NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 21-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
98.65 |
97.54 |
-1.11 |
-1.1% |
99.06 |
| High |
100.30 |
97.86 |
-2.44 |
-2.4% |
103.37 |
| Low |
96.70 |
95.24 |
-1.46 |
-1.5% |
96.70 |
| Close |
97.67 |
96.92 |
-0.75 |
-0.8% |
97.67 |
| Range |
3.60 |
2.62 |
-0.98 |
-27.2% |
6.67 |
| ATR |
3.16 |
3.12 |
-0.04 |
-1.2% |
0.00 |
| Volume |
328,888 |
261,109 |
-67,779 |
-20.6% |
1,176,353 |
|
| Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.53 |
103.35 |
98.36 |
|
| R3 |
101.91 |
100.73 |
97.64 |
|
| R2 |
99.29 |
99.29 |
97.40 |
|
| R1 |
98.11 |
98.11 |
97.16 |
97.39 |
| PP |
96.67 |
96.67 |
96.67 |
96.32 |
| S1 |
95.49 |
95.49 |
96.68 |
94.77 |
| S2 |
94.05 |
94.05 |
96.44 |
|
| S3 |
91.43 |
92.87 |
96.20 |
|
| S4 |
88.81 |
90.25 |
95.48 |
|
|
| 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 |
95.24 |
8.13 |
8.4% |
3.60 |
3.7% |
21% |
False |
True |
261,088 |
| 10 |
103.37 |
94.43 |
8.94 |
9.2% |
3.04 |
3.1% |
28% |
False |
False |
193,870 |
| 20 |
103.37 |
89.05 |
14.32 |
14.8% |
2.98 |
3.1% |
55% |
False |
False |
147,299 |
| 40 |
103.37 |
75.35 |
28.02 |
28.9% |
3.10 |
3.2% |
77% |
False |
False |
100,028 |
| 60 |
103.37 |
75.35 |
28.02 |
28.9% |
3.04 |
3.1% |
77% |
False |
False |
76,092 |
| 80 |
103.37 |
75.35 |
28.02 |
28.9% |
3.18 |
3.3% |
77% |
False |
False |
60,977 |
| 100 |
103.37 |
75.35 |
28.02 |
28.9% |
2.99 |
3.1% |
77% |
False |
False |
50,555 |
| 120 |
104.25 |
75.35 |
28.90 |
29.8% |
2.86 |
3.0% |
75% |
False |
False |
43,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.00 |
|
2.618 |
104.72 |
|
1.618 |
102.10 |
|
1.000 |
100.48 |
|
0.618 |
99.48 |
|
HIGH |
97.86 |
|
0.618 |
96.86 |
|
0.500 |
96.55 |
|
0.382 |
96.24 |
|
LOW |
95.24 |
|
0.618 |
93.62 |
|
1.000 |
92.62 |
|
1.618 |
91.00 |
|
2.618 |
88.38 |
|
4.250 |
84.11 |
|
|
| Fisher Pivots for day following 21-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.80 |
99.31 |
| PP |
96.67 |
98.51 |
| S1 |
96.55 |
97.72 |
|