NYMEX Light Sweet Crude Oil Future December 2011
| Trading Metrics calculated at close of trading on 14-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
97.51 |
99.30 |
1.79 |
1.8% |
94.40 |
| High |
99.40 |
99.69 |
0.29 |
0.3% |
99.40 |
| Low |
97.35 |
97.19 |
-0.16 |
-0.2% |
93.23 |
| Close |
98.99 |
98.14 |
-0.85 |
-0.9% |
98.99 |
| Range |
2.05 |
2.50 |
0.45 |
22.0% |
6.17 |
| ATR |
3.06 |
3.02 |
-0.04 |
-1.3% |
0.00 |
| Volume |
238,846 |
302,105 |
63,259 |
26.5% |
1,523,834 |
|
| Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.84 |
104.49 |
99.52 |
|
| R3 |
103.34 |
101.99 |
98.83 |
|
| R2 |
100.84 |
100.84 |
98.60 |
|
| R1 |
99.49 |
99.49 |
98.37 |
98.92 |
| PP |
98.34 |
98.34 |
98.34 |
98.05 |
| S1 |
96.99 |
96.99 |
97.91 |
96.42 |
| S2 |
95.84 |
95.84 |
97.68 |
|
| S3 |
93.34 |
94.49 |
97.45 |
|
| S4 |
90.84 |
91.99 |
96.77 |
|
|
| 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 |
99.69 |
94.54 |
5.15 |
5.2% |
2.57 |
2.6% |
70% |
True |
False |
308,620 |
| 10 |
99.69 |
89.17 |
10.52 |
10.7% |
2.81 |
2.9% |
85% |
True |
False |
295,653 |
| 20 |
99.69 |
84.22 |
15.47 |
15.8% |
3.06 |
3.1% |
90% |
True |
False |
312,873 |
| 40 |
99.69 |
75.15 |
24.54 |
25.0% |
3.25 |
3.3% |
94% |
True |
False |
217,801 |
| 60 |
99.69 |
75.15 |
24.54 |
25.0% |
3.09 |
3.2% |
94% |
True |
False |
173,764 |
| 80 |
101.83 |
75.15 |
26.68 |
27.2% |
3.25 |
3.3% |
86% |
False |
False |
148,502 |
| 100 |
101.83 |
75.15 |
26.68 |
27.2% |
3.11 |
3.2% |
86% |
False |
False |
130,092 |
| 120 |
105.14 |
75.15 |
29.99 |
30.6% |
3.04 |
3.1% |
77% |
False |
False |
117,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.32 |
|
2.618 |
106.24 |
|
1.618 |
103.74 |
|
1.000 |
102.19 |
|
0.618 |
101.24 |
|
HIGH |
99.69 |
|
0.618 |
98.74 |
|
0.500 |
98.44 |
|
0.382 |
98.15 |
|
LOW |
97.19 |
|
0.618 |
95.65 |
|
1.000 |
94.69 |
|
1.618 |
93.15 |
|
2.618 |
90.65 |
|
4.250 |
86.57 |
|
|
| Fisher Pivots for day following 14-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
98.44 |
97.91 |
| PP |
98.34 |
97.68 |
| S1 |
98.24 |
97.45 |
|