |
100.17 |
98.95 |
101.02 |
| PP |
96.83 |
96.83 |
96.83 |
97.25 |
| S1 |
95.14 |
95.14 |
98.03 |
95.99 |
| S2 |
91.80 |
91.80 |
97.57 |
|
| S3 |
86.77 |
90.11 |
97.11 |
|
| S4 |
81.74 |
85.08 |
95.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.51 |
93.48 |
5.03 |
5.1% |
2.09 |
2.1% |
100% |
True |
False |
15,233 |
| 10 |
98.51 |
89.34 |
9.17 |
9.3% |
2.21 |
2.2% |
100% |
True |
False |
14,284 |
| 20 |
98.51 |
84.94 |
13.57 |
13.8% |
2.43 |
2.5% |
100% |
True |
False |
15,121 |
| 40 |
98.51 |
76.15 |
22.36 |
22.7% |
2.70 |
2.7% |
100% |
True |
False |
11,807 |
| 60 |
98.51 |
76.15 |
22.36 |
22.7% |
2.58 |
2.6% |
100% |
True |
False |
10,362 |
| 80 |
102.67 |
76.15 |
26.52 |
26.9% |
2.60 |
2.6% |
84% |
False |
False |
8,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.67 |
|
2.618 |
102.31 |
|
1.618 |
100.86 |
|
1.000 |
99.96 |
|
0.618 |
99.41 |
|
HIGH |
98.51 |
|
0.618 |
97.96 |
|
0.500 |
97.79 |
|
0.382 |
97.61 |
|
LOW |
97.06 |
|
0.618 |
96.16 |
|
1.000 |
95.61 |
|
1.618 |
94.71 |
|
2.618 |
93.26 |
|
4.250 |
90.90 |
|
|
| Fisher Pivots for day following 11-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
98.26 |
97.78 |
| PP |
98.02 |
97.07 |
| S1 |
97.79 |
96.37 |
|