NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 16-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
98.08 |
98.67 |
0.59 |
0.6% |
94.02 |
| High |
99.38 |
102.22 |
2.84 |
2.9% |
98.51 |
| Low |
97.62 |
98.29 |
0.67 |
0.7% |
93.48 |
| Close |
99.12 |
102.22 |
3.10 |
3.1% |
98.49 |
| Range |
1.76 |
3.93 |
2.17 |
123.3% |
5.03 |
| ATR |
2.44 |
2.54 |
0.11 |
4.4% |
0.00 |
| Volume |
11,878 |
13,245 |
1,367 |
11.5% |
76,165 |
|
| Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.70 |
111.39 |
104.38 |
|
| R3 |
108.77 |
107.46 |
103.30 |
|
| R2 |
104.84 |
104.84 |
102.94 |
|
| R1 |
103.53 |
103.53 |
102.58 |
104.19 |
| PP |
100.91 |
100.91 |
100.91 |
101.24 |
| S1 |
99.60 |
99.60 |
101.86 |
100.26 |
| S2 |
96.98 |
96.98 |
101.50 |
|
| S3 |
93.05 |
95.67 |
101.14 |
|
| S4 |
89.12 |
91.74 |
100.06 |
|
|
| 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 |
102.22 |
94.92 |
7.30 |
7.1% |
2.31 |
2.3% |
100% |
True |
False |
14,595 |
| 10 |
102.22 |
90.42 |
11.80 |
11.5% |
2.25 |
2.2% |
100% |
True |
False |
14,339 |
| 20 |
102.22 |
84.94 |
17.28 |
16.9% |
2.39 |
2.3% |
100% |
True |
False |
15,567 |
| 40 |
102.22 |
76.15 |
26.07 |
25.5% |
2.70 |
2.6% |
100% |
True |
False |
12,321 |
| 60 |
102.22 |
76.15 |
26.07 |
25.5% |
2.56 |
2.5% |
100% |
True |
False |
10,652 |
| 80 |
102.22 |
76.15 |
26.07 |
25.5% |
2.64 |
2.6% |
100% |
True |
False |
9,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.92 |
|
2.618 |
112.51 |
|
1.618 |
108.58 |
|
1.000 |
106.15 |
|
0.618 |
104.65 |
|
HIGH |
102.22 |
|
0.618 |
100.72 |
|
0.500 |
100.26 |
|
0.382 |
99.79 |
|
LOW |
98.29 |
|
0.618 |
95.86 |
|
1.000 |
94.36 |
|
1.618 |
91.93 |
|
2.618 |
88.00 |
|
4.250 |
81.59 |
|
|
| Fisher Pivots for day following 16-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.57 |
101.34 |
| PP |
100.91 |
100.45 |
| S1 |
100.26 |
99.57 |
|