NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 10-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
96.90 |
95.46 |
-1.44 |
-1.5% |
93.38 |
| High |
97.50 |
98.01 |
0.51 |
0.5% |
94.54 |
| Low |
94.39 |
95.03 |
0.64 |
0.7% |
88.96 |
| Close |
95.54 |
97.56 |
2.02 |
2.1% |
94.13 |
| Range |
3.11 |
2.98 |
-0.13 |
-4.2% |
5.58 |
| ATR |
2.92 |
2.92 |
0.00 |
0.1% |
0.00 |
| Volume |
46,572 |
57,659 |
11,087 |
23.8% |
157,472 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.81 |
104.66 |
99.20 |
|
| R3 |
102.83 |
101.68 |
98.38 |
|
| R2 |
99.85 |
99.85 |
98.11 |
|
| R1 |
98.70 |
98.70 |
97.83 |
99.28 |
| PP |
96.87 |
96.87 |
96.87 |
97.15 |
| S1 |
95.72 |
95.72 |
97.29 |
96.30 |
| S2 |
93.89 |
93.89 |
97.01 |
|
| S3 |
90.91 |
92.74 |
96.74 |
|
| S4 |
87.93 |
89.76 |
95.92 |
|
|
| 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 |
98.01 |
92.74 |
5.27 |
5.4% |
2.49 |
2.5% |
91% |
True |
False |
42,173 |
| 10 |
98.01 |
88.96 |
9.05 |
9.3% |
2.59 |
2.7% |
95% |
True |
False |
38,472 |
| 20 |
98.01 |
84.50 |
13.51 |
13.8% |
2.89 |
3.0% |
97% |
True |
False |
39,855 |
| 40 |
98.01 |
75.66 |
22.35 |
22.9% |
3.02 |
3.1% |
98% |
True |
False |
29,775 |
| 60 |
98.01 |
75.66 |
22.35 |
22.9% |
2.89 |
3.0% |
98% |
True |
False |
23,324 |
| 80 |
102.42 |
75.66 |
26.76 |
27.4% |
2.90 |
3.0% |
82% |
False |
False |
19,188 |
| 100 |
102.42 |
75.66 |
26.76 |
27.4% |
2.76 |
2.8% |
82% |
False |
False |
16,431 |
| 120 |
105.34 |
75.66 |
29.68 |
30.4% |
2.66 |
2.7% |
74% |
False |
False |
14,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.68 |
|
2.618 |
105.81 |
|
1.618 |
102.83 |
|
1.000 |
100.99 |
|
0.618 |
99.85 |
|
HIGH |
98.01 |
|
0.618 |
96.87 |
|
0.500 |
96.52 |
|
0.382 |
96.17 |
|
LOW |
95.03 |
|
0.618 |
93.19 |
|
1.000 |
92.05 |
|
1.618 |
90.21 |
|
2.618 |
87.23 |
|
4.250 |
82.37 |
|
|
| Fisher Pivots for day following 10-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.21 |
97.11 |
| PP |
96.87 |
96.65 |
| S1 |
96.52 |
96.20 |
|