NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 25-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
98.00 |
96.01 |
-1.99 |
-2.0% |
97.30 |
| High |
98.04 |
97.71 |
-0.33 |
-0.3% |
98.91 |
| Low |
95.74 |
95.30 |
-0.44 |
-0.5% |
95.30 |
| Close |
96.56 |
97.03 |
0.47 |
0.5% |
97.03 |
| Range |
2.30 |
2.41 |
0.11 |
4.8% |
3.61 |
| ATR |
2.81 |
2.78 |
-0.03 |
-1.0% |
0.00 |
| Volume |
52,570 |
43,709 |
-8,861 |
-16.9% |
182,535 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.91 |
102.88 |
98.36 |
|
| R3 |
101.50 |
100.47 |
97.69 |
|
| R2 |
99.09 |
99.09 |
97.47 |
|
| R1 |
98.06 |
98.06 |
97.25 |
98.58 |
| PP |
96.68 |
96.68 |
96.68 |
96.94 |
| S1 |
95.65 |
95.65 |
96.81 |
96.17 |
| S2 |
94.27 |
94.27 |
96.59 |
|
| S3 |
91.86 |
93.24 |
96.37 |
|
| S4 |
89.45 |
90.83 |
95.70 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.91 |
106.08 |
99.02 |
|
| R3 |
104.30 |
102.47 |
98.02 |
|
| R2 |
100.69 |
100.69 |
97.69 |
|
| R1 |
98.86 |
98.86 |
97.36 |
97.97 |
| PP |
97.08 |
97.08 |
97.08 |
96.64 |
| S1 |
95.25 |
95.25 |
96.70 |
94.36 |
| S2 |
93.47 |
93.47 |
96.37 |
|
| S3 |
89.86 |
91.64 |
96.04 |
|
| S4 |
86.25 |
88.03 |
95.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.23 |
95.30 |
4.93 |
5.1% |
2.51 |
2.6% |
35% |
False |
True |
45,376 |
| 10 |
103.20 |
95.30 |
7.90 |
8.1% |
2.72 |
2.8% |
22% |
False |
True |
45,246 |
| 20 |
103.20 |
88.85 |
14.35 |
14.8% |
2.60 |
2.7% |
57% |
False |
False |
38,724 |
| 40 |
103.20 |
75.90 |
27.30 |
28.1% |
2.76 |
2.8% |
77% |
False |
False |
32,631 |
| 60 |
103.20 |
75.90 |
27.30 |
28.1% |
2.81 |
2.9% |
77% |
False |
False |
26,875 |
| 80 |
103.20 |
75.90 |
27.30 |
28.1% |
2.92 |
3.0% |
77% |
False |
False |
22,457 |
| 100 |
103.20 |
75.90 |
27.30 |
28.1% |
2.73 |
2.8% |
77% |
False |
False |
19,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.95 |
|
2.618 |
104.02 |
|
1.618 |
101.61 |
|
1.000 |
100.12 |
|
0.618 |
99.20 |
|
HIGH |
97.71 |
|
0.618 |
96.79 |
|
0.500 |
96.51 |
|
0.382 |
96.22 |
|
LOW |
95.30 |
|
0.618 |
93.81 |
|
1.000 |
92.89 |
|
1.618 |
91.40 |
|
2.618 |
88.99 |
|
4.250 |
85.06 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.86 |
97.11 |
| PP |
96.68 |
97.08 |
| S1 |
96.51 |
97.06 |
|