NYMEX Light Sweet Crude Oil Future June 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 |
97.83 |
98.28 |
0.45 |
0.5% |
93.85 |
High |
99.07 |
102.00 |
2.93 |
3.0% |
98.15 |
Low |
97.21 |
97.75 |
0.54 |
0.6% |
93.19 |
Close |
98.69 |
101.78 |
3.09 |
3.1% |
98.12 |
Range |
1.86 |
4.25 |
2.39 |
128.5% |
4.96 |
ATR |
2.52 |
2.64 |
0.12 |
4.9% |
0.00 |
Volume |
28,975 |
28,895 |
-80 |
-0.3% |
141,606 |
|
Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.26 |
111.77 |
104.12 |
|
R3 |
109.01 |
107.52 |
102.95 |
|
R2 |
104.76 |
104.76 |
102.56 |
|
R1 |
103.27 |
103.27 |
102.17 |
104.02 |
PP |
100.51 |
100.51 |
100.51 |
100.88 |
S1 |
99.02 |
99.02 |
101.39 |
99.77 |
S2 |
96.26 |
96.26 |
101.00 |
|
S3 |
92.01 |
94.77 |
100.61 |
|
S4 |
87.76 |
90.52 |
99.44 |
|
|
Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.37 |
109.70 |
100.85 |
|
R3 |
106.41 |
104.74 |
99.48 |
|
R2 |
101.45 |
101.45 |
99.03 |
|
R1 |
99.78 |
99.78 |
98.57 |
100.62 |
PP |
96.49 |
96.49 |
96.49 |
96.90 |
S1 |
94.82 |
94.82 |
97.67 |
95.66 |
S2 |
91.53 |
91.53 |
97.21 |
|
S3 |
86.57 |
89.86 |
96.76 |
|
S4 |
81.61 |
84.90 |
95.39 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120.06 |
2.618 |
113.13 |
1.618 |
108.88 |
1.000 |
106.25 |
0.618 |
104.63 |
HIGH |
102.00 |
0.618 |
100.38 |
0.500 |
99.88 |
0.382 |
99.37 |
LOW |
97.75 |
0.618 |
95.12 |
1.000 |
93.50 |
1.618 |
90.87 |
2.618 |
86.62 |
4.250 |
79.69 |
|
|
Fisher Pivots for day following 16-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
101.15 |
100.94 |
PP |
100.51 |
100.09 |
S1 |
99.88 |
99.25 |
|