NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 25-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
97.79 |
96.27 |
-1.52 |
-1.6% |
97.54 |
| High |
97.87 |
97.55 |
-0.32 |
-0.3% |
98.70 |
| Low |
95.35 |
94.99 |
-0.36 |
-0.4% |
94.99 |
| Close |
96.17 |
96.77 |
0.60 |
0.6% |
96.77 |
| Range |
2.52 |
2.56 |
0.04 |
1.6% |
3.71 |
| ATR |
3.02 |
2.99 |
-0.03 |
-1.1% |
0.00 |
| Volume |
267,899 |
170,390 |
-97,509 |
-36.4% |
1,004,817 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.12 |
103.00 |
98.18 |
|
| R3 |
101.56 |
100.44 |
97.47 |
|
| R2 |
99.00 |
99.00 |
97.24 |
|
| R1 |
97.88 |
97.88 |
97.00 |
98.44 |
| PP |
96.44 |
96.44 |
96.44 |
96.72 |
| S1 |
95.32 |
95.32 |
96.54 |
95.88 |
| S2 |
93.88 |
93.88 |
96.30 |
|
| S3 |
91.32 |
92.76 |
96.07 |
|
| S4 |
88.76 |
90.20 |
95.36 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.95 |
106.07 |
98.81 |
|
| R3 |
104.24 |
102.36 |
97.79 |
|
| R2 |
100.53 |
100.53 |
97.45 |
|
| R1 |
98.65 |
98.65 |
97.11 |
97.74 |
| PP |
96.82 |
96.82 |
96.82 |
96.36 |
| S1 |
94.94 |
94.94 |
96.43 |
94.03 |
| S2 |
93.11 |
93.11 |
96.09 |
|
| S3 |
89.40 |
91.23 |
95.75 |
|
| S4 |
85.69 |
87.52 |
94.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.30 |
94.99 |
5.31 |
5.5% |
2.69 |
2.8% |
34% |
False |
True |
266,741 |
| 10 |
103.37 |
94.99 |
8.38 |
8.7% |
2.94 |
3.0% |
21% |
False |
True |
230,028 |
| 20 |
103.37 |
89.05 |
14.32 |
14.8% |
2.83 |
2.9% |
54% |
False |
False |
160,869 |
| 40 |
103.37 |
75.35 |
28.02 |
29.0% |
2.98 |
3.1% |
76% |
False |
False |
116,377 |
| 60 |
103.37 |
75.35 |
28.02 |
29.0% |
3.05 |
3.2% |
76% |
False |
False |
87,663 |
| 80 |
103.37 |
75.35 |
28.02 |
29.0% |
3.16 |
3.3% |
76% |
False |
False |
69,919 |
| 100 |
103.37 |
75.35 |
28.02 |
29.0% |
3.00 |
3.1% |
76% |
False |
False |
57,699 |
| 120 |
104.25 |
75.35 |
28.90 |
29.9% |
2.88 |
3.0% |
74% |
False |
False |
49,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.43 |
|
2.618 |
104.25 |
|
1.618 |
101.69 |
|
1.000 |
100.11 |
|
0.618 |
99.13 |
|
HIGH |
97.55 |
|
0.618 |
96.57 |
|
0.500 |
96.27 |
|
0.382 |
95.97 |
|
LOW |
94.99 |
|
0.618 |
93.41 |
|
1.000 |
92.43 |
|
1.618 |
90.85 |
|
2.618 |
88.29 |
|
4.250 |
84.11 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.60 |
96.85 |
| PP |
96.44 |
96.82 |
| S1 |
96.27 |
96.80 |
|