NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 17-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
98.67 |
102.00 |
3.33 |
3.4% |
94.02 |
| High |
102.22 |
103.08 |
0.86 |
0.8% |
98.51 |
| Low |
98.29 |
98.58 |
0.29 |
0.3% |
93.48 |
| Close |
102.22 |
98.84 |
-3.38 |
-3.3% |
98.49 |
| Range |
3.93 |
4.50 |
0.57 |
14.5% |
5.03 |
| ATR |
2.54 |
2.68 |
0.14 |
5.5% |
0.00 |
| Volume |
13,245 |
29,246 |
16,001 |
120.8% |
76,165 |
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.67 |
110.75 |
101.32 |
|
| R3 |
109.17 |
106.25 |
100.08 |
|
| R2 |
104.67 |
104.67 |
99.67 |
|
| R1 |
101.75 |
101.75 |
99.25 |
100.96 |
| PP |
100.17 |
100.17 |
100.17 |
99.77 |
| S1 |
97.25 |
97.25 |
98.43 |
96.46 |
| S2 |
95.67 |
95.67 |
98.02 |
|
| S3 |
91.17 |
92.75 |
97.60 |
|
| S4 |
86.67 |
88.25 |
96.37 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.92 |
110.23 |
101.26 |
|
| R3 |
106.89 |
105.20 |
99.87 |
|
| R2 |
101.86 |
101.86 |
99.41 |
|
| R1 |
100.17 |
100.17 |
98.95 |
101.02 |
| PP |
96.83 |
96.83 |
96.83 |
97.25 |
| S1 |
95.14 |
95.14 |
98.03 |
95.99 |
| S2 |
91.80 |
91.80 |
97.57 |
|
| S3 |
86.77 |
90.11 |
97.11 |
|
| S4 |
81.74 |
85.08 |
95.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.08 |
96.92 |
6.16 |
6.2% |
2.66 |
2.7% |
31% |
True |
False |
16,878 |
| 10 |
103.08 |
92.73 |
10.35 |
10.5% |
2.37 |
2.4% |
59% |
True |
False |
16,072 |
| 20 |
103.08 |
86.65 |
16.43 |
16.6% |
2.49 |
2.5% |
74% |
True |
False |
16,715 |
| 40 |
103.08 |
76.15 |
26.93 |
27.2% |
2.70 |
2.7% |
84% |
True |
False |
12,836 |
| 60 |
103.08 |
76.15 |
26.93 |
27.2% |
2.62 |
2.7% |
84% |
True |
False |
11,053 |
| 80 |
103.08 |
76.15 |
26.93 |
27.2% |
2.68 |
2.7% |
84% |
True |
False |
9,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.21 |
|
2.618 |
114.86 |
|
1.618 |
110.36 |
|
1.000 |
107.58 |
|
0.618 |
105.86 |
|
HIGH |
103.08 |
|
0.618 |
101.36 |
|
0.500 |
100.83 |
|
0.382 |
100.30 |
|
LOW |
98.58 |
|
0.618 |
95.80 |
|
1.000 |
94.08 |
|
1.618 |
91.30 |
|
2.618 |
86.80 |
|
4.250 |
79.46 |
|
|
| Fisher Pivots for day following 17-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.83 |
100.35 |
| PP |
100.17 |
99.85 |
| S1 |
99.50 |
99.34 |
|