NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 25-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
96.87 |
96.21 |
-0.66 |
-0.7% |
96.02 |
| High |
96.91 |
96.76 |
-0.15 |
-0.2% |
98.15 |
| Low |
95.90 |
95.50 |
-0.40 |
-0.4% |
95.50 |
| Close |
96.49 |
96.31 |
-0.18 |
-0.2% |
96.31 |
| Range |
1.01 |
1.26 |
0.25 |
24.8% |
2.65 |
| ATR |
|
|
|
|
|
| Volume |
4,467 |
3,075 |
-1,392 |
-31.2% |
18,291 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.97 |
99.40 |
97.00 |
|
| R3 |
98.71 |
98.14 |
96.66 |
|
| R2 |
97.45 |
97.45 |
96.54 |
|
| R1 |
96.88 |
96.88 |
96.43 |
97.17 |
| PP |
96.19 |
96.19 |
96.19 |
96.33 |
| S1 |
95.62 |
95.62 |
96.19 |
95.91 |
| S2 |
94.93 |
94.93 |
96.08 |
|
| S3 |
93.67 |
94.36 |
95.96 |
|
| S4 |
92.41 |
93.10 |
95.62 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.60 |
103.11 |
97.77 |
|
| R3 |
101.95 |
100.46 |
97.04 |
|
| R2 |
99.30 |
99.30 |
96.80 |
|
| R1 |
97.81 |
97.81 |
96.55 |
98.56 |
| PP |
96.65 |
96.65 |
96.65 |
97.03 |
| S1 |
95.16 |
95.16 |
96.07 |
95.91 |
| S2 |
94.00 |
94.00 |
95.82 |
|
| S3 |
91.35 |
92.51 |
95.58 |
|
| S4 |
88.70 |
89.86 |
94.85 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.12 |
|
2.618 |
100.06 |
|
1.618 |
98.80 |
|
1.000 |
98.02 |
|
0.618 |
97.54 |
|
HIGH |
96.76 |
|
0.618 |
96.28 |
|
0.500 |
96.13 |
|
0.382 |
95.98 |
|
LOW |
95.50 |
|
0.618 |
94.72 |
|
1.000 |
94.24 |
|
1.618 |
93.46 |
|
2.618 |
92.20 |
|
4.250 |
90.15 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.25 |
96.83 |
| PP |
96.19 |
96.65 |
| S1 |
96.13 |
96.48 |
|