NYMEX Light Sweet Crude Oil Future April 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 |
98.33 |
99.36 |
1.03 |
1.0% |
97.52 |
| High |
100.05 |
101.82 |
1.77 |
1.8% |
98.90 |
| Low |
97.67 |
99.27 |
1.60 |
1.6% |
95.50 |
| Close |
99.91 |
100.56 |
0.65 |
0.7% |
97.05 |
| Range |
2.38 |
2.55 |
0.17 |
7.1% |
3.40 |
| ATR |
2.63 |
2.63 |
-0.01 |
-0.2% |
0.00 |
| Volume |
18,237 |
17,682 |
-555 |
-3.0% |
73,419 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.20 |
106.93 |
101.96 |
|
| R3 |
105.65 |
104.38 |
101.26 |
|
| R2 |
103.10 |
103.10 |
101.03 |
|
| R1 |
101.83 |
101.83 |
100.79 |
102.47 |
| PP |
100.55 |
100.55 |
100.55 |
100.87 |
| S1 |
99.28 |
99.28 |
100.33 |
99.92 |
| S2 |
98.00 |
98.00 |
100.09 |
|
| S3 |
95.45 |
96.73 |
99.86 |
|
| S4 |
92.90 |
94.18 |
99.16 |
|
|
| 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 |
101.82 |
95.56 |
6.26 |
6.2% |
2.30 |
2.3% |
80% |
True |
False |
16,270 |
| 10 |
103.08 |
95.50 |
7.58 |
7.5% |
2.75 |
2.7% |
67% |
False |
False |
18,293 |
| 20 |
103.08 |
90.40 |
12.68 |
12.6% |
2.43 |
2.4% |
80% |
False |
False |
16,680 |
| 40 |
103.08 |
78.03 |
25.05 |
24.9% |
2.49 |
2.5% |
90% |
False |
False |
14,994 |
| 60 |
103.08 |
76.15 |
26.93 |
26.8% |
2.64 |
2.6% |
91% |
False |
False |
12,484 |
| 80 |
103.08 |
76.15 |
26.93 |
26.8% |
2.63 |
2.6% |
91% |
False |
False |
10,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.66 |
|
2.618 |
108.50 |
|
1.618 |
105.95 |
|
1.000 |
104.37 |
|
0.618 |
103.40 |
|
HIGH |
101.82 |
|
0.618 |
100.85 |
|
0.500 |
100.55 |
|
0.382 |
100.24 |
|
LOW |
99.27 |
|
0.618 |
97.69 |
|
1.000 |
96.72 |
|
1.618 |
95.14 |
|
2.618 |
92.59 |
|
4.250 |
88.43 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.56 |
100.26 |
| PP |
100.55 |
99.95 |
| S1 |
100.55 |
99.65 |
|