NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 22-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
97.30 |
97.01 |
-0.29 |
-0.3% |
98.74 |
| High |
97.83 |
98.91 |
1.08 |
1.1% |
103.20 |
| Low |
95.40 |
96.95 |
1.55 |
1.6% |
96.79 |
| Close |
97.06 |
98.36 |
1.30 |
1.3% |
97.62 |
| Range |
2.43 |
1.96 |
-0.47 |
-19.3% |
6.41 |
| ATR |
2.89 |
2.83 |
-0.07 |
-2.3% |
0.00 |
| Volume |
44,239 |
42,017 |
-2,222 |
-5.0% |
239,507 |
|
| Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.95 |
103.12 |
99.44 |
|
| R3 |
101.99 |
101.16 |
98.90 |
|
| R2 |
100.03 |
100.03 |
98.72 |
|
| R1 |
99.20 |
99.20 |
98.54 |
99.62 |
| PP |
98.07 |
98.07 |
98.07 |
98.28 |
| S1 |
97.24 |
97.24 |
98.18 |
97.66 |
| S2 |
96.11 |
96.11 |
98.00 |
|
| S3 |
94.15 |
95.28 |
97.82 |
|
| S4 |
92.19 |
93.32 |
97.28 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.43 |
114.44 |
101.15 |
|
| R3 |
112.02 |
108.03 |
99.38 |
|
| R2 |
105.61 |
105.61 |
98.80 |
|
| R1 |
101.62 |
101.62 |
98.21 |
100.41 |
| PP |
99.20 |
99.20 |
99.20 |
98.60 |
| S1 |
95.21 |
95.21 |
97.03 |
94.00 |
| S2 |
92.79 |
92.79 |
96.44 |
|
| S3 |
86.38 |
88.80 |
95.86 |
|
| S4 |
79.97 |
82.39 |
94.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.20 |
95.40 |
7.80 |
7.9% |
3.40 |
3.5% |
38% |
False |
False |
50,934 |
| 10 |
103.20 |
94.38 |
8.82 |
9.0% |
2.83 |
2.9% |
45% |
False |
False |
43,259 |
| 20 |
103.20 |
88.85 |
14.35 |
14.6% |
2.68 |
2.7% |
66% |
False |
False |
39,085 |
| 40 |
103.20 |
75.90 |
27.30 |
27.8% |
2.83 |
2.9% |
82% |
False |
False |
30,907 |
| 60 |
103.20 |
75.90 |
27.30 |
27.8% |
2.79 |
2.8% |
82% |
False |
False |
25,584 |
| 80 |
103.20 |
75.90 |
27.30 |
27.8% |
2.91 |
3.0% |
82% |
False |
False |
21,373 |
| 100 |
103.20 |
75.90 |
27.30 |
27.8% |
2.71 |
2.8% |
82% |
False |
False |
18,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.24 |
|
2.618 |
104.04 |
|
1.618 |
102.08 |
|
1.000 |
100.87 |
|
0.618 |
100.12 |
|
HIGH |
98.91 |
|
0.618 |
98.16 |
|
0.500 |
97.93 |
|
0.382 |
97.70 |
|
LOW |
96.95 |
|
0.618 |
95.74 |
|
1.000 |
94.99 |
|
1.618 |
93.78 |
|
2.618 |
91.82 |
|
4.250 |
88.62 |
|
|
| Fisher Pivots for day following 22-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
98.22 |
98.18 |
| PP |
98.07 |
98.00 |
| S1 |
97.93 |
97.82 |
|