NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 10-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
96.81 |
95.75 |
-1.06 |
-1.1% |
93.53 |
| High |
97.84 |
98.35 |
0.51 |
0.5% |
94.93 |
| Low |
94.54 |
95.20 |
0.66 |
0.7% |
89.17 |
| Close |
95.74 |
97.78 |
2.04 |
2.1% |
94.26 |
| Range |
3.30 |
3.15 |
-0.15 |
-4.5% |
5.76 |
| ATR |
3.14 |
3.14 |
0.00 |
0.0% |
0.00 |
| Volume |
408,189 |
319,023 |
-89,166 |
-21.8% |
1,331,644 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.56 |
105.32 |
99.51 |
|
| R3 |
103.41 |
102.17 |
98.65 |
|
| R2 |
100.26 |
100.26 |
98.36 |
|
| R1 |
99.02 |
99.02 |
98.07 |
99.64 |
| PP |
97.11 |
97.11 |
97.11 |
97.42 |
| S1 |
95.87 |
95.87 |
97.49 |
96.49 |
| S2 |
93.96 |
93.96 |
97.20 |
|
| S3 |
90.81 |
92.72 |
96.91 |
|
| S4 |
87.66 |
89.57 |
96.05 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.07 |
107.92 |
97.43 |
|
| R3 |
104.31 |
102.16 |
95.84 |
|
| R2 |
98.55 |
98.55 |
95.32 |
|
| R1 |
96.40 |
96.40 |
94.79 |
97.48 |
| PP |
92.79 |
92.79 |
92.79 |
93.32 |
| S1 |
90.64 |
90.64 |
93.73 |
91.72 |
| S2 |
87.03 |
87.03 |
93.20 |
|
| S3 |
81.27 |
84.88 |
92.68 |
|
| S4 |
75.51 |
79.12 |
91.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.35 |
92.87 |
5.48 |
5.6% |
2.65 |
2.7% |
90% |
True |
False |
311,022 |
| 10 |
98.35 |
89.17 |
9.18 |
9.4% |
2.79 |
2.9% |
94% |
True |
False |
287,171 |
| 20 |
98.35 |
83.98 |
14.37 |
14.7% |
3.13 |
3.2% |
96% |
True |
False |
301,662 |
| 40 |
98.35 |
75.15 |
23.20 |
23.7% |
3.27 |
3.3% |
98% |
True |
False |
208,403 |
| 60 |
98.35 |
75.15 |
23.20 |
23.7% |
3.20 |
3.3% |
98% |
True |
False |
167,546 |
| 80 |
101.83 |
75.15 |
26.68 |
27.3% |
3.25 |
3.3% |
85% |
False |
False |
142,917 |
| 100 |
101.83 |
75.15 |
26.68 |
27.3% |
3.13 |
3.2% |
85% |
False |
False |
125,589 |
| 120 |
105.14 |
75.15 |
29.99 |
30.7% |
3.05 |
3.1% |
75% |
False |
False |
113,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.74 |
|
2.618 |
106.60 |
|
1.618 |
103.45 |
|
1.000 |
101.50 |
|
0.618 |
100.30 |
|
HIGH |
98.35 |
|
0.618 |
97.15 |
|
0.500 |
96.78 |
|
0.382 |
96.40 |
|
LOW |
95.20 |
|
0.618 |
93.25 |
|
1.000 |
92.05 |
|
1.618 |
90.10 |
|
2.618 |
86.95 |
|
4.250 |
81.81 |
|
|
| Fisher Pivots for day following 10-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.45 |
97.34 |
| PP |
97.11 |
96.89 |
| S1 |
96.78 |
96.45 |
|