NYMEX Light Sweet Crude Oil Future May 2012
Trading Metrics calculated at close of trading on 23-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
97.40 |
97.42 |
0.02 |
0.0% |
98.03 |
High |
98.98 |
97.63 |
-1.35 |
-1.4% |
102.80 |
Low |
97.27 |
96.12 |
-1.15 |
-1.2% |
96.81 |
Close |
98.51 |
96.78 |
-1.73 |
-1.8% |
97.57 |
Range |
1.71 |
1.51 |
-0.20 |
-11.7% |
5.99 |
ATR |
2.51 |
2.50 |
-0.01 |
-0.3% |
0.00 |
Volume |
13,734 |
11,660 |
-2,074 |
-15.1% |
76,910 |
|
Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.37 |
100.59 |
97.61 |
|
R3 |
99.86 |
99.08 |
97.20 |
|
R2 |
98.35 |
98.35 |
97.06 |
|
R1 |
97.57 |
97.57 |
96.92 |
97.21 |
PP |
96.84 |
96.84 |
96.84 |
96.66 |
S1 |
96.06 |
96.06 |
96.64 |
95.70 |
S2 |
95.33 |
95.33 |
96.50 |
|
S3 |
93.82 |
94.55 |
96.36 |
|
S4 |
92.31 |
93.04 |
95.95 |
|
|
Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.03 |
113.29 |
100.86 |
|
R3 |
111.04 |
107.30 |
99.22 |
|
R2 |
105.05 |
105.05 |
98.67 |
|
R1 |
101.31 |
101.31 |
98.12 |
100.19 |
PP |
99.06 |
99.06 |
99.06 |
98.50 |
S1 |
95.32 |
95.32 |
97.02 |
94.20 |
S2 |
93.07 |
93.07 |
96.47 |
|
S3 |
87.08 |
89.33 |
95.92 |
|
S4 |
81.09 |
83.34 |
94.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.80 |
95.45 |
7.35 |
7.6% |
2.52 |
2.6% |
18% |
False |
False |
17,185 |
10 |
102.80 |
94.78 |
8.02 |
8.3% |
2.42 |
2.5% |
25% |
False |
False |
14,662 |
20 |
102.80 |
88.58 |
14.22 |
14.7% |
2.16 |
2.2% |
58% |
False |
False |
13,533 |
40 |
102.80 |
76.44 |
26.36 |
27.2% |
2.40 |
2.5% |
77% |
False |
False |
11,730 |
60 |
102.80 |
76.44 |
26.36 |
27.2% |
2.38 |
2.5% |
77% |
False |
False |
10,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.05 |
2.618 |
101.58 |
1.618 |
100.07 |
1.000 |
99.14 |
0.618 |
98.56 |
HIGH |
97.63 |
0.618 |
97.05 |
0.500 |
96.88 |
0.382 |
96.70 |
LOW |
96.12 |
0.618 |
95.19 |
1.000 |
94.61 |
1.618 |
93.68 |
2.618 |
92.17 |
4.250 |
89.70 |
|
|
Fisher Pivots for day following 23-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
96.88 |
97.22 |
PP |
96.84 |
97.07 |
S1 |
96.81 |
96.93 |
|