NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 17-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
99.20 |
101.62 |
2.42 |
2.4% |
94.13 |
| High |
102.73 |
103.28 |
0.55 |
0.5% |
98.87 |
| Low |
98.35 |
98.35 |
0.00 |
0.0% |
93.07 |
| Close |
102.48 |
98.90 |
-3.58 |
-3.5% |
98.74 |
| Range |
4.38 |
4.93 |
0.55 |
12.6% |
5.80 |
| ATR |
2.85 |
3.00 |
0.15 |
5.2% |
0.00 |
| Volume |
61,299 |
102,226 |
40,927 |
66.8% |
214,864 |
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.97 |
111.86 |
101.61 |
|
| R3 |
110.04 |
106.93 |
100.26 |
|
| R2 |
105.11 |
105.11 |
99.80 |
|
| R1 |
102.00 |
102.00 |
99.35 |
101.09 |
| PP |
100.18 |
100.18 |
100.18 |
99.72 |
| S1 |
97.07 |
97.07 |
98.45 |
96.16 |
| S2 |
95.25 |
95.25 |
98.00 |
|
| S3 |
90.32 |
92.14 |
97.54 |
|
| S4 |
85.39 |
87.21 |
96.19 |
|
|
| 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 |
103.28 |
97.14 |
6.14 |
6.2% |
3.05 |
3.1% |
29% |
True |
False |
59,625 |
| 10 |
103.28 |
92.74 |
10.54 |
10.7% |
2.77 |
2.8% |
58% |
True |
False |
50,899 |
| 20 |
103.28 |
86.28 |
17.00 |
17.2% |
2.89 |
2.9% |
74% |
True |
False |
48,458 |
| 40 |
103.28 |
75.66 |
27.62 |
27.9% |
3.02 |
3.1% |
84% |
True |
False |
35,535 |
| 60 |
103.28 |
75.66 |
27.62 |
27.9% |
2.88 |
2.9% |
84% |
True |
False |
27,664 |
| 80 |
103.28 |
75.66 |
27.62 |
27.9% |
2.98 |
3.0% |
84% |
True |
False |
22,583 |
| 100 |
103.28 |
75.66 |
27.62 |
27.9% |
2.83 |
2.9% |
84% |
True |
False |
19,173 |
| 120 |
105.31 |
75.66 |
29.65 |
30.0% |
2.70 |
2.7% |
78% |
False |
False |
16,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.23 |
|
2.618 |
116.19 |
|
1.618 |
111.26 |
|
1.000 |
108.21 |
|
0.618 |
106.33 |
|
HIGH |
103.28 |
|
0.618 |
101.40 |
|
0.500 |
100.82 |
|
0.382 |
100.23 |
|
LOW |
98.35 |
|
0.618 |
95.30 |
|
1.000 |
93.42 |
|
1.618 |
90.37 |
|
2.618 |
85.44 |
|
4.250 |
77.40 |
|
|
| Fisher Pivots for day following 17-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.82 |
100.47 |
| PP |
100.18 |
99.94 |
| S1 |
99.54 |
99.42 |
|