NYMEX Light Sweet Crude Oil Future June 2012
Trading Metrics calculated at close of trading on 21-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
98.33 |
97.00 |
-1.33 |
-1.4% |
98.15 |
High |
99.84 |
97.72 |
-2.12 |
-2.1% |
102.55 |
Low |
96.74 |
95.43 |
-1.31 |
-1.4% |
96.49 |
Close |
97.46 |
97.00 |
-0.46 |
-0.5% |
97.46 |
Range |
3.10 |
2.29 |
-0.81 |
-26.1% |
6.06 |
ATR |
2.79 |
2.76 |
-0.04 |
-1.3% |
0.00 |
Volume |
44,403 |
45,191 |
788 |
1.8% |
204,267 |
|
Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.59 |
102.58 |
98.26 |
|
R3 |
101.30 |
100.29 |
97.63 |
|
R2 |
99.01 |
99.01 |
97.42 |
|
R1 |
98.00 |
98.00 |
97.21 |
98.15 |
PP |
96.72 |
96.72 |
96.72 |
96.79 |
S1 |
95.71 |
95.71 |
96.79 |
95.86 |
S2 |
94.43 |
94.43 |
96.58 |
|
S3 |
92.14 |
93.42 |
96.37 |
|
S4 |
89.85 |
91.13 |
95.74 |
|
|
Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.01 |
113.30 |
100.79 |
|
R3 |
110.95 |
107.24 |
99.13 |
|
R2 |
104.89 |
104.89 |
98.57 |
|
R1 |
101.18 |
101.18 |
98.02 |
100.01 |
PP |
98.83 |
98.83 |
98.83 |
98.25 |
S1 |
95.12 |
95.12 |
96.90 |
93.95 |
S2 |
92.77 |
92.77 |
96.35 |
|
S3 |
86.71 |
89.06 |
95.79 |
|
S4 |
80.65 |
83.00 |
94.13 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.45 |
2.618 |
103.72 |
1.618 |
101.43 |
1.000 |
100.01 |
0.618 |
99.14 |
HIGH |
97.72 |
0.618 |
96.85 |
0.500 |
96.58 |
0.382 |
96.30 |
LOW |
95.43 |
0.618 |
94.01 |
1.000 |
93.14 |
1.618 |
91.72 |
2.618 |
89.43 |
4.250 |
85.70 |
|
|
Fisher Pivots for day following 21-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
96.86 |
98.99 |
PP |
96.72 |
98.33 |
S1 |
96.58 |
97.66 |
|