NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 16-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
98.05 |
98.99 |
0.94 |
1.0% |
94.09 |
| High |
99.62 |
102.60 |
2.98 |
3.0% |
98.70 |
| Low |
97.60 |
98.28 |
0.68 |
0.7% |
93.19 |
| Close |
99.27 |
102.38 |
3.11 |
3.1% |
98.63 |
| Range |
2.02 |
4.32 |
2.30 |
113.9% |
5.51 |
| ATR |
2.61 |
2.74 |
0.12 |
4.7% |
0.00 |
| Volume |
34,837 |
41,837 |
7,000 |
20.1% |
171,330 |
|
| Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.05 |
112.53 |
104.76 |
|
| R3 |
109.73 |
108.21 |
103.57 |
|
| R2 |
105.41 |
105.41 |
103.17 |
|
| R1 |
103.89 |
103.89 |
102.78 |
104.65 |
| PP |
101.09 |
101.09 |
101.09 |
101.47 |
| S1 |
99.57 |
99.57 |
101.98 |
100.33 |
| S2 |
96.77 |
96.77 |
101.59 |
|
| S3 |
92.45 |
95.25 |
101.19 |
|
| S4 |
88.13 |
90.93 |
100.00 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.37 |
111.51 |
101.66 |
|
| R3 |
107.86 |
106.00 |
100.15 |
|
| R2 |
102.35 |
102.35 |
99.64 |
|
| R1 |
100.49 |
100.49 |
99.14 |
101.42 |
| PP |
96.84 |
96.84 |
96.84 |
97.31 |
| S1 |
94.98 |
94.98 |
98.12 |
95.91 |
| S2 |
91.33 |
91.33 |
97.62 |
|
| S3 |
85.82 |
89.47 |
97.11 |
|
| S4 |
80.31 |
83.96 |
95.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.60 |
95.00 |
7.60 |
7.4% |
2.51 |
2.5% |
97% |
True |
False |
37,711 |
| 10 |
102.60 |
90.50 |
12.10 |
11.8% |
2.50 |
2.4% |
98% |
True |
False |
34,254 |
| 20 |
102.60 |
84.69 |
17.91 |
17.5% |
2.66 |
2.6% |
99% |
True |
False |
35,406 |
| 40 |
102.60 |
75.90 |
26.70 |
26.1% |
2.91 |
2.8% |
99% |
True |
False |
27,252 |
| 60 |
102.60 |
75.90 |
26.70 |
26.1% |
2.72 |
2.7% |
99% |
True |
False |
22,531 |
| 80 |
102.60 |
75.90 |
26.70 |
26.1% |
2.87 |
2.8% |
99% |
True |
False |
18,985 |
| 100 |
102.81 |
75.90 |
26.91 |
26.3% |
2.63 |
2.6% |
98% |
False |
False |
16,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.96 |
|
2.618 |
113.91 |
|
1.618 |
109.59 |
|
1.000 |
106.92 |
|
0.618 |
105.27 |
|
HIGH |
102.60 |
|
0.618 |
100.95 |
|
0.500 |
100.44 |
|
0.382 |
99.93 |
|
LOW |
98.28 |
|
0.618 |
95.61 |
|
1.000 |
93.96 |
|
1.618 |
91.29 |
|
2.618 |
86.97 |
|
4.250 |
79.92 |
|
|
| Fisher Pivots for day following 16-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.73 |
101.53 |
| PP |
101.09 |
100.68 |
| S1 |
100.44 |
99.83 |
|