NYMEX Light Sweet Crude Oil Future June 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 |
97.39 |
97.84 |
0.45 |
0.5% |
98.15 |
| High |
98.86 |
97.84 |
-1.02 |
-1.0% |
102.55 |
| Low |
96.86 |
95.96 |
-0.90 |
-0.9% |
96.49 |
| Close |
98.47 |
96.77 |
-1.70 |
-1.7% |
97.46 |
| Range |
2.00 |
1.88 |
-0.12 |
-6.0% |
6.06 |
| ATR |
2.70 |
2.69 |
-0.01 |
-0.5% |
0.00 |
| Volume |
26,150 |
35,573 |
9,423 |
36.0% |
204,267 |
|
| Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.50 |
101.51 |
97.80 |
|
| R3 |
100.62 |
99.63 |
97.29 |
|
| R2 |
98.74 |
98.74 |
97.11 |
|
| R1 |
97.75 |
97.75 |
96.94 |
97.31 |
| PP |
96.86 |
96.86 |
96.86 |
96.63 |
| S1 |
95.87 |
95.87 |
96.60 |
95.43 |
| S2 |
94.98 |
94.98 |
96.43 |
|
| S3 |
93.10 |
93.99 |
96.25 |
|
| S4 |
91.22 |
92.11 |
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 |
105.83 |
|
2.618 |
102.76 |
|
1.618 |
100.88 |
|
1.000 |
99.72 |
|
0.618 |
99.00 |
|
HIGH |
97.84 |
|
0.618 |
97.12 |
|
0.500 |
96.90 |
|
0.382 |
96.68 |
|
LOW |
95.96 |
|
0.618 |
94.80 |
|
1.000 |
94.08 |
|
1.618 |
92.92 |
|
2.618 |
91.04 |
|
4.250 |
87.97 |
|
|
| Fisher Pivots for day following 23-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.90 |
97.15 |
| PP |
96.86 |
97.02 |
| S1 |
96.81 |
96.90 |
|