NYMEX Light Sweet Crude Oil Future July 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 |
97.64 |
99.67 |
2.03 |
2.1% |
96.86 |
| High |
99.34 |
100.83 |
1.49 |
1.5% |
98.50 |
| Low |
97.44 |
99.66 |
2.22 |
2.3% |
95.38 |
| Close |
99.11 |
99.87 |
0.76 |
0.8% |
96.59 |
| Range |
1.90 |
1.17 |
-0.73 |
-38.4% |
3.12 |
| ATR |
2.28 |
2.24 |
-0.04 |
-1.7% |
0.00 |
| Volume |
8,542 |
6,844 |
-1,698 |
-19.9% |
34,098 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.63 |
102.92 |
100.51 |
|
| R3 |
102.46 |
101.75 |
100.19 |
|
| R2 |
101.29 |
101.29 |
100.08 |
|
| R1 |
100.58 |
100.58 |
99.98 |
100.94 |
| PP |
100.12 |
100.12 |
100.12 |
100.30 |
| S1 |
99.41 |
99.41 |
99.76 |
99.77 |
| S2 |
98.95 |
98.95 |
99.66 |
|
| S3 |
97.78 |
98.24 |
99.55 |
|
| S4 |
96.61 |
97.07 |
99.23 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.18 |
104.51 |
98.31 |
|
| R3 |
103.06 |
101.39 |
97.45 |
|
| R2 |
99.94 |
99.94 |
97.16 |
|
| R1 |
98.27 |
98.27 |
96.88 |
97.55 |
| PP |
96.82 |
96.82 |
96.82 |
96.46 |
| S1 |
95.15 |
95.15 |
96.30 |
94.43 |
| S2 |
93.70 |
93.70 |
96.02 |
|
| S3 |
90.58 |
92.03 |
95.73 |
|
| S4 |
87.46 |
88.91 |
94.87 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.80 |
|
2.618 |
103.89 |
|
1.618 |
102.72 |
|
1.000 |
102.00 |
|
0.618 |
101.55 |
|
HIGH |
100.83 |
|
0.618 |
100.38 |
|
0.500 |
100.25 |
|
0.382 |
100.11 |
|
LOW |
99.66 |
|
0.618 |
98.94 |
|
1.000 |
98.49 |
|
1.618 |
97.77 |
|
2.618 |
96.60 |
|
4.250 |
94.69 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.25 |
99.58 |
| PP |
100.12 |
99.29 |
| S1 |
100.00 |
99.00 |
|