NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 09-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
95.64 |
96.90 |
1.26 |
1.3% |
93.38 |
| High |
96.86 |
97.50 |
0.64 |
0.7% |
94.54 |
| Low |
95.18 |
94.39 |
-0.79 |
-0.8% |
88.96 |
| Close |
96.64 |
95.54 |
-1.10 |
-1.1% |
94.13 |
| Range |
1.68 |
3.11 |
1.43 |
85.1% |
5.58 |
| ATR |
2.90 |
2.92 |
0.01 |
0.5% |
0.00 |
| Volume |
42,889 |
46,572 |
3,683 |
8.6% |
157,472 |
|
| Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.14 |
103.45 |
97.25 |
|
| R3 |
102.03 |
100.34 |
96.40 |
|
| R2 |
98.92 |
98.92 |
96.11 |
|
| R1 |
97.23 |
97.23 |
95.83 |
96.52 |
| PP |
95.81 |
95.81 |
95.81 |
95.46 |
| S1 |
94.12 |
94.12 |
95.25 |
93.41 |
| S2 |
92.70 |
92.70 |
94.97 |
|
| S3 |
89.59 |
91.01 |
94.68 |
|
| S4 |
86.48 |
87.90 |
93.83 |
|
|
| 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 |
97.50 |
90.68 |
6.82 |
7.1% |
2.59 |
2.7% |
71% |
True |
False |
37,422 |
| 10 |
97.50 |
88.96 |
8.54 |
8.9% |
2.60 |
2.7% |
77% |
True |
False |
38,625 |
| 20 |
97.50 |
83.90 |
13.60 |
14.2% |
2.84 |
3.0% |
86% |
True |
False |
38,736 |
| 40 |
97.50 |
75.66 |
21.84 |
22.9% |
2.99 |
3.1% |
91% |
True |
False |
28,836 |
| 60 |
97.50 |
75.66 |
21.84 |
22.9% |
2.87 |
3.0% |
91% |
True |
False |
22,516 |
| 80 |
102.42 |
75.66 |
26.76 |
28.0% |
2.90 |
3.0% |
74% |
False |
False |
18,514 |
| 100 |
102.42 |
75.66 |
26.76 |
28.0% |
2.74 |
2.9% |
74% |
False |
False |
15,874 |
| 120 |
105.34 |
75.66 |
29.68 |
31.1% |
2.65 |
2.8% |
67% |
False |
False |
14,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.72 |
|
2.618 |
105.64 |
|
1.618 |
102.53 |
|
1.000 |
100.61 |
|
0.618 |
99.42 |
|
HIGH |
97.50 |
|
0.618 |
96.31 |
|
0.500 |
95.95 |
|
0.382 |
95.58 |
|
LOW |
94.39 |
|
0.618 |
92.47 |
|
1.000 |
91.28 |
|
1.618 |
89.36 |
|
2.618 |
86.25 |
|
4.250 |
81.17 |
|
|
| Fisher Pivots for day following 09-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.95 |
95.46 |
| PP |
95.81 |
95.37 |
| S1 |
95.68 |
95.29 |
|