NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 04-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
91.96 |
93.38 |
1.42 |
1.5% |
93.38 |
| High |
94.20 |
94.54 |
0.34 |
0.4% |
94.54 |
| Low |
90.68 |
92.74 |
2.06 |
2.3% |
88.96 |
| Close |
93.74 |
94.13 |
0.39 |
0.4% |
94.13 |
| Range |
3.52 |
1.80 |
-1.72 |
-48.9% |
5.58 |
| ATR |
3.10 |
3.01 |
-0.09 |
-3.0% |
0.00 |
| Volume |
33,905 |
31,810 |
-2,095 |
-6.2% |
157,472 |
|
| Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.20 |
98.47 |
95.12 |
|
| R3 |
97.40 |
96.67 |
94.63 |
|
| R2 |
95.60 |
95.60 |
94.46 |
|
| R1 |
94.87 |
94.87 |
94.30 |
95.24 |
| PP |
93.80 |
93.80 |
93.80 |
93.99 |
| S1 |
93.07 |
93.07 |
93.97 |
93.44 |
| S2 |
92.00 |
92.00 |
93.80 |
|
| S3 |
90.20 |
91.27 |
93.64 |
|
| S4 |
88.40 |
89.47 |
93.14 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.28 |
107.29 |
97.20 |
|
| R3 |
103.70 |
101.71 |
95.66 |
|
| R2 |
98.12 |
98.12 |
95.15 |
|
| R1 |
96.13 |
96.13 |
94.64 |
97.13 |
| PP |
92.54 |
92.54 |
92.54 |
93.04 |
| S1 |
90.55 |
90.55 |
93.62 |
91.55 |
| S2 |
86.96 |
86.96 |
93.11 |
|
| S3 |
81.38 |
84.97 |
92.60 |
|
| S4 |
75.80 |
79.39 |
91.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.54 |
88.96 |
5.58 |
5.9% |
2.74 |
2.9% |
93% |
True |
False |
31,494 |
| 10 |
94.54 |
87.28 |
7.26 |
7.7% |
2.92 |
3.1% |
94% |
True |
False |
46,421 |
| 20 |
94.54 |
83.22 |
11.32 |
12.0% |
2.84 |
3.0% |
96% |
True |
False |
36,452 |
| 40 |
94.54 |
75.66 |
18.88 |
20.1% |
2.98 |
3.2% |
98% |
True |
False |
26,941 |
| 60 |
94.54 |
75.66 |
18.88 |
20.1% |
2.88 |
3.1% |
98% |
True |
False |
21,031 |
| 80 |
102.42 |
75.66 |
26.76 |
28.4% |
2.89 |
3.1% |
69% |
False |
False |
17,199 |
| 100 |
102.42 |
75.66 |
26.76 |
28.4% |
2.72 |
2.9% |
69% |
False |
False |
14,790 |
| 120 |
105.34 |
75.66 |
29.68 |
31.5% |
2.64 |
2.8% |
62% |
False |
False |
13,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.19 |
|
2.618 |
99.25 |
|
1.618 |
97.45 |
|
1.000 |
96.34 |
|
0.618 |
95.65 |
|
HIGH |
94.54 |
|
0.618 |
93.85 |
|
0.500 |
93.64 |
|
0.382 |
93.43 |
|
LOW |
92.74 |
|
0.618 |
91.63 |
|
1.000 |
90.94 |
|
1.618 |
89.83 |
|
2.618 |
88.03 |
|
4.250 |
85.09 |
|
|
| Fisher Pivots for day following 04-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.97 |
93.62 |
| PP |
93.80 |
93.12 |
| S1 |
93.64 |
92.61 |
|