NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 14-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
97.21 |
99.09 |
1.88 |
1.9% |
94.13 |
| High |
98.87 |
99.31 |
0.44 |
0.4% |
98.87 |
| Low |
97.14 |
97.18 |
0.04 |
0.0% |
93.07 |
| Close |
98.74 |
98.15 |
-0.59 |
-0.6% |
98.74 |
| Range |
1.73 |
2.13 |
0.40 |
23.1% |
5.80 |
| ATR |
2.84 |
2.79 |
-0.05 |
-1.8% |
0.00 |
| Volume |
35,806 |
51,346 |
15,540 |
43.4% |
214,864 |
|
| Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.60 |
103.51 |
99.32 |
|
| R3 |
102.47 |
101.38 |
98.74 |
|
| R2 |
100.34 |
100.34 |
98.54 |
|
| R1 |
99.25 |
99.25 |
98.35 |
98.73 |
| PP |
98.21 |
98.21 |
98.21 |
97.96 |
| S1 |
97.12 |
97.12 |
97.95 |
96.60 |
| S2 |
96.08 |
96.08 |
97.76 |
|
| S3 |
93.95 |
94.99 |
97.56 |
|
| S4 |
91.82 |
92.86 |
96.98 |
|
|
| 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 |
99.31 |
94.39 |
4.92 |
5.0% |
2.33 |
2.4% |
76% |
True |
False |
46,854 |
| 10 |
99.31 |
88.96 |
10.35 |
10.5% |
2.60 |
2.6% |
89% |
True |
False |
39,349 |
| 20 |
99.31 |
84.57 |
14.74 |
15.0% |
2.80 |
2.9% |
92% |
True |
False |
41,810 |
| 40 |
99.31 |
75.66 |
23.65 |
24.1% |
2.99 |
3.0% |
95% |
True |
False |
31,313 |
| 60 |
99.31 |
75.66 |
23.65 |
24.1% |
2.80 |
2.9% |
95% |
True |
False |
24,503 |
| 80 |
102.42 |
75.66 |
26.76 |
27.3% |
2.90 |
3.0% |
84% |
False |
False |
20,179 |
| 100 |
102.42 |
75.66 |
26.76 |
27.3% |
2.74 |
2.8% |
84% |
False |
False |
17,235 |
| 120 |
105.34 |
75.66 |
29.68 |
30.2% |
2.65 |
2.7% |
76% |
False |
False |
15,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.36 |
|
2.618 |
104.89 |
|
1.618 |
102.76 |
|
1.000 |
101.44 |
|
0.618 |
100.63 |
|
HIGH |
99.31 |
|
0.618 |
98.50 |
|
0.500 |
98.25 |
|
0.382 |
97.99 |
|
LOW |
97.18 |
|
0.618 |
95.86 |
|
1.000 |
95.05 |
|
1.618 |
93.73 |
|
2.618 |
91.60 |
|
4.250 |
88.13 |
|
|
| Fisher Pivots for day following 14-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
98.25 |
97.82 |
| PP |
98.21 |
97.50 |
| S1 |
98.18 |
97.17 |
|