NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 30-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
98.05 |
99.46 |
1.41 |
1.4% |
97.30 |
| High |
100.25 |
101.86 |
1.61 |
1.6% |
98.91 |
| Low |
97.54 |
99.15 |
1.61 |
1.7% |
95.30 |
| Close |
99.95 |
100.55 |
0.60 |
0.6% |
97.03 |
| Range |
2.71 |
2.71 |
0.00 |
0.0% |
3.61 |
| ATR |
2.85 |
2.84 |
-0.01 |
-0.3% |
0.00 |
| Volume |
41,501 |
46,618 |
5,117 |
12.3% |
182,535 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.65 |
107.31 |
102.04 |
|
| R3 |
105.94 |
104.60 |
101.30 |
|
| R2 |
103.23 |
103.23 |
101.05 |
|
| R1 |
101.89 |
101.89 |
100.80 |
102.56 |
| PP |
100.52 |
100.52 |
100.52 |
100.86 |
| S1 |
99.18 |
99.18 |
100.30 |
99.85 |
| S2 |
97.81 |
97.81 |
100.05 |
|
| S3 |
95.10 |
96.47 |
99.80 |
|
| S4 |
92.39 |
93.76 |
99.06 |
|
|
| 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 |
101.86 |
95.30 |
6.56 |
6.5% |
2.73 |
2.7% |
80% |
True |
False |
42,515 |
| 10 |
103.20 |
95.30 |
7.90 |
7.9% |
3.07 |
3.1% |
66% |
False |
False |
46,725 |
| 20 |
103.20 |
90.50 |
12.70 |
12.6% |
2.67 |
2.7% |
79% |
False |
False |
40,405 |
| 40 |
103.20 |
77.76 |
25.44 |
25.3% |
2.74 |
2.7% |
90% |
False |
False |
34,445 |
| 60 |
103.20 |
75.90 |
27.30 |
27.2% |
2.83 |
2.8% |
90% |
False |
False |
27,844 |
| 80 |
103.20 |
75.90 |
27.30 |
27.2% |
2.85 |
2.8% |
90% |
False |
False |
23,551 |
| 100 |
103.20 |
75.90 |
27.30 |
27.2% |
2.78 |
2.8% |
90% |
False |
False |
20,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.38 |
|
2.618 |
108.95 |
|
1.618 |
106.24 |
|
1.000 |
104.57 |
|
0.618 |
103.53 |
|
HIGH |
101.86 |
|
0.618 |
100.82 |
|
0.500 |
100.51 |
|
0.382 |
100.19 |
|
LOW |
99.15 |
|
0.618 |
97.48 |
|
1.000 |
96.44 |
|
1.618 |
94.77 |
|
2.618 |
92.06 |
|
4.250 |
87.63 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.54 |
100.24 |
| PP |
100.52 |
99.93 |
| S1 |
100.51 |
99.62 |
|