NYMEX Light Sweet Crude Oil Future March 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 |
98.99 |
101.80 |
2.81 |
2.8% |
94.09 |
| High |
102.60 |
103.20 |
0.60 |
0.6% |
98.70 |
| Low |
98.28 |
98.33 |
0.05 |
0.1% |
93.19 |
| Close |
102.38 |
98.89 |
-3.49 |
-3.4% |
98.63 |
| Range |
4.32 |
4.87 |
0.55 |
12.7% |
5.51 |
| ATR |
2.74 |
2.89 |
0.15 |
5.6% |
0.00 |
| Volume |
41,837 |
82,234 |
40,397 |
96.6% |
171,330 |
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.75 |
111.69 |
101.57 |
|
| R3 |
109.88 |
106.82 |
100.23 |
|
| R2 |
105.01 |
105.01 |
99.78 |
|
| R1 |
101.95 |
101.95 |
99.34 |
101.05 |
| PP |
100.14 |
100.14 |
100.14 |
99.69 |
| S1 |
97.08 |
97.08 |
98.44 |
96.18 |
| S2 |
95.27 |
95.27 |
98.00 |
|
| S3 |
90.40 |
92.21 |
97.55 |
|
| S4 |
85.53 |
87.34 |
96.21 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.37 |
111.51 |
101.66 |
|
| R3 |
107.86 |
106.00 |
100.15 |
|
| R2 |
102.35 |
102.35 |
99.64 |
|
| R1 |
100.49 |
100.49 |
99.14 |
101.42 |
| PP |
96.84 |
96.84 |
96.84 |
97.31 |
| S1 |
94.98 |
94.98 |
98.12 |
95.91 |
| S2 |
91.33 |
91.33 |
97.62 |
|
| S3 |
85.82 |
89.47 |
97.11 |
|
| S4 |
80.31 |
83.96 |
95.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.20 |
97.02 |
6.18 |
6.2% |
2.92 |
3.0% |
30% |
True |
False |
45,116 |
| 10 |
103.20 |
92.80 |
10.40 |
10.5% |
2.64 |
2.7% |
59% |
True |
False |
39,775 |
| 20 |
103.20 |
86.50 |
16.70 |
16.9% |
2.76 |
2.8% |
74% |
True |
False |
38,593 |
| 40 |
103.20 |
75.90 |
27.30 |
27.6% |
2.91 |
2.9% |
84% |
True |
False |
28,941 |
| 60 |
103.20 |
75.90 |
27.30 |
27.6% |
2.78 |
2.8% |
84% |
True |
False |
23,758 |
| 80 |
103.20 |
75.90 |
27.30 |
27.6% |
2.90 |
2.9% |
84% |
True |
False |
19,924 |
| 100 |
103.20 |
75.90 |
27.30 |
27.6% |
2.67 |
2.7% |
84% |
True |
False |
17,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.90 |
|
2.618 |
115.95 |
|
1.618 |
111.08 |
|
1.000 |
108.07 |
|
0.618 |
106.21 |
|
HIGH |
103.20 |
|
0.618 |
101.34 |
|
0.500 |
100.77 |
|
0.382 |
100.19 |
|
LOW |
98.33 |
|
0.618 |
95.32 |
|
1.000 |
93.46 |
|
1.618 |
90.45 |
|
2.618 |
85.58 |
|
4.250 |
77.63 |
|
|
| Fisher Pivots for day following 17-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.77 |
100.40 |
| PP |
100.14 |
99.90 |
| S1 |
99.52 |
99.39 |
|