NYMEX Light Sweet Crude Oil Future May 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 |
98.09 |
101.58 |
3.49 |
3.6% |
93.95 |
| High |
102.13 |
102.80 |
0.67 |
0.7% |
98.36 |
| Low |
98.09 |
98.29 |
0.20 |
0.2% |
93.95 |
| Close |
102.03 |
98.74 |
-3.29 |
-3.2% |
98.33 |
| Range |
4.04 |
4.51 |
0.47 |
11.6% |
4.41 |
| ATR |
2.43 |
2.57 |
0.15 |
6.1% |
0.00 |
| Volume |
9,882 |
27,309 |
17,427 |
176.4% |
61,712 |
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.47 |
110.62 |
101.22 |
|
| R3 |
108.96 |
106.11 |
99.98 |
|
| R2 |
104.45 |
104.45 |
99.57 |
|
| R1 |
101.60 |
101.60 |
99.15 |
100.77 |
| PP |
99.94 |
99.94 |
99.94 |
99.53 |
| S1 |
97.09 |
97.09 |
98.33 |
96.26 |
| S2 |
95.43 |
95.43 |
97.91 |
|
| S3 |
90.92 |
92.58 |
97.50 |
|
| S4 |
86.41 |
88.07 |
96.26 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.11 |
108.63 |
100.76 |
|
| R3 |
105.70 |
104.22 |
99.54 |
|
| R2 |
101.29 |
101.29 |
99.14 |
|
| R1 |
99.81 |
99.81 |
98.73 |
100.55 |
| PP |
96.88 |
96.88 |
96.88 |
97.25 |
| S1 |
95.40 |
95.40 |
97.93 |
96.14 |
| S2 |
92.47 |
92.47 |
97.52 |
|
| S3 |
88.06 |
90.99 |
97.12 |
|
| S4 |
83.65 |
86.58 |
95.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.80 |
96.81 |
5.99 |
6.1% |
2.68 |
2.7% |
32% |
True |
False |
14,470 |
| 10 |
102.80 |
92.73 |
10.07 |
10.2% |
2.30 |
2.3% |
60% |
True |
False |
13,433 |
| 20 |
102.80 |
86.76 |
16.04 |
16.2% |
2.30 |
2.3% |
75% |
True |
False |
13,892 |
| 40 |
102.80 |
76.44 |
26.36 |
26.7% |
2.53 |
2.6% |
85% |
True |
False |
10,924 |
| 60 |
102.80 |
76.44 |
26.36 |
26.7% |
2.36 |
2.4% |
85% |
True |
False |
9,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.97 |
|
2.618 |
114.61 |
|
1.618 |
110.10 |
|
1.000 |
107.31 |
|
0.618 |
105.59 |
|
HIGH |
102.80 |
|
0.618 |
101.08 |
|
0.500 |
100.55 |
|
0.382 |
100.01 |
|
LOW |
98.29 |
|
0.618 |
95.50 |
|
1.000 |
93.78 |
|
1.618 |
90.99 |
|
2.618 |
86.48 |
|
4.250 |
79.12 |
|
|
| Fisher Pivots for day following 17-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.55 |
100.14 |
| PP |
99.94 |
99.67 |
| S1 |
99.34 |
99.21 |
|