NYMEX Light Sweet Crude Oil Future December 2011
| 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 |
95.87 |
96.81 |
0.94 |
1.0% |
93.53 |
| High |
97.08 |
97.84 |
0.76 |
0.8% |
94.93 |
| Low |
95.23 |
94.54 |
-0.69 |
-0.7% |
89.17 |
| Close |
96.80 |
95.74 |
-1.06 |
-1.1% |
94.26 |
| Range |
1.85 |
3.30 |
1.45 |
78.4% |
5.76 |
| ATR |
3.12 |
3.14 |
0.01 |
0.4% |
0.00 |
| Volume |
274,939 |
408,189 |
133,250 |
48.5% |
1,331,644 |
|
| Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.94 |
104.14 |
97.56 |
|
| R3 |
102.64 |
100.84 |
96.65 |
|
| R2 |
99.34 |
99.34 |
96.35 |
|
| R1 |
97.54 |
97.54 |
96.04 |
96.79 |
| PP |
96.04 |
96.04 |
96.04 |
95.67 |
| S1 |
94.24 |
94.24 |
95.44 |
93.49 |
| S2 |
92.74 |
92.74 |
95.14 |
|
| S3 |
89.44 |
90.94 |
94.83 |
|
| S4 |
86.14 |
87.64 |
93.93 |
|
|
| 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 |
97.84 |
90.87 |
6.97 |
7.3% |
2.77 |
2.9% |
70% |
True |
False |
304,134 |
| 10 |
97.84 |
89.17 |
8.67 |
9.1% |
2.82 |
2.9% |
76% |
True |
False |
286,016 |
| 20 |
97.84 |
83.40 |
14.44 |
15.1% |
3.08 |
3.2% |
85% |
True |
False |
293,860 |
| 40 |
97.84 |
75.15 |
22.69 |
23.7% |
3.25 |
3.4% |
91% |
True |
False |
202,457 |
| 60 |
97.84 |
75.15 |
22.69 |
23.7% |
3.18 |
3.3% |
91% |
True |
False |
163,395 |
| 80 |
101.83 |
75.15 |
26.68 |
27.9% |
3.24 |
3.4% |
77% |
False |
False |
139,429 |
| 100 |
101.83 |
75.15 |
26.68 |
27.9% |
3.12 |
3.3% |
77% |
False |
False |
122,748 |
| 120 |
105.14 |
75.15 |
29.99 |
31.3% |
3.06 |
3.2% |
69% |
False |
False |
111,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.87 |
|
2.618 |
106.48 |
|
1.618 |
103.18 |
|
1.000 |
101.14 |
|
0.618 |
99.88 |
|
HIGH |
97.84 |
|
0.618 |
96.58 |
|
0.500 |
96.19 |
|
0.382 |
95.80 |
|
LOW |
94.54 |
|
0.618 |
92.50 |
|
1.000 |
91.24 |
|
1.618 |
89.20 |
|
2.618 |
85.90 |
|
4.250 |
80.52 |
|
|
| Fisher Pivots for day following 09-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.19 |
95.67 |
| PP |
96.04 |
95.60 |
| S1 |
95.89 |
95.54 |
|