NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 08-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
94.02 |
96.00 |
1.98 |
2.1% |
93.10 |
| High |
95.62 |
96.55 |
0.93 |
1.0% |
94.16 |
| Low |
93.48 |
95.39 |
1.91 |
2.0% |
89.34 |
| Close |
95.36 |
96.51 |
1.15 |
1.2% |
94.02 |
| Range |
2.14 |
1.16 |
-0.98 |
-45.8% |
4.82 |
| ATR |
2.71 |
2.61 |
-0.11 |
-4.0% |
0.00 |
| Volume |
10,286 |
17,629 |
7,343 |
71.4% |
66,678 |
|
| Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.63 |
99.23 |
97.15 |
|
| R3 |
98.47 |
98.07 |
96.83 |
|
| R2 |
97.31 |
97.31 |
96.72 |
|
| R1 |
96.91 |
96.91 |
96.62 |
97.11 |
| PP |
96.15 |
96.15 |
96.15 |
96.25 |
| S1 |
95.75 |
95.75 |
96.40 |
95.95 |
| S2 |
94.99 |
94.99 |
96.30 |
|
| S3 |
93.83 |
94.59 |
96.19 |
|
| S4 |
92.67 |
93.43 |
95.87 |
|
|
| 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 |
96.55 |
90.40 |
6.15 |
6.4% |
2.11 |
2.2% |
99% |
True |
False |
15,152 |
| 10 |
96.55 |
89.34 |
7.21 |
7.5% |
2.22 |
2.3% |
99% |
True |
False |
16,581 |
| 20 |
96.55 |
84.22 |
12.33 |
12.8% |
2.41 |
2.5% |
100% |
True |
False |
14,815 |
| 40 |
96.55 |
76.15 |
20.40 |
21.1% |
2.66 |
2.8% |
100% |
True |
False |
11,363 |
| 60 |
96.55 |
76.15 |
20.40 |
21.1% |
2.62 |
2.7% |
100% |
True |
False |
9,760 |
| 80 |
102.67 |
76.15 |
26.52 |
27.5% |
2.58 |
2.7% |
77% |
False |
False |
8,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.48 |
|
2.618 |
99.59 |
|
1.618 |
98.43 |
|
1.000 |
97.71 |
|
0.618 |
97.27 |
|
HIGH |
96.55 |
|
0.618 |
96.11 |
|
0.500 |
95.97 |
|
0.382 |
95.83 |
|
LOW |
95.39 |
|
0.618 |
94.67 |
|
1.000 |
94.23 |
|
1.618 |
93.51 |
|
2.618 |
92.35 |
|
4.250 |
90.46 |
|
|
| Fisher Pivots for day following 08-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.33 |
95.89 |
| PP |
96.15 |
95.26 |
| S1 |
95.97 |
94.64 |
|