NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 28-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
96.30 |
98.15 |
1.85 |
1.9% |
97.52 |
| High |
97.74 |
100.41 |
2.67 |
2.7% |
98.90 |
| Low |
95.56 |
97.47 |
1.91 |
2.0% |
95.50 |
| Close |
97.05 |
98.45 |
1.40 |
1.4% |
97.05 |
| Range |
2.18 |
2.94 |
0.76 |
34.9% |
3.40 |
| ATR |
2.60 |
2.65 |
0.05 |
2.1% |
0.00 |
| Volume |
16,266 |
10,794 |
-5,472 |
-33.6% |
73,419 |
|
| Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.60 |
105.96 |
100.07 |
|
| R3 |
104.66 |
103.02 |
99.26 |
|
| R2 |
101.72 |
101.72 |
98.99 |
|
| R1 |
100.08 |
100.08 |
98.72 |
100.90 |
| PP |
98.78 |
98.78 |
98.78 |
99.19 |
| S1 |
97.14 |
97.14 |
98.18 |
97.96 |
| S2 |
95.84 |
95.84 |
97.91 |
|
| S3 |
92.90 |
94.20 |
97.64 |
|
| S4 |
89.96 |
91.26 |
96.83 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.35 |
105.60 |
98.92 |
|
| R3 |
103.95 |
102.20 |
97.99 |
|
| R2 |
100.55 |
100.55 |
97.67 |
|
| R1 |
98.80 |
98.80 |
97.36 |
97.98 |
| PP |
97.15 |
97.15 |
97.15 |
96.74 |
| S1 |
95.40 |
95.40 |
96.74 |
94.58 |
| S2 |
93.75 |
93.75 |
96.43 |
|
| S3 |
90.35 |
92.00 |
96.12 |
|
| S4 |
86.95 |
88.60 |
95.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.41 |
95.50 |
4.91 |
5.0% |
2.20 |
2.2% |
60% |
True |
False |
16,842 |
| 10 |
103.08 |
95.50 |
7.58 |
7.7% |
2.60 |
2.6% |
39% |
False |
False |
17,367 |
| 20 |
103.08 |
89.34 |
13.74 |
14.0% |
2.41 |
2.4% |
66% |
False |
False |
15,825 |
| 40 |
103.08 |
76.15 |
26.93 |
27.4% |
2.50 |
2.5% |
83% |
False |
False |
14,415 |
| 60 |
103.08 |
76.15 |
26.93 |
27.4% |
2.65 |
2.7% |
83% |
False |
False |
12,086 |
| 80 |
103.08 |
76.15 |
26.93 |
27.4% |
2.67 |
2.7% |
83% |
False |
False |
10,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.91 |
|
2.618 |
108.11 |
|
1.618 |
105.17 |
|
1.000 |
103.35 |
|
0.618 |
102.23 |
|
HIGH |
100.41 |
|
0.618 |
99.29 |
|
0.500 |
98.94 |
|
0.382 |
98.59 |
|
LOW |
97.47 |
|
0.618 |
95.65 |
|
1.000 |
94.53 |
|
1.618 |
92.71 |
|
2.618 |
89.77 |
|
4.250 |
84.98 |
|
|
| Fisher Pivots for day following 28-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
98.94 |
98.30 |
| PP |
98.78 |
98.14 |
| S1 |
98.61 |
97.99 |
|