NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 07-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
93.07 |
94.02 |
0.95 |
1.0% |
93.10 |
| High |
94.16 |
95.62 |
1.46 |
1.6% |
94.16 |
| Low |
92.73 |
93.48 |
0.75 |
0.8% |
89.34 |
| Close |
94.02 |
95.36 |
1.34 |
1.4% |
94.02 |
| Range |
1.43 |
2.14 |
0.71 |
49.7% |
4.82 |
| ATR |
2.76 |
2.71 |
-0.04 |
-1.6% |
0.00 |
| Volume |
15,409 |
10,286 |
-5,123 |
-33.2% |
66,678 |
|
| Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.24 |
100.44 |
96.54 |
|
| R3 |
99.10 |
98.30 |
95.95 |
|
| R2 |
96.96 |
96.96 |
95.75 |
|
| R1 |
96.16 |
96.16 |
95.56 |
96.56 |
| PP |
94.82 |
94.82 |
94.82 |
95.02 |
| S1 |
94.02 |
94.02 |
95.16 |
94.42 |
| S2 |
92.68 |
92.68 |
94.97 |
|
| S3 |
90.54 |
91.88 |
94.77 |
|
| S4 |
88.40 |
89.74 |
94.18 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.97 |
105.31 |
96.67 |
|
| R3 |
102.15 |
100.49 |
95.35 |
|
| R2 |
97.33 |
97.33 |
94.90 |
|
| R1 |
95.67 |
95.67 |
94.46 |
96.50 |
| PP |
92.51 |
92.51 |
92.51 |
92.92 |
| S1 |
90.85 |
90.85 |
93.58 |
91.68 |
| S2 |
87.69 |
87.69 |
93.14 |
|
| S3 |
82.87 |
86.03 |
92.69 |
|
| S4 |
78.05 |
81.21 |
91.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.62 |
89.34 |
6.28 |
6.6% |
2.35 |
2.5% |
96% |
True |
False |
12,971 |
| 10 |
95.62 |
89.34 |
6.28 |
6.6% |
2.36 |
2.5% |
96% |
True |
False |
18,055 |
| 20 |
95.62 |
84.22 |
11.40 |
12.0% |
2.47 |
2.6% |
98% |
True |
False |
14,497 |
| 40 |
95.62 |
76.15 |
19.47 |
20.4% |
2.69 |
2.8% |
99% |
True |
False |
11,123 |
| 60 |
95.62 |
76.15 |
19.47 |
20.4% |
2.62 |
2.7% |
99% |
True |
False |
9,555 |
| 80 |
102.67 |
76.15 |
26.52 |
27.8% |
2.58 |
2.7% |
72% |
False |
False |
8,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.72 |
|
2.618 |
101.22 |
|
1.618 |
99.08 |
|
1.000 |
97.76 |
|
0.618 |
96.94 |
|
HIGH |
95.62 |
|
0.618 |
94.80 |
|
0.500 |
94.55 |
|
0.382 |
94.30 |
|
LOW |
93.48 |
|
0.618 |
92.16 |
|
1.000 |
91.34 |
|
1.618 |
90.02 |
|
2.618 |
87.88 |
|
4.250 |
84.39 |
|
|
| Fisher Pivots for day following 07-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.09 |
94.58 |
| PP |
94.82 |
93.80 |
| S1 |
94.55 |
93.02 |
|