NYMEX Light Sweet Crude Oil Future June 2012
Trading Metrics calculated at close of trading on 29-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
97.29 |
97.50 |
0.21 |
0.2% |
97.00 |
High |
100.24 |
99.73 |
-0.51 |
-0.5% |
98.86 |
Low |
97.17 |
97.47 |
0.30 |
0.3% |
95.43 |
Close |
98.18 |
99.48 |
1.30 |
1.3% |
96.80 |
Range |
3.07 |
2.26 |
-0.81 |
-26.4% |
3.43 |
ATR |
2.70 |
2.67 |
-0.03 |
-1.2% |
0.00 |
Volume |
15,669 |
32,139 |
16,470 |
105.1% |
135,485 |
|
Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.67 |
104.84 |
100.72 |
|
R3 |
103.41 |
102.58 |
100.10 |
|
R2 |
101.15 |
101.15 |
99.89 |
|
R1 |
100.32 |
100.32 |
99.69 |
100.74 |
PP |
98.89 |
98.89 |
98.89 |
99.10 |
S1 |
98.06 |
98.06 |
99.27 |
98.48 |
S2 |
96.63 |
96.63 |
99.07 |
|
S3 |
94.37 |
95.80 |
98.86 |
|
S4 |
92.11 |
93.54 |
98.24 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.32 |
105.49 |
98.69 |
|
R3 |
103.89 |
102.06 |
97.74 |
|
R2 |
100.46 |
100.46 |
97.43 |
|
R1 |
98.63 |
98.63 |
97.11 |
97.83 |
PP |
97.03 |
97.03 |
97.03 |
96.63 |
S1 |
95.20 |
95.20 |
96.49 |
94.40 |
S2 |
93.60 |
93.60 |
96.17 |
|
S3 |
90.17 |
91.77 |
95.86 |
|
S4 |
86.74 |
88.34 |
94.91 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.34 |
2.618 |
105.65 |
1.618 |
103.39 |
1.000 |
101.99 |
0.618 |
101.13 |
HIGH |
99.73 |
0.618 |
98.87 |
0.500 |
98.60 |
0.382 |
98.33 |
LOW |
97.47 |
0.618 |
96.07 |
1.000 |
95.21 |
1.618 |
93.81 |
2.618 |
91.55 |
4.250 |
87.87 |
|
|
Fisher Pivots for day following 29-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
99.19 |
98.94 |
PP |
98.89 |
98.41 |
S1 |
98.60 |
97.87 |
|