NYMEX Light Sweet Crude Oil Future May 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 |
93.95 |
96.34 |
2.39 |
2.5% |
92.48 |
| High |
95.72 |
96.49 |
0.77 |
0.8% |
94.10 |
| Low |
93.95 |
95.46 |
1.51 |
1.6% |
88.58 |
| Close |
95.33 |
96.42 |
1.09 |
1.1% |
93.95 |
| Range |
1.77 |
1.03 |
-0.74 |
-41.8% |
5.52 |
| ATR |
2.53 |
2.43 |
-0.10 |
-3.9% |
0.00 |
| Volume |
6,433 |
11,744 |
5,311 |
82.6% |
61,414 |
|
| Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.21 |
98.85 |
96.99 |
|
| R3 |
98.18 |
97.82 |
96.70 |
|
| R2 |
97.15 |
97.15 |
96.61 |
|
| R1 |
96.79 |
96.79 |
96.51 |
96.97 |
| PP |
96.12 |
96.12 |
96.12 |
96.22 |
| S1 |
95.76 |
95.76 |
96.33 |
95.94 |
| S2 |
95.09 |
95.09 |
96.23 |
|
| S3 |
94.06 |
94.73 |
96.14 |
|
| S4 |
93.03 |
93.70 |
95.85 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.77 |
106.88 |
96.99 |
|
| R3 |
103.25 |
101.36 |
95.47 |
|
| R2 |
97.73 |
97.73 |
94.96 |
|
| R1 |
95.84 |
95.84 |
94.46 |
96.79 |
| PP |
92.21 |
92.21 |
92.21 |
92.68 |
| S1 |
90.32 |
90.32 |
93.44 |
91.27 |
| S2 |
86.69 |
86.69 |
92.94 |
|
| S3 |
81.17 |
84.80 |
92.43 |
|
| S4 |
75.65 |
79.28 |
90.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.49 |
90.61 |
5.88 |
6.1% |
1.58 |
1.6% |
99% |
True |
False |
12,208 |
| 10 |
96.49 |
88.58 |
7.91 |
8.2% |
1.90 |
2.0% |
99% |
True |
False |
13,513 |
| 20 |
96.49 |
84.30 |
12.19 |
12.6% |
2.21 |
2.3% |
99% |
True |
False |
12,022 |
| 40 |
96.49 |
76.44 |
20.05 |
20.8% |
2.50 |
2.6% |
100% |
True |
False |
9,487 |
| 60 |
96.49 |
76.44 |
20.05 |
20.8% |
2.28 |
2.4% |
100% |
True |
False |
8,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.87 |
|
2.618 |
99.19 |
|
1.618 |
98.16 |
|
1.000 |
97.52 |
|
0.618 |
97.13 |
|
HIGH |
96.49 |
|
0.618 |
96.10 |
|
0.500 |
95.98 |
|
0.382 |
95.85 |
|
LOW |
95.46 |
|
0.618 |
94.82 |
|
1.000 |
94.43 |
|
1.618 |
93.79 |
|
2.618 |
92.76 |
|
4.250 |
91.08 |
|
|
| Fisher Pivots for day following 08-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
96.27 |
95.82 |
| PP |
96.12 |
95.21 |
| S1 |
95.98 |
94.61 |
|