NYMEX Light Sweet Crude Oil Future January 2012
| 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 |
97.43 |
99.06 |
1.63 |
1.7% |
94.19 |
| High |
99.08 |
99.57 |
0.49 |
0.5% |
99.08 |
| Low |
97.25 |
97.22 |
-0.03 |
0.0% |
93.14 |
| Close |
98.89 |
98.22 |
-0.67 |
-0.7% |
98.89 |
| Range |
1.83 |
2.35 |
0.52 |
28.4% |
5.94 |
| ATR |
2.96 |
2.91 |
-0.04 |
-1.5% |
0.00 |
| Volume |
119,116 |
132,019 |
12,903 |
10.8% |
588,136 |
|
| Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.39 |
104.15 |
99.51 |
|
| R3 |
103.04 |
101.80 |
98.87 |
|
| R2 |
100.69 |
100.69 |
98.65 |
|
| R1 |
99.45 |
99.45 |
98.44 |
98.90 |
| PP |
98.34 |
98.34 |
98.34 |
98.06 |
| S1 |
97.10 |
97.10 |
98.00 |
96.55 |
| S2 |
95.99 |
95.99 |
97.79 |
|
| S3 |
93.64 |
94.75 |
97.57 |
|
| S4 |
91.29 |
92.40 |
96.93 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.86 |
112.81 |
102.16 |
|
| R3 |
108.92 |
106.87 |
100.52 |
|
| R2 |
102.98 |
102.98 |
99.98 |
|
| R1 |
100.93 |
100.93 |
99.43 |
101.96 |
| PP |
97.04 |
97.04 |
97.04 |
97.55 |
| S1 |
94.99 |
94.99 |
98.35 |
96.02 |
| S2 |
91.10 |
91.10 |
97.80 |
|
| S3 |
85.16 |
89.05 |
97.26 |
|
| S4 |
79.22 |
83.11 |
95.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.57 |
94.43 |
5.14 |
5.2% |
2.48 |
2.5% |
74% |
True |
False |
126,653 |
| 10 |
99.57 |
89.05 |
10.52 |
10.7% |
2.73 |
2.8% |
87% |
True |
False |
99,196 |
| 20 |
99.57 |
84.38 |
15.19 |
15.5% |
2.95 |
3.0% |
91% |
True |
False |
96,015 |
| 40 |
99.57 |
75.35 |
24.22 |
24.7% |
3.13 |
3.2% |
94% |
True |
False |
71,427 |
| 60 |
99.57 |
75.35 |
24.22 |
24.7% |
2.97 |
3.0% |
94% |
True |
False |
55,721 |
| 80 |
102.12 |
75.35 |
26.77 |
27.3% |
3.07 |
3.1% |
85% |
False |
False |
45,158 |
| 100 |
102.12 |
75.35 |
26.77 |
27.3% |
2.90 |
3.0% |
85% |
False |
False |
37,975 |
| 120 |
105.30 |
75.35 |
29.95 |
30.5% |
2.80 |
2.9% |
76% |
False |
False |
33,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.56 |
|
2.618 |
105.72 |
|
1.618 |
103.37 |
|
1.000 |
101.92 |
|
0.618 |
101.02 |
|
HIGH |
99.57 |
|
0.618 |
98.67 |
|
0.500 |
98.40 |
|
0.382 |
98.12 |
|
LOW |
97.22 |
|
0.618 |
95.77 |
|
1.000 |
94.87 |
|
1.618 |
93.42 |
|
2.618 |
91.07 |
|
4.250 |
87.23 |
|
|
| Fisher Pivots for day following 14-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
98.40 |
97.93 |
| PP |
98.34 |
97.63 |
| S1 |
98.28 |
97.34 |
|