NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 23-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
97.10 |
97.92 |
0.82 |
0.8% |
99.09 |
| High |
98.82 |
97.95 |
-0.87 |
-0.9% |
103.28 |
| Low |
96.63 |
95.54 |
-1.09 |
-1.1% |
96.70 |
| Close |
98.19 |
96.37 |
-1.82 |
-1.9% |
97.63 |
| Range |
2.19 |
2.41 |
0.22 |
10.0% |
6.58 |
| ATR |
2.95 |
2.93 |
-0.02 |
-0.7% |
0.00 |
| Volume |
65,027 |
77,128 |
12,101 |
18.6% |
320,525 |
|
| Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.85 |
102.52 |
97.70 |
|
| R3 |
101.44 |
100.11 |
97.03 |
|
| R2 |
99.03 |
99.03 |
96.81 |
|
| R1 |
97.70 |
97.70 |
96.59 |
97.16 |
| PP |
96.62 |
96.62 |
96.62 |
96.35 |
| S1 |
95.29 |
95.29 |
96.15 |
94.75 |
| S2 |
94.21 |
94.21 |
95.93 |
|
| S3 |
91.80 |
92.88 |
95.71 |
|
| S4 |
89.39 |
90.47 |
95.04 |
|
|
| 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 |
95.31 |
7.97 |
8.3% |
3.12 |
3.2% |
13% |
False |
False |
74,887 |
| 10 |
103.28 |
95.03 |
8.25 |
8.6% |
2.89 |
3.0% |
16% |
False |
False |
62,799 |
| 20 |
103.28 |
88.96 |
14.32 |
14.9% |
2.75 |
2.8% |
52% |
False |
False |
50,712 |
| 40 |
103.28 |
75.66 |
27.62 |
28.7% |
2.90 |
3.0% |
75% |
False |
False |
40,549 |
| 60 |
103.28 |
75.66 |
27.62 |
28.7% |
2.90 |
3.0% |
75% |
False |
False |
31,828 |
| 80 |
103.28 |
75.66 |
27.62 |
28.7% |
2.99 |
3.1% |
75% |
False |
False |
25,763 |
| 100 |
103.28 |
75.66 |
27.62 |
28.7% |
2.86 |
3.0% |
75% |
False |
False |
21,680 |
| 120 |
104.37 |
75.66 |
28.71 |
29.8% |
2.72 |
2.8% |
72% |
False |
False |
18,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.19 |
|
2.618 |
104.26 |
|
1.618 |
101.85 |
|
1.000 |
100.36 |
|
0.618 |
99.44 |
|
HIGH |
97.95 |
|
0.618 |
97.03 |
|
0.500 |
96.75 |
|
0.382 |
96.46 |
|
LOW |
95.54 |
|
0.618 |
94.05 |
|
1.000 |
93.13 |
|
1.618 |
91.64 |
|
2.618 |
89.23 |
|
4.250 |
85.30 |
|
|
| Fisher Pivots for day following 23-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.75 |
97.07 |
| PP |
96.62 |
96.83 |
| S1 |
96.50 |
96.60 |
|