NYMEX Light Sweet Crude Oil Future May 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 |
97.50 |
98.09 |
0.59 |
0.6% |
93.95 |
High |
99.19 |
102.13 |
2.94 |
3.0% |
98.36 |
Low |
97.47 |
98.09 |
0.62 |
0.6% |
93.95 |
Close |
98.93 |
102.03 |
3.10 |
3.1% |
98.33 |
Range |
1.72 |
4.04 |
2.32 |
134.9% |
4.41 |
ATR |
2.30 |
2.43 |
0.12 |
5.4% |
0.00 |
Volume |
11,223 |
9,882 |
-1,341 |
-11.9% |
61,712 |
|
Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.87 |
111.49 |
104.25 |
|
R3 |
108.83 |
107.45 |
103.14 |
|
R2 |
104.79 |
104.79 |
102.77 |
|
R1 |
103.41 |
103.41 |
102.40 |
104.10 |
PP |
100.75 |
100.75 |
100.75 |
101.10 |
S1 |
99.37 |
99.37 |
101.66 |
100.06 |
S2 |
96.71 |
96.71 |
101.29 |
|
S3 |
92.67 |
95.33 |
100.92 |
|
S4 |
88.63 |
91.29 |
99.81 |
|
|
Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.11 |
108.63 |
100.76 |
|
R3 |
105.70 |
104.22 |
99.54 |
|
R2 |
101.29 |
101.29 |
99.14 |
|
R1 |
99.81 |
99.81 |
98.73 |
100.55 |
PP |
96.88 |
96.88 |
96.88 |
97.25 |
S1 |
95.40 |
95.40 |
97.93 |
96.14 |
S2 |
92.47 |
92.47 |
97.52 |
|
S3 |
88.06 |
90.99 |
97.12 |
|
S4 |
83.65 |
86.58 |
95.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.13 |
94.78 |
7.35 |
7.2% |
2.31 |
2.3% |
99% |
True |
False |
12,138 |
10 |
102.13 |
90.61 |
11.52 |
11.3% |
2.14 |
2.1% |
99% |
True |
False |
11,749 |
20 |
102.13 |
84.95 |
17.18 |
16.8% |
2.20 |
2.2% |
99% |
True |
False |
12,818 |
40 |
102.13 |
76.44 |
25.69 |
25.2% |
2.55 |
2.5% |
100% |
True |
False |
10,410 |
60 |
102.13 |
76.44 |
25.69 |
25.2% |
2.31 |
2.3% |
100% |
True |
False |
8,961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119.30 |
2.618 |
112.71 |
1.618 |
108.67 |
1.000 |
106.17 |
0.618 |
104.63 |
HIGH |
102.13 |
0.618 |
100.59 |
0.500 |
100.11 |
0.382 |
99.63 |
LOW |
98.09 |
0.618 |
95.59 |
1.000 |
94.05 |
1.618 |
91.55 |
2.618 |
87.51 |
4.250 |
80.92 |
|
|
Fisher Pivots for day following 16-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
101.39 |
101.18 |
PP |
100.75 |
100.32 |
S1 |
100.11 |
99.47 |
|