NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 11-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
95.46 |
97.21 |
1.75 |
1.8% |
94.13 |
| High |
98.01 |
98.87 |
0.86 |
0.9% |
98.87 |
| Low |
95.03 |
97.14 |
2.11 |
2.2% |
93.07 |
| Close |
97.56 |
98.74 |
1.18 |
1.2% |
98.74 |
| Range |
2.98 |
1.73 |
-1.25 |
-41.9% |
5.80 |
| ATR |
2.92 |
2.84 |
-0.09 |
-2.9% |
0.00 |
| Volume |
57,659 |
35,806 |
-21,853 |
-37.9% |
214,864 |
|
| Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.44 |
102.82 |
99.69 |
|
| R3 |
101.71 |
101.09 |
99.22 |
|
| R2 |
99.98 |
99.98 |
99.06 |
|
| R1 |
99.36 |
99.36 |
98.90 |
99.67 |
| PP |
98.25 |
98.25 |
98.25 |
98.41 |
| S1 |
97.63 |
97.63 |
98.58 |
97.94 |
| S2 |
96.52 |
96.52 |
98.42 |
|
| S3 |
94.79 |
95.90 |
98.26 |
|
| S4 |
93.06 |
94.17 |
97.79 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.29 |
112.32 |
101.93 |
|
| R3 |
108.49 |
106.52 |
100.34 |
|
| R2 |
102.69 |
102.69 |
99.80 |
|
| R1 |
100.72 |
100.72 |
99.27 |
101.71 |
| PP |
96.89 |
96.89 |
96.89 |
97.39 |
| S1 |
94.92 |
94.92 |
98.21 |
95.91 |
| S2 |
91.09 |
91.09 |
97.68 |
|
| S3 |
85.29 |
89.12 |
97.15 |
|
| S4 |
79.49 |
83.32 |
95.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.87 |
93.07 |
5.80 |
5.9% |
2.47 |
2.5% |
98% |
True |
False |
42,972 |
| 10 |
98.87 |
88.96 |
9.91 |
10.0% |
2.61 |
2.6% |
99% |
True |
False |
37,233 |
| 20 |
98.87 |
84.57 |
14.30 |
14.5% |
2.81 |
2.8% |
99% |
True |
False |
40,396 |
| 40 |
98.87 |
75.66 |
23.21 |
23.5% |
3.00 |
3.0% |
99% |
True |
False |
30,389 |
| 60 |
98.87 |
75.66 |
23.21 |
23.5% |
2.82 |
2.9% |
99% |
True |
False |
23,847 |
| 80 |
102.42 |
75.66 |
26.76 |
27.1% |
2.89 |
2.9% |
86% |
False |
False |
19,597 |
| 100 |
102.42 |
75.66 |
26.76 |
27.1% |
2.75 |
2.8% |
86% |
False |
False |
16,756 |
| 120 |
105.34 |
75.66 |
29.68 |
30.1% |
2.66 |
2.7% |
78% |
False |
False |
14,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.22 |
|
2.618 |
103.40 |
|
1.618 |
101.67 |
|
1.000 |
100.60 |
|
0.618 |
99.94 |
|
HIGH |
98.87 |
|
0.618 |
98.21 |
|
0.500 |
98.01 |
|
0.382 |
97.80 |
|
LOW |
97.14 |
|
0.618 |
96.07 |
|
1.000 |
95.41 |
|
1.618 |
94.34 |
|
2.618 |
92.61 |
|
4.250 |
89.79 |
|
|
| Fisher Pivots for day following 11-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
98.50 |
98.04 |
| PP |
98.25 |
97.33 |
| S1 |
98.01 |
96.63 |
|