NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 18-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
101.62 |
98.64 |
-2.98 |
-2.9% |
99.09 |
| High |
103.28 |
100.27 |
-3.01 |
-2.9% |
103.28 |
| Low |
98.35 |
96.70 |
-1.65 |
-1.7% |
96.70 |
| Close |
98.90 |
97.63 |
-1.27 |
-1.3% |
97.63 |
| Range |
4.93 |
3.57 |
-1.36 |
-27.6% |
6.58 |
| ATR |
3.00 |
3.04 |
0.04 |
1.3% |
0.00 |
| Volume |
102,226 |
58,205 |
-44,021 |
-43.1% |
320,525 |
|
| Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.91 |
106.84 |
99.59 |
|
| R3 |
105.34 |
103.27 |
98.61 |
|
| R2 |
101.77 |
101.77 |
98.28 |
|
| R1 |
99.70 |
99.70 |
97.96 |
98.95 |
| PP |
98.20 |
98.20 |
98.20 |
97.83 |
| S1 |
96.13 |
96.13 |
97.30 |
95.38 |
| S2 |
94.63 |
94.63 |
96.98 |
|
| S3 |
91.06 |
92.56 |
96.65 |
|
| S4 |
87.49 |
88.99 |
95.67 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.94 |
114.87 |
101.25 |
|
| R3 |
112.36 |
108.29 |
99.44 |
|
| R2 |
105.78 |
105.78 |
98.84 |
|
| R1 |
101.71 |
101.71 |
98.23 |
100.46 |
| PP |
99.20 |
99.20 |
99.20 |
98.58 |
| S1 |
95.13 |
95.13 |
97.03 |
93.88 |
| S2 |
92.62 |
92.62 |
96.42 |
|
| S3 |
86.04 |
88.55 |
95.82 |
|
| S4 |
79.46 |
81.97 |
94.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.28 |
96.70 |
6.58 |
6.7% |
3.42 |
3.5% |
14% |
False |
True |
64,105 |
| 10 |
103.28 |
93.07 |
10.21 |
10.5% |
2.95 |
3.0% |
45% |
False |
False |
53,538 |
| 20 |
103.28 |
87.28 |
16.00 |
16.4% |
2.93 |
3.0% |
65% |
False |
False |
49,980 |
| 40 |
103.28 |
75.66 |
27.62 |
28.3% |
3.02 |
3.1% |
80% |
False |
False |
36,491 |
| 60 |
103.28 |
75.66 |
27.62 |
28.3% |
2.89 |
3.0% |
80% |
False |
False |
28,516 |
| 80 |
103.28 |
75.66 |
27.62 |
28.3% |
3.01 |
3.1% |
80% |
False |
False |
23,264 |
| 100 |
103.28 |
75.66 |
27.62 |
28.3% |
2.84 |
2.9% |
80% |
False |
False |
19,693 |
| 120 |
104.37 |
75.66 |
28.71 |
29.4% |
2.71 |
2.8% |
77% |
False |
False |
17,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.44 |
|
2.618 |
109.62 |
|
1.618 |
106.05 |
|
1.000 |
103.84 |
|
0.618 |
102.48 |
|
HIGH |
100.27 |
|
0.618 |
98.91 |
|
0.500 |
98.49 |
|
0.382 |
98.06 |
|
LOW |
96.70 |
|
0.618 |
94.49 |
|
1.000 |
93.13 |
|
1.618 |
90.92 |
|
2.618 |
87.35 |
|
4.250 |
81.53 |
|
|
| Fisher Pivots for day following 18-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
98.49 |
99.99 |
| PP |
98.20 |
99.20 |
| S1 |
97.92 |
98.42 |
|