NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 15-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
99.06 |
98.11 |
-0.95 |
-1.0% |
94.19 |
| High |
99.57 |
99.86 |
0.29 |
0.3% |
99.08 |
| Low |
97.22 |
97.61 |
0.39 |
0.4% |
93.14 |
| Close |
98.22 |
99.43 |
1.21 |
1.2% |
98.89 |
| Range |
2.35 |
2.25 |
-0.10 |
-4.3% |
5.94 |
| ATR |
2.91 |
2.87 |
-0.05 |
-1.6% |
0.00 |
| Volume |
132,019 |
159,897 |
27,878 |
21.1% |
588,136 |
|
| Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.72 |
104.82 |
100.67 |
|
| R3 |
103.47 |
102.57 |
100.05 |
|
| R2 |
101.22 |
101.22 |
99.84 |
|
| R1 |
100.32 |
100.32 |
99.64 |
100.77 |
| PP |
98.97 |
98.97 |
98.97 |
99.19 |
| S1 |
98.07 |
98.07 |
99.22 |
98.52 |
| S2 |
96.72 |
96.72 |
99.02 |
|
| S3 |
94.47 |
95.82 |
98.81 |
|
| S4 |
92.22 |
93.57 |
98.19 |
|
|
| 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 |
99.86 |
94.43 |
5.43 |
5.5% |
2.56 |
2.6% |
92% |
True |
False |
137,117 |
| 10 |
99.86 |
90.76 |
9.10 |
9.2% |
2.59 |
2.6% |
95% |
True |
False |
110,801 |
| 20 |
99.86 |
84.38 |
15.48 |
15.6% |
2.89 |
2.9% |
97% |
True |
False |
101,679 |
| 40 |
99.86 |
75.35 |
24.51 |
24.7% |
3.12 |
3.1% |
98% |
True |
False |
74,791 |
| 60 |
99.86 |
75.35 |
24.51 |
24.7% |
2.95 |
3.0% |
98% |
True |
False |
58,200 |
| 80 |
102.12 |
75.35 |
26.77 |
26.9% |
3.09 |
3.1% |
90% |
False |
False |
47,053 |
| 100 |
102.12 |
75.35 |
26.77 |
26.9% |
2.91 |
2.9% |
90% |
False |
False |
39,436 |
| 120 |
105.30 |
75.35 |
29.95 |
30.1% |
2.80 |
2.8% |
80% |
False |
False |
34,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.42 |
|
2.618 |
105.75 |
|
1.618 |
103.50 |
|
1.000 |
102.11 |
|
0.618 |
101.25 |
|
HIGH |
99.86 |
|
0.618 |
99.00 |
|
0.500 |
98.74 |
|
0.382 |
98.47 |
|
LOW |
97.61 |
|
0.618 |
96.22 |
|
1.000 |
95.36 |
|
1.618 |
93.97 |
|
2.618 |
91.72 |
|
4.250 |
88.05 |
|
|
| Fisher Pivots for day following 15-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.20 |
99.13 |
| PP |
98.97 |
98.84 |
| S1 |
98.74 |
98.54 |
|