NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 14-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
97.53 |
98.50 |
0.97 |
1.0% |
94.02 |
| High |
98.51 |
98.56 |
0.05 |
0.1% |
98.51 |
| Low |
97.06 |
96.92 |
-0.14 |
-0.1% |
93.48 |
| Close |
98.49 |
97.99 |
-0.50 |
-0.5% |
98.49 |
| Range |
1.45 |
1.64 |
0.19 |
13.1% |
5.03 |
| ATR |
2.55 |
2.49 |
-0.07 |
-2.6% |
0.00 |
| Volume |
15,240 |
14,785 |
-455 |
-3.0% |
76,165 |
|
| Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.74 |
102.01 |
98.89 |
|
| R3 |
101.10 |
100.37 |
98.44 |
|
| R2 |
99.46 |
99.46 |
98.29 |
|
| R1 |
98.73 |
98.73 |
98.14 |
98.28 |
| PP |
97.82 |
97.82 |
97.82 |
97.60 |
| S1 |
97.09 |
97.09 |
97.84 |
96.64 |
| S2 |
96.18 |
96.18 |
97.69 |
|
| S3 |
94.54 |
95.45 |
97.54 |
|
| S4 |
92.90 |
93.81 |
97.09 |
|
|
| 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 |
98.56 |
94.22 |
4.34 |
4.4% |
1.99 |
2.0% |
87% |
True |
False |
16,132 |
| 10 |
98.56 |
89.34 |
9.22 |
9.4% |
2.17 |
2.2% |
94% |
True |
False |
14,552 |
| 20 |
98.56 |
84.94 |
13.62 |
13.9% |
2.40 |
2.5% |
96% |
True |
False |
15,278 |
| 40 |
98.56 |
76.15 |
22.41 |
22.9% |
2.67 |
2.7% |
97% |
True |
False |
12,008 |
| 60 |
98.56 |
76.15 |
22.41 |
22.9% |
2.56 |
2.6% |
97% |
True |
False |
10,409 |
| 80 |
102.67 |
76.15 |
26.52 |
27.1% |
2.60 |
2.7% |
82% |
False |
False |
9,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.53 |
|
2.618 |
102.85 |
|
1.618 |
101.21 |
|
1.000 |
100.20 |
|
0.618 |
99.57 |
|
HIGH |
98.56 |
|
0.618 |
97.93 |
|
0.500 |
97.74 |
|
0.382 |
97.55 |
|
LOW |
96.92 |
|
0.618 |
95.91 |
|
1.000 |
95.28 |
|
1.618 |
94.27 |
|
2.618 |
92.63 |
|
4.250 |
89.95 |
|
|
| Fisher Pivots for day following 14-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.91 |
97.57 |
| PP |
97.82 |
97.16 |
| S1 |
97.74 |
96.74 |
|