NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 11-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
95.75 |
97.51 |
1.76 |
1.8% |
94.40 |
| High |
98.35 |
99.40 |
1.05 |
1.1% |
99.40 |
| Low |
95.20 |
97.35 |
2.15 |
2.3% |
93.23 |
| Close |
97.78 |
98.99 |
1.21 |
1.2% |
98.99 |
| Range |
3.15 |
2.05 |
-1.10 |
-34.9% |
6.17 |
| ATR |
3.14 |
3.06 |
-0.08 |
-2.5% |
0.00 |
| Volume |
319,023 |
238,846 |
-80,177 |
-25.1% |
1,523,834 |
|
| Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.73 |
103.91 |
100.12 |
|
| R3 |
102.68 |
101.86 |
99.55 |
|
| R2 |
100.63 |
100.63 |
99.37 |
|
| R1 |
99.81 |
99.81 |
99.18 |
100.22 |
| PP |
98.58 |
98.58 |
98.58 |
98.79 |
| S1 |
97.76 |
97.76 |
98.80 |
98.17 |
| S2 |
96.53 |
96.53 |
98.61 |
|
| S3 |
94.48 |
95.71 |
98.43 |
|
| S4 |
92.43 |
93.66 |
97.86 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.72 |
113.52 |
102.38 |
|
| R3 |
109.55 |
107.35 |
100.69 |
|
| R2 |
103.38 |
103.38 |
100.12 |
|
| R1 |
101.18 |
101.18 |
99.56 |
102.28 |
| PP |
97.21 |
97.21 |
97.21 |
97.76 |
| S1 |
95.01 |
95.01 |
98.42 |
96.11 |
| S2 |
91.04 |
91.04 |
97.86 |
|
| S3 |
84.87 |
88.84 |
97.29 |
|
| S4 |
78.70 |
82.67 |
95.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.40 |
93.23 |
6.17 |
6.2% |
2.65 |
2.7% |
93% |
True |
False |
304,766 |
| 10 |
99.40 |
89.17 |
10.23 |
10.3% |
2.80 |
2.8% |
96% |
True |
False |
285,547 |
| 20 |
99.40 |
84.22 |
15.18 |
15.3% |
3.05 |
3.1% |
97% |
True |
False |
305,063 |
| 40 |
99.40 |
75.15 |
24.25 |
24.5% |
3.26 |
3.3% |
98% |
True |
False |
212,037 |
| 60 |
99.40 |
75.15 |
24.25 |
24.5% |
3.13 |
3.2% |
98% |
True |
False |
170,389 |
| 80 |
101.83 |
75.15 |
26.68 |
27.0% |
3.24 |
3.3% |
89% |
False |
False |
145,445 |
| 100 |
101.83 |
75.15 |
26.68 |
27.0% |
3.13 |
3.2% |
89% |
False |
False |
127,548 |
| 120 |
105.14 |
75.15 |
29.99 |
30.3% |
3.05 |
3.1% |
79% |
False |
False |
115,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.11 |
|
2.618 |
104.77 |
|
1.618 |
102.72 |
|
1.000 |
101.45 |
|
0.618 |
100.67 |
|
HIGH |
99.40 |
|
0.618 |
98.62 |
|
0.500 |
98.38 |
|
0.382 |
98.13 |
|
LOW |
97.35 |
|
0.618 |
96.08 |
|
1.000 |
95.30 |
|
1.618 |
94.03 |
|
2.618 |
91.98 |
|
4.250 |
88.64 |
|
|
| Fisher Pivots for day following 11-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
98.79 |
98.32 |
| PP |
98.58 |
97.64 |
| S1 |
98.38 |
96.97 |
|