NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 18-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
101.74 |
98.65 |
-3.09 |
-3.0% |
99.06 |
| High |
103.37 |
100.30 |
-3.07 |
-3.0% |
103.37 |
| Low |
98.34 |
96.70 |
-1.64 |
-1.7% |
96.70 |
| Close |
98.93 |
97.67 |
-1.26 |
-1.3% |
97.67 |
| Range |
5.03 |
3.60 |
-1.43 |
-28.4% |
6.67 |
| ATR |
3.13 |
3.16 |
0.03 |
1.1% |
0.00 |
| Volume |
402,397 |
328,888 |
-73,509 |
-18.3% |
1,176,353 |
|
| Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.02 |
106.95 |
99.65 |
|
| R3 |
105.42 |
103.35 |
98.66 |
|
| R2 |
101.82 |
101.82 |
98.33 |
|
| R1 |
99.75 |
99.75 |
98.00 |
98.99 |
| PP |
98.22 |
98.22 |
98.22 |
97.84 |
| S1 |
96.15 |
96.15 |
97.34 |
95.39 |
| S2 |
94.62 |
94.62 |
97.01 |
|
| S3 |
91.02 |
92.55 |
96.68 |
|
| S4 |
87.42 |
88.95 |
95.69 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.26 |
115.13 |
101.34 |
|
| R3 |
112.59 |
108.46 |
99.50 |
|
| R2 |
105.92 |
105.92 |
98.89 |
|
| R1 |
101.79 |
101.79 |
98.28 |
100.52 |
| PP |
99.25 |
99.25 |
99.25 |
98.61 |
| S1 |
95.12 |
95.12 |
97.06 |
93.85 |
| S2 |
92.58 |
92.58 |
96.45 |
|
| S3 |
85.91 |
88.45 |
95.84 |
|
| S4 |
79.24 |
81.78 |
94.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.37 |
96.70 |
6.67 |
6.8% |
3.54 |
3.6% |
15% |
False |
True |
235,270 |
| 10 |
103.37 |
93.14 |
10.23 |
10.5% |
3.07 |
3.1% |
44% |
False |
False |
176,448 |
| 20 |
103.37 |
87.14 |
16.23 |
16.6% |
3.08 |
3.2% |
65% |
False |
False |
137,531 |
| 40 |
103.37 |
75.35 |
28.02 |
28.7% |
3.14 |
3.2% |
80% |
False |
False |
94,616 |
| 60 |
103.37 |
75.35 |
28.02 |
28.7% |
3.04 |
3.1% |
80% |
False |
False |
72,061 |
| 80 |
103.37 |
75.35 |
28.02 |
28.7% |
3.18 |
3.3% |
80% |
False |
False |
57,798 |
| 100 |
103.37 |
75.35 |
28.02 |
28.7% |
2.98 |
3.1% |
80% |
False |
False |
48,024 |
| 120 |
104.25 |
75.35 |
28.90 |
29.6% |
2.86 |
2.9% |
77% |
False |
False |
41,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.60 |
|
2.618 |
109.72 |
|
1.618 |
106.12 |
|
1.000 |
103.90 |
|
0.618 |
102.52 |
|
HIGH |
100.30 |
|
0.618 |
98.92 |
|
0.500 |
98.50 |
|
0.382 |
98.08 |
|
LOW |
96.70 |
|
0.618 |
94.48 |
|
1.000 |
93.10 |
|
1.618 |
90.88 |
|
2.618 |
87.28 |
|
4.250 |
81.40 |
|
|
| Fisher Pivots for day following 18-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
98.50 |
100.04 |
| PP |
98.22 |
99.25 |
| S1 |
97.95 |
98.46 |
|