NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 14-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
97.28 |
97.82 |
0.54 |
0.6% |
93.73 |
| High |
97.87 |
97.96 |
0.09 |
0.1% |
97.87 |
| Low |
96.50 |
96.34 |
-0.16 |
-0.2% |
93.12 |
| Close |
97.89 |
97.42 |
-0.47 |
-0.5% |
97.89 |
| Range |
1.37 |
1.62 |
0.25 |
18.2% |
4.75 |
| ATR |
2.16 |
2.12 |
-0.04 |
-1.8% |
0.00 |
| Volume |
5,240 |
4,679 |
-561 |
-10.7% |
27,576 |
|
| Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.10 |
101.38 |
98.31 |
|
| R3 |
100.48 |
99.76 |
97.87 |
|
| R2 |
98.86 |
98.86 |
97.72 |
|
| R1 |
98.14 |
98.14 |
97.57 |
97.69 |
| PP |
97.24 |
97.24 |
97.24 |
97.02 |
| S1 |
96.52 |
96.52 |
97.27 |
96.07 |
| S2 |
95.62 |
95.62 |
97.12 |
|
| S3 |
94.00 |
94.90 |
96.97 |
|
| S4 |
92.38 |
93.28 |
96.53 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.54 |
108.97 |
100.50 |
|
| R3 |
105.79 |
104.22 |
99.20 |
|
| R2 |
101.04 |
101.04 |
98.76 |
|
| R1 |
99.47 |
99.47 |
98.33 |
100.26 |
| PP |
96.29 |
96.29 |
96.29 |
96.69 |
| S1 |
94.72 |
94.72 |
97.45 |
95.51 |
| S2 |
91.54 |
91.54 |
97.02 |
|
| S3 |
86.79 |
89.97 |
96.58 |
|
| S4 |
82.04 |
85.22 |
95.28 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.85 |
|
2.618 |
102.20 |
|
1.618 |
100.58 |
|
1.000 |
99.58 |
|
0.618 |
98.96 |
|
HIGH |
97.96 |
|
0.618 |
97.34 |
|
0.500 |
97.15 |
|
0.382 |
96.96 |
|
LOW |
96.34 |
|
0.618 |
95.34 |
|
1.000 |
94.72 |
|
1.618 |
93.72 |
|
2.618 |
92.10 |
|
4.250 |
89.46 |
|
|
| Fisher Pivots for day following 14-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.33 |
97.00 |
| PP |
97.24 |
96.59 |
| S1 |
97.15 |
96.17 |
|