NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 07-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
93.38 |
94.13 |
0.75 |
0.8% |
93.38 |
| High |
94.54 |
95.93 |
1.39 |
1.5% |
94.54 |
| Low |
92.74 |
93.07 |
0.33 |
0.4% |
88.96 |
| Close |
94.13 |
95.41 |
1.28 |
1.4% |
94.13 |
| Range |
1.80 |
2.86 |
1.06 |
58.9% |
5.58 |
| ATR |
3.01 |
3.00 |
-0.01 |
-0.4% |
0.00 |
| Volume |
31,810 |
31,938 |
128 |
0.4% |
157,472 |
|
| Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.38 |
102.26 |
96.98 |
|
| R3 |
100.52 |
99.40 |
96.20 |
|
| R2 |
97.66 |
97.66 |
95.93 |
|
| R1 |
96.54 |
96.54 |
95.67 |
97.10 |
| PP |
94.80 |
94.80 |
94.80 |
95.09 |
| S1 |
93.68 |
93.68 |
95.15 |
94.24 |
| S2 |
91.94 |
91.94 |
94.89 |
|
| S3 |
89.08 |
90.82 |
94.62 |
|
| S4 |
86.22 |
87.96 |
93.84 |
|
|
| 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 |
95.93 |
88.96 |
6.97 |
7.3% |
2.87 |
3.0% |
93% |
True |
False |
31,843 |
| 10 |
95.93 |
88.96 |
6.97 |
7.3% |
2.78 |
2.9% |
93% |
True |
False |
46,797 |
| 20 |
95.93 |
83.90 |
12.03 |
12.6% |
2.83 |
3.0% |
96% |
True |
False |
36,811 |
| 40 |
95.93 |
75.66 |
20.27 |
21.2% |
2.97 |
3.1% |
97% |
True |
False |
27,357 |
| 60 |
95.93 |
75.66 |
20.27 |
21.2% |
2.88 |
3.0% |
97% |
True |
False |
21,336 |
| 80 |
102.42 |
75.66 |
26.76 |
28.0% |
2.90 |
3.0% |
74% |
False |
False |
17,500 |
| 100 |
102.42 |
75.66 |
26.76 |
28.0% |
2.74 |
2.9% |
74% |
False |
False |
15,055 |
| 120 |
105.34 |
75.66 |
29.68 |
31.1% |
2.65 |
2.8% |
67% |
False |
False |
13,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.09 |
|
2.618 |
103.42 |
|
1.618 |
100.56 |
|
1.000 |
98.79 |
|
0.618 |
97.70 |
|
HIGH |
95.93 |
|
0.618 |
94.84 |
|
0.500 |
94.50 |
|
0.382 |
94.16 |
|
LOW |
93.07 |
|
0.618 |
91.30 |
|
1.000 |
90.21 |
|
1.618 |
88.44 |
|
2.618 |
85.58 |
|
4.250 |
80.92 |
|
|
| Fisher Pivots for day following 07-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.11 |
94.71 |
| PP |
94.80 |
94.01 |
| S1 |
94.50 |
93.31 |
|