NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 09-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
95.50 |
96.67 |
1.17 |
1.2% |
92.89 |
| High |
96.80 |
97.40 |
0.60 |
0.6% |
94.41 |
| Low |
95.16 |
94.38 |
-0.78 |
-0.8% |
88.85 |
| Close |
96.59 |
95.45 |
-1.14 |
-1.2% |
94.09 |
| Range |
1.64 |
3.02 |
1.38 |
84.1% |
5.56 |
| ATR |
2.80 |
2.81 |
0.02 |
0.6% |
0.00 |
| Volume |
41,516 |
31,203 |
-10,313 |
-24.8% |
142,120 |
|
| Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.80 |
103.15 |
97.11 |
|
| R3 |
101.78 |
100.13 |
96.28 |
|
| R2 |
98.76 |
98.76 |
96.00 |
|
| R1 |
97.11 |
97.11 |
95.73 |
96.43 |
| PP |
95.74 |
95.74 |
95.74 |
95.40 |
| S1 |
94.09 |
94.09 |
95.17 |
93.41 |
| S2 |
92.72 |
92.72 |
94.90 |
|
| S3 |
89.70 |
91.07 |
94.62 |
|
| S4 |
86.68 |
88.05 |
93.79 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.13 |
107.17 |
97.15 |
|
| R3 |
103.57 |
101.61 |
95.62 |
|
| R2 |
98.01 |
98.01 |
95.11 |
|
| R1 |
96.05 |
96.05 |
94.60 |
97.03 |
| PP |
92.45 |
92.45 |
92.45 |
92.94 |
| S1 |
90.49 |
90.49 |
93.58 |
91.47 |
| S2 |
86.89 |
86.89 |
93.07 |
|
| S3 |
81.33 |
84.93 |
92.56 |
|
| S4 |
75.77 |
79.37 |
91.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.40 |
90.50 |
6.90 |
7.2% |
2.48 |
2.6% |
72% |
True |
False |
30,796 |
| 10 |
97.40 |
88.85 |
8.55 |
9.0% |
2.50 |
2.6% |
77% |
True |
False |
31,840 |
| 20 |
97.40 |
84.05 |
13.35 |
14.0% |
2.73 |
2.9% |
85% |
True |
False |
31,633 |
| 40 |
97.40 |
75.90 |
21.50 |
22.5% |
2.89 |
3.0% |
91% |
True |
False |
24,166 |
| 60 |
97.40 |
75.90 |
21.50 |
22.5% |
2.80 |
2.9% |
91% |
True |
False |
20,147 |
| 80 |
102.81 |
75.90 |
26.91 |
28.2% |
2.82 |
3.0% |
73% |
False |
False |
17,028 |
| 100 |
102.81 |
75.90 |
26.91 |
28.2% |
2.61 |
2.7% |
73% |
False |
False |
14,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.24 |
|
2.618 |
105.31 |
|
1.618 |
102.29 |
|
1.000 |
100.42 |
|
0.618 |
99.27 |
|
HIGH |
97.40 |
|
0.618 |
96.25 |
|
0.500 |
95.89 |
|
0.382 |
95.53 |
|
LOW |
94.38 |
|
0.618 |
92.51 |
|
1.000 |
91.36 |
|
1.618 |
89.49 |
|
2.618 |
86.47 |
|
4.250 |
81.55 |
|
|
| Fisher Pivots for day following 09-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.89 |
95.40 |
| PP |
95.74 |
95.35 |
| S1 |
95.60 |
95.30 |
|