NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 10-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
96.67 |
95.27 |
-1.40 |
-1.4% |
92.89 |
| High |
97.40 |
97.81 |
0.41 |
0.4% |
94.41 |
| Low |
94.38 |
95.00 |
0.62 |
0.7% |
88.85 |
| Close |
95.45 |
97.45 |
2.00 |
2.1% |
94.09 |
| Range |
3.02 |
2.81 |
-0.21 |
-7.0% |
5.56 |
| ATR |
2.81 |
2.81 |
0.00 |
0.0% |
0.00 |
| Volume |
31,203 |
45,208 |
14,005 |
44.9% |
142,120 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.18 |
104.13 |
99.00 |
|
| R3 |
102.37 |
101.32 |
98.22 |
|
| R2 |
99.56 |
99.56 |
97.97 |
|
| R1 |
98.51 |
98.51 |
97.71 |
99.04 |
| PP |
96.75 |
96.75 |
96.75 |
97.02 |
| S1 |
95.70 |
95.70 |
97.19 |
96.23 |
| S2 |
93.94 |
93.94 |
96.93 |
|
| S3 |
91.13 |
92.89 |
96.68 |
|
| S4 |
88.32 |
90.08 |
95.90 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.13 |
107.17 |
97.15 |
|
| R3 |
103.57 |
101.61 |
95.62 |
|
| R2 |
98.01 |
98.01 |
95.11 |
|
| R1 |
96.05 |
96.05 |
94.60 |
97.03 |
| PP |
92.45 |
92.45 |
92.45 |
92.94 |
| S1 |
90.49 |
90.49 |
93.58 |
91.47 |
| S2 |
86.89 |
86.89 |
93.07 |
|
| S3 |
81.33 |
84.93 |
92.56 |
|
| S4 |
75.77 |
79.37 |
91.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.81 |
92.80 |
5.01 |
5.1% |
2.36 |
2.4% |
93% |
True |
False |
34,433 |
| 10 |
97.81 |
88.85 |
8.96 |
9.2% |
2.48 |
2.5% |
96% |
True |
False |
32,202 |
| 20 |
97.81 |
84.69 |
13.12 |
13.5% |
2.78 |
2.8% |
97% |
True |
False |
32,365 |
| 40 |
97.81 |
75.90 |
21.91 |
22.5% |
2.91 |
3.0% |
98% |
True |
False |
24,688 |
| 60 |
97.81 |
75.90 |
21.91 |
22.5% |
2.82 |
2.9% |
98% |
True |
False |
20,769 |
| 80 |
102.81 |
75.90 |
26.91 |
27.6% |
2.83 |
2.9% |
80% |
False |
False |
17,528 |
| 100 |
102.81 |
75.90 |
26.91 |
27.6% |
2.62 |
2.7% |
80% |
False |
False |
15,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.75 |
|
2.618 |
105.17 |
|
1.618 |
102.36 |
|
1.000 |
100.62 |
|
0.618 |
99.55 |
|
HIGH |
97.81 |
|
0.618 |
96.74 |
|
0.500 |
96.41 |
|
0.382 |
96.07 |
|
LOW |
95.00 |
|
0.618 |
93.26 |
|
1.000 |
92.19 |
|
1.618 |
90.45 |
|
2.618 |
87.64 |
|
4.250 |
83.06 |
|
|
| Fisher Pivots for day following 10-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.10 |
97.00 |
| PP |
96.75 |
96.55 |
| S1 |
96.41 |
96.10 |
|