NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 16-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
98.11 |
99.44 |
1.33 |
1.4% |
94.19 |
| High |
99.86 |
102.91 |
3.05 |
3.1% |
99.08 |
| Low |
97.61 |
98.43 |
0.82 |
0.8% |
93.14 |
| Close |
99.43 |
102.60 |
3.17 |
3.2% |
98.89 |
| Range |
2.25 |
4.48 |
2.23 |
99.1% |
5.94 |
| ATR |
2.87 |
2.98 |
0.12 |
4.0% |
0.00 |
| Volume |
159,897 |
153,152 |
-6,745 |
-4.2% |
588,136 |
|
| Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.75 |
113.16 |
105.06 |
|
| R3 |
110.27 |
108.68 |
103.83 |
|
| R2 |
105.79 |
105.79 |
103.42 |
|
| R1 |
104.20 |
104.20 |
103.01 |
105.00 |
| PP |
101.31 |
101.31 |
101.31 |
101.71 |
| S1 |
99.72 |
99.72 |
102.19 |
100.52 |
| S2 |
96.83 |
96.83 |
101.78 |
|
| S3 |
92.35 |
95.24 |
101.37 |
|
| S4 |
87.87 |
90.76 |
100.14 |
|
|
| 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 |
102.91 |
95.10 |
7.81 |
7.6% |
2.81 |
2.7% |
96% |
True |
False |
143,772 |
| 10 |
102.91 |
90.76 |
12.15 |
11.8% |
2.76 |
2.7% |
97% |
True |
False |
117,310 |
| 20 |
102.91 |
84.38 |
18.53 |
18.1% |
2.94 |
2.9% |
98% |
True |
False |
106,668 |
| 40 |
102.91 |
75.35 |
27.56 |
26.9% |
3.16 |
3.1% |
99% |
True |
False |
78,080 |
| 60 |
102.91 |
75.35 |
27.56 |
26.9% |
2.98 |
2.9% |
99% |
True |
False |
60,469 |
| 80 |
102.91 |
75.35 |
27.56 |
26.9% |
3.11 |
3.0% |
99% |
True |
False |
48,850 |
| 100 |
102.91 |
75.35 |
27.56 |
26.9% |
2.94 |
2.9% |
99% |
True |
False |
40,857 |
| 120 |
105.30 |
75.35 |
29.95 |
29.2% |
2.83 |
2.8% |
91% |
False |
False |
35,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.95 |
|
2.618 |
114.64 |
|
1.618 |
110.16 |
|
1.000 |
107.39 |
|
0.618 |
105.68 |
|
HIGH |
102.91 |
|
0.618 |
101.20 |
|
0.500 |
100.67 |
|
0.382 |
100.14 |
|
LOW |
98.43 |
|
0.618 |
95.66 |
|
1.000 |
93.95 |
|
1.618 |
91.18 |
|
2.618 |
86.70 |
|
4.250 |
79.39 |
|
|
| Fisher Pivots for day following 16-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.96 |
101.76 |
| PP |
101.31 |
100.91 |
| S1 |
100.67 |
100.07 |
|