NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 10-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
96.66 |
95.77 |
-0.89 |
-0.9% |
93.42 |
| High |
97.70 |
98.22 |
0.52 |
0.5% |
94.75 |
| Low |
94.43 |
95.10 |
0.67 |
0.7% |
89.05 |
| Close |
95.64 |
97.68 |
2.04 |
2.1% |
94.19 |
| Range |
3.27 |
3.12 |
-0.15 |
-4.6% |
5.70 |
| ATR |
3.04 |
3.04 |
0.01 |
0.2% |
0.00 |
| Volume |
119,878 |
154,676 |
34,798 |
29.0% |
353,678 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.36 |
105.14 |
99.40 |
|
| R3 |
103.24 |
102.02 |
98.54 |
|
| R2 |
100.12 |
100.12 |
98.25 |
|
| R1 |
98.90 |
98.90 |
97.97 |
99.51 |
| PP |
97.00 |
97.00 |
97.00 |
97.31 |
| S1 |
95.78 |
95.78 |
97.39 |
96.39 |
| S2 |
93.88 |
93.88 |
97.11 |
|
| S3 |
90.76 |
92.66 |
96.82 |
|
| S4 |
87.64 |
89.54 |
95.96 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.76 |
107.68 |
97.33 |
|
| R3 |
104.06 |
101.98 |
95.76 |
|
| R2 |
98.36 |
98.36 |
95.24 |
|
| R1 |
96.28 |
96.28 |
94.71 |
97.32 |
| PP |
92.66 |
92.66 |
92.66 |
93.19 |
| S1 |
90.58 |
90.58 |
93.67 |
91.62 |
| S2 |
86.96 |
86.96 |
93.15 |
|
| S3 |
81.26 |
84.88 |
92.62 |
|
| S4 |
75.56 |
79.18 |
91.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.22 |
92.79 |
5.43 |
5.6% |
2.61 |
2.7% |
90% |
True |
False |
108,927 |
| 10 |
98.22 |
89.05 |
9.17 |
9.4% |
2.72 |
2.8% |
94% |
True |
False |
91,711 |
| 20 |
98.22 |
84.20 |
14.02 |
14.4% |
3.03 |
3.1% |
96% |
True |
False |
89,594 |
| 40 |
98.22 |
75.35 |
22.87 |
23.4% |
3.16 |
3.2% |
98% |
True |
False |
66,615 |
| 60 |
98.22 |
75.35 |
22.87 |
23.4% |
3.07 |
3.1% |
98% |
True |
False |
52,018 |
| 80 |
102.12 |
75.35 |
26.77 |
27.4% |
3.07 |
3.1% |
83% |
False |
False |
42,163 |
| 100 |
102.12 |
75.35 |
26.77 |
27.4% |
2.91 |
3.0% |
83% |
False |
False |
35,561 |
| 120 |
105.30 |
75.35 |
29.95 |
30.7% |
2.81 |
2.9% |
75% |
False |
False |
31,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.48 |
|
2.618 |
106.39 |
|
1.618 |
103.27 |
|
1.000 |
101.34 |
|
0.618 |
100.15 |
|
HIGH |
98.22 |
|
0.618 |
97.03 |
|
0.500 |
96.66 |
|
0.382 |
96.29 |
|
LOW |
95.10 |
|
0.618 |
93.17 |
|
1.000 |
91.98 |
|
1.618 |
90.05 |
|
2.618 |
86.93 |
|
4.250 |
81.84 |
|
|
| Fisher Pivots for day following 10-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.34 |
97.23 |
| PP |
97.00 |
96.78 |
| S1 |
96.66 |
96.33 |
|