NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 07-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
94.24 |
94.40 |
0.16 |
0.2% |
93.53 |
| High |
94.93 |
96.11 |
1.18 |
1.2% |
94.93 |
| Low |
92.87 |
93.23 |
0.36 |
0.4% |
89.17 |
| Close |
94.26 |
95.52 |
1.26 |
1.3% |
94.26 |
| Range |
2.06 |
2.88 |
0.82 |
39.8% |
5.76 |
| ATR |
3.25 |
3.22 |
-0.03 |
-0.8% |
0.00 |
| Volume |
270,125 |
282,837 |
12,712 |
4.7% |
1,331,644 |
|
| Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.59 |
102.44 |
97.10 |
|
| R3 |
100.71 |
99.56 |
96.31 |
|
| R2 |
97.83 |
97.83 |
96.05 |
|
| R1 |
96.68 |
96.68 |
95.78 |
97.26 |
| PP |
94.95 |
94.95 |
94.95 |
95.24 |
| S1 |
93.80 |
93.80 |
95.26 |
94.38 |
| S2 |
92.07 |
92.07 |
94.99 |
|
| S3 |
89.19 |
90.92 |
94.73 |
|
| S4 |
86.31 |
88.04 |
93.94 |
|
|
| 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 |
96.11 |
89.17 |
6.94 |
7.3% |
3.04 |
3.2% |
91% |
True |
False |
282,686 |
| 10 |
96.11 |
89.17 |
6.94 |
7.3% |
3.06 |
3.2% |
91% |
True |
False |
303,118 |
| 20 |
96.11 |
83.40 |
12.71 |
13.3% |
3.06 |
3.2% |
95% |
True |
False |
273,683 |
| 40 |
96.11 |
75.15 |
20.96 |
21.9% |
3.23 |
3.4% |
97% |
True |
False |
190,331 |
| 60 |
96.11 |
75.15 |
20.96 |
21.9% |
3.19 |
3.3% |
97% |
True |
False |
154,080 |
| 80 |
101.83 |
75.15 |
26.68 |
27.9% |
3.24 |
3.4% |
76% |
False |
False |
131,917 |
| 100 |
101.83 |
75.15 |
26.68 |
27.9% |
3.13 |
3.3% |
76% |
False |
False |
117,045 |
| 120 |
105.14 |
75.15 |
29.99 |
31.4% |
3.06 |
3.2% |
68% |
False |
False |
106,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.35 |
|
2.618 |
103.65 |
|
1.618 |
100.77 |
|
1.000 |
98.99 |
|
0.618 |
97.89 |
|
HIGH |
96.11 |
|
0.618 |
95.01 |
|
0.500 |
94.67 |
|
0.382 |
94.33 |
|
LOW |
93.23 |
|
0.618 |
91.45 |
|
1.000 |
90.35 |
|
1.618 |
88.57 |
|
2.618 |
85.69 |
|
4.250 |
80.99 |
|
|
| Fisher Pivots for day following 07-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.24 |
94.84 |
| PP |
94.95 |
94.17 |
| S1 |
94.67 |
93.49 |
|