NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 29-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
98.15 |
98.33 |
0.18 |
0.2% |
97.52 |
| High |
100.41 |
100.05 |
-0.36 |
-0.4% |
98.90 |
| Low |
97.47 |
97.67 |
0.20 |
0.2% |
95.50 |
| Close |
98.45 |
99.91 |
1.46 |
1.5% |
97.05 |
| Range |
2.94 |
2.38 |
-0.56 |
-19.0% |
3.40 |
| ATR |
2.65 |
2.63 |
-0.02 |
-0.7% |
0.00 |
| Volume |
10,794 |
18,237 |
7,443 |
69.0% |
73,419 |
|
| Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.35 |
105.51 |
101.22 |
|
| R3 |
103.97 |
103.13 |
100.56 |
|
| R2 |
101.59 |
101.59 |
100.35 |
|
| R1 |
100.75 |
100.75 |
100.13 |
101.17 |
| PP |
99.21 |
99.21 |
99.21 |
99.42 |
| S1 |
98.37 |
98.37 |
99.69 |
98.79 |
| S2 |
96.83 |
96.83 |
99.47 |
|
| S3 |
94.45 |
95.99 |
99.26 |
|
| S4 |
92.07 |
93.61 |
98.60 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.35 |
105.60 |
98.92 |
|
| R3 |
103.95 |
102.20 |
97.99 |
|
| R2 |
100.55 |
100.55 |
97.67 |
|
| R1 |
98.80 |
98.80 |
97.36 |
97.98 |
| PP |
97.15 |
97.15 |
97.15 |
96.74 |
| S1 |
95.40 |
95.40 |
96.74 |
94.58 |
| S2 |
93.75 |
93.75 |
96.43 |
|
| S3 |
90.35 |
92.00 |
96.12 |
|
| S4 |
86.95 |
88.60 |
95.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.41 |
95.56 |
4.85 |
4.9% |
2.21 |
2.2% |
90% |
False |
False |
16,849 |
| 10 |
103.08 |
95.50 |
7.58 |
7.6% |
2.67 |
2.7% |
58% |
False |
False |
17,712 |
| 20 |
103.08 |
89.34 |
13.74 |
13.8% |
2.42 |
2.4% |
77% |
False |
False |
16,132 |
| 40 |
103.08 |
76.15 |
26.93 |
27.0% |
2.49 |
2.5% |
88% |
False |
False |
14,690 |
| 60 |
103.08 |
76.15 |
26.93 |
27.0% |
2.64 |
2.6% |
88% |
False |
False |
12,303 |
| 80 |
103.08 |
76.15 |
26.93 |
27.0% |
2.65 |
2.6% |
88% |
False |
False |
10,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.17 |
|
2.618 |
106.28 |
|
1.618 |
103.90 |
|
1.000 |
102.43 |
|
0.618 |
101.52 |
|
HIGH |
100.05 |
|
0.618 |
99.14 |
|
0.500 |
98.86 |
|
0.382 |
98.58 |
|
LOW |
97.67 |
|
0.618 |
96.20 |
|
1.000 |
95.29 |
|
1.618 |
93.82 |
|
2.618 |
91.44 |
|
4.250 |
87.56 |
|
|
| Fisher Pivots for day following 29-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.56 |
99.27 |
| PP |
99.21 |
98.63 |
| S1 |
98.86 |
97.99 |
|