NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 28-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
96.21 |
98.84 |
2.63 |
2.7% |
96.02 |
| High |
96.76 |
98.84 |
2.08 |
2.1% |
98.15 |
| Low |
95.50 |
96.63 |
1.13 |
1.2% |
95.50 |
| Close |
96.31 |
97.60 |
1.29 |
1.3% |
96.31 |
| Range |
1.26 |
2.21 |
0.95 |
75.4% |
2.65 |
| ATR |
|
|
|
|
|
| Volume |
3,075 |
2,825 |
-250 |
-8.1% |
18,291 |
|
| Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.32 |
103.17 |
98.82 |
|
| R3 |
102.11 |
100.96 |
98.21 |
|
| R2 |
99.90 |
99.90 |
98.01 |
|
| R1 |
98.75 |
98.75 |
97.80 |
98.22 |
| PP |
97.69 |
97.69 |
97.69 |
97.43 |
| S1 |
96.54 |
96.54 |
97.40 |
96.01 |
| S2 |
95.48 |
95.48 |
97.19 |
|
| S3 |
93.27 |
94.33 |
96.99 |
|
| S4 |
91.06 |
92.12 |
96.38 |
|
|
| 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 |
108.23 |
|
2.618 |
104.63 |
|
1.618 |
102.42 |
|
1.000 |
101.05 |
|
0.618 |
100.21 |
|
HIGH |
98.84 |
|
0.618 |
98.00 |
|
0.500 |
97.74 |
|
0.382 |
97.47 |
|
LOW |
96.63 |
|
0.618 |
95.26 |
|
1.000 |
94.42 |
|
1.618 |
93.05 |
|
2.618 |
90.84 |
|
4.250 |
87.24 |
|
|
| Fisher Pivots for day following 28-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.74 |
97.46 |
| PP |
97.69 |
97.31 |
| S1 |
97.65 |
97.17 |
|