NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 23-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
97.20 |
97.79 |
0.59 |
0.6% |
99.06 |
| High |
98.70 |
97.87 |
-0.83 |
-0.8% |
103.37 |
| Low |
96.55 |
95.35 |
-1.20 |
-1.2% |
96.70 |
| Close |
98.01 |
96.17 |
-1.84 |
-1.9% |
97.67 |
| Range |
2.15 |
2.52 |
0.37 |
17.2% |
6.67 |
| ATR |
3.05 |
3.02 |
-0.03 |
-0.9% |
0.00 |
| Volume |
305,419 |
267,899 |
-37,520 |
-12.3% |
1,176,353 |
|
| Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.02 |
102.62 |
97.56 |
|
| R3 |
101.50 |
100.10 |
96.86 |
|
| R2 |
98.98 |
98.98 |
96.63 |
|
| R1 |
97.58 |
97.58 |
96.40 |
97.02 |
| PP |
96.46 |
96.46 |
96.46 |
96.19 |
| S1 |
95.06 |
95.06 |
95.94 |
94.50 |
| S2 |
93.94 |
93.94 |
95.71 |
|
| S3 |
91.42 |
92.54 |
95.48 |
|
| S4 |
88.90 |
90.02 |
94.78 |
|
|
| 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 |
8.5% |
3.18 |
3.3% |
11% |
False |
False |
313,142 |
| 10 |
103.37 |
95.10 |
8.27 |
8.6% |
3.00 |
3.1% |
13% |
False |
False |
228,457 |
| 20 |
103.37 |
89.05 |
14.32 |
14.9% |
2.87 |
3.0% |
50% |
False |
False |
158,008 |
| 40 |
103.37 |
75.35 |
28.02 |
29.1% |
3.03 |
3.1% |
74% |
False |
False |
112,903 |
| 60 |
103.37 |
75.35 |
28.02 |
29.1% |
3.04 |
3.2% |
74% |
False |
False |
85,199 |
| 80 |
103.37 |
75.35 |
28.02 |
29.1% |
3.15 |
3.3% |
74% |
False |
False |
67,915 |
| 100 |
103.37 |
75.35 |
28.02 |
29.1% |
2.99 |
3.1% |
74% |
False |
False |
56,078 |
| 120 |
104.25 |
75.35 |
28.90 |
30.1% |
2.87 |
3.0% |
72% |
False |
False |
48,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.58 |
|
2.618 |
104.47 |
|
1.618 |
101.95 |
|
1.000 |
100.39 |
|
0.618 |
99.43 |
|
HIGH |
97.87 |
|
0.618 |
96.91 |
|
0.500 |
96.61 |
|
0.382 |
96.31 |
|
LOW |
95.35 |
|
0.618 |
93.79 |
|
1.000 |
92.83 |
|
1.618 |
91.27 |
|
2.618 |
88.75 |
|
4.250 |
84.64 |
|
|
| Fisher Pivots for day following 23-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.61 |
96.97 |
| PP |
96.46 |
96.70 |
| S1 |
96.32 |
96.44 |
|