NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 15-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
99.09 |
98.11 |
-0.98 |
-1.0% |
94.13 |
| High |
99.31 |
99.73 |
0.42 |
0.4% |
98.87 |
| Low |
97.18 |
97.65 |
0.47 |
0.5% |
93.07 |
| Close |
98.15 |
99.35 |
1.20 |
1.2% |
98.74 |
| Range |
2.13 |
2.08 |
-0.05 |
-2.3% |
5.80 |
| ATR |
2.79 |
2.74 |
-0.05 |
-1.8% |
0.00 |
| Volume |
51,346 |
47,449 |
-3,897 |
-7.6% |
214,864 |
|
| Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.15 |
104.33 |
100.49 |
|
| R3 |
103.07 |
102.25 |
99.92 |
|
| R2 |
100.99 |
100.99 |
99.73 |
|
| R1 |
100.17 |
100.17 |
99.54 |
100.58 |
| PP |
98.91 |
98.91 |
98.91 |
99.12 |
| S1 |
98.09 |
98.09 |
99.16 |
98.50 |
| S2 |
96.83 |
96.83 |
98.97 |
|
| S3 |
94.75 |
96.01 |
98.78 |
|
| S4 |
92.67 |
93.93 |
98.21 |
|
|
| 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 |
99.73 |
94.39 |
5.34 |
5.4% |
2.41 |
2.4% |
93% |
True |
False |
47,766 |
| 10 |
99.73 |
90.68 |
9.05 |
9.1% |
2.44 |
2.5% |
96% |
True |
False |
42,030 |
| 20 |
99.73 |
84.57 |
15.16 |
15.3% |
2.74 |
2.8% |
97% |
True |
False |
42,972 |
| 40 |
99.73 |
75.66 |
24.07 |
24.2% |
2.99 |
3.0% |
98% |
True |
False |
32,231 |
| 60 |
99.73 |
75.66 |
24.07 |
24.2% |
2.80 |
2.8% |
98% |
True |
False |
25,195 |
| 80 |
102.42 |
75.66 |
26.76 |
26.9% |
2.92 |
2.9% |
89% |
False |
False |
20,696 |
| 100 |
102.42 |
75.66 |
26.76 |
26.9% |
2.75 |
2.8% |
89% |
False |
False |
17,645 |
| 120 |
105.34 |
75.66 |
29.68 |
29.9% |
2.66 |
2.7% |
80% |
False |
False |
15,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.57 |
|
2.618 |
105.18 |
|
1.618 |
103.10 |
|
1.000 |
101.81 |
|
0.618 |
101.02 |
|
HIGH |
99.73 |
|
0.618 |
98.94 |
|
0.500 |
98.69 |
|
0.382 |
98.44 |
|
LOW |
97.65 |
|
0.618 |
96.36 |
|
1.000 |
95.57 |
|
1.618 |
94.28 |
|
2.618 |
92.20 |
|
4.250 |
88.81 |
|
|
| Fisher Pivots for day following 15-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.13 |
99.05 |
| PP |
98.91 |
98.74 |
| S1 |
98.69 |
98.44 |
|