NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 28-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
95.96 |
97.50 |
1.54 |
1.6% |
97.32 |
| High |
97.60 |
100.80 |
3.20 |
3.3% |
98.82 |
| Low |
95.16 |
97.30 |
2.14 |
2.2% |
95.16 |
| Close |
96.91 |
98.33 |
1.42 |
1.5% |
96.91 |
| Range |
2.44 |
3.50 |
1.06 |
43.4% |
3.66 |
| ATR |
2.89 |
2.96 |
0.07 |
2.5% |
0.00 |
| Volume |
69,041 |
40,697 |
-28,344 |
-41.1% |
283,047 |
|
| Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.31 |
107.32 |
100.26 |
|
| R3 |
105.81 |
103.82 |
99.29 |
|
| R2 |
102.31 |
102.31 |
98.97 |
|
| R1 |
100.32 |
100.32 |
98.65 |
101.32 |
| PP |
98.81 |
98.81 |
98.81 |
99.31 |
| S1 |
96.82 |
96.82 |
98.01 |
97.82 |
| S2 |
95.31 |
95.31 |
97.69 |
|
| S3 |
91.81 |
93.32 |
97.37 |
|
| S4 |
88.31 |
89.82 |
96.41 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.94 |
106.09 |
98.92 |
|
| R3 |
104.28 |
102.43 |
97.92 |
|
| R2 |
100.62 |
100.62 |
97.58 |
|
| R1 |
98.77 |
98.77 |
97.25 |
97.87 |
| PP |
96.96 |
96.96 |
96.96 |
96.51 |
| S1 |
95.11 |
95.11 |
96.57 |
94.21 |
| S2 |
93.30 |
93.30 |
96.24 |
|
| S3 |
89.64 |
91.45 |
95.90 |
|
| S4 |
85.98 |
87.79 |
94.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.80 |
95.16 |
5.64 |
5.7% |
2.61 |
2.7% |
56% |
True |
False |
64,748 |
| 10 |
103.28 |
95.16 |
8.12 |
8.3% |
3.02 |
3.1% |
39% |
False |
False |
64,426 |
| 20 |
103.28 |
88.96 |
14.32 |
14.6% |
2.81 |
2.9% |
65% |
False |
False |
50,830 |
| 40 |
103.28 |
75.66 |
27.62 |
28.1% |
2.84 |
2.9% |
82% |
False |
False |
42,536 |
| 60 |
103.28 |
75.66 |
27.62 |
28.1% |
2.94 |
3.0% |
82% |
False |
False |
33,062 |
| 80 |
103.28 |
75.66 |
27.62 |
28.1% |
2.96 |
3.0% |
82% |
False |
False |
26,978 |
| 100 |
103.28 |
75.66 |
27.62 |
28.1% |
2.88 |
2.9% |
82% |
False |
False |
22,693 |
| 120 |
104.37 |
75.66 |
28.71 |
29.2% |
2.73 |
2.8% |
79% |
False |
False |
19,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.68 |
|
2.618 |
109.96 |
|
1.618 |
106.46 |
|
1.000 |
104.30 |
|
0.618 |
102.96 |
|
HIGH |
100.80 |
|
0.618 |
99.46 |
|
0.500 |
99.05 |
|
0.382 |
98.64 |
|
LOW |
97.30 |
|
0.618 |
95.14 |
|
1.000 |
93.80 |
|
1.618 |
91.64 |
|
2.618 |
88.14 |
|
4.250 |
82.43 |
|
|
| Fisher Pivots for day following 28-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.05 |
98.21 |
| PP |
98.81 |
98.10 |
| S1 |
98.57 |
97.98 |
|