NYMEX Light Sweet Crude Oil Future January 2012
Trading Metrics calculated at close of trading on 02-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
100.51 |
100.00 |
-0.51 |
-0.5% |
97.50 |
High |
101.17 |
101.56 |
0.39 |
0.4% |
101.75 |
Low |
98.87 |
99.76 |
0.89 |
0.9% |
97.13 |
Close |
100.20 |
100.96 |
0.76 |
0.8% |
100.96 |
Range |
2.30 |
1.80 |
-0.50 |
-21.7% |
4.62 |
ATR |
2.98 |
2.90 |
-0.08 |
-2.8% |
0.00 |
Volume |
259,128 |
230,624 |
-28,504 |
-11.0% |
1,361,707 |
|
Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.16 |
105.36 |
101.95 |
|
R3 |
104.36 |
103.56 |
101.46 |
|
R2 |
102.56 |
102.56 |
101.29 |
|
R1 |
101.76 |
101.76 |
101.13 |
102.16 |
PP |
100.76 |
100.76 |
100.76 |
100.96 |
S1 |
99.96 |
99.96 |
100.80 |
100.36 |
S2 |
98.96 |
98.96 |
100.63 |
|
S3 |
97.16 |
98.16 |
100.47 |
|
S4 |
95.36 |
96.36 |
99.97 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.81 |
112.00 |
103.50 |
|
R3 |
109.19 |
107.38 |
102.23 |
|
R2 |
104.57 |
104.57 |
101.81 |
|
R1 |
102.76 |
102.76 |
101.38 |
103.67 |
PP |
99.95 |
99.95 |
99.95 |
100.40 |
S1 |
98.14 |
98.14 |
100.54 |
99.05 |
S2 |
95.33 |
95.33 |
100.11 |
|
S3 |
90.71 |
93.52 |
99.69 |
|
S4 |
86.09 |
88.90 |
98.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.75 |
97.13 |
4.62 |
4.6% |
2.69 |
2.7% |
83% |
False |
False |
272,341 |
10 |
101.75 |
94.99 |
6.76 |
6.7% |
2.69 |
2.7% |
88% |
False |
False |
269,541 |
20 |
103.37 |
92.79 |
10.58 |
10.5% |
2.80 |
2.8% |
77% |
False |
False |
210,331 |
40 |
103.37 |
81.64 |
21.73 |
21.5% |
2.89 |
2.9% |
89% |
False |
False |
144,670 |
60 |
103.37 |
75.35 |
28.02 |
27.8% |
3.05 |
3.0% |
91% |
False |
False |
108,294 |
80 |
103.37 |
75.35 |
28.02 |
27.8% |
3.02 |
3.0% |
91% |
False |
False |
85,982 |
100 |
103.37 |
75.35 |
28.02 |
27.8% |
3.01 |
3.0% |
91% |
False |
False |
70,779 |
120 |
103.37 |
75.35 |
28.02 |
27.8% |
2.89 |
2.9% |
91% |
False |
False |
60,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.21 |
2.618 |
106.27 |
1.618 |
104.47 |
1.000 |
103.36 |
0.618 |
102.67 |
HIGH |
101.56 |
0.618 |
100.87 |
0.500 |
100.66 |
0.382 |
100.45 |
LOW |
99.76 |
0.618 |
98.65 |
1.000 |
97.96 |
1.618 |
96.85 |
2.618 |
95.05 |
4.250 |
92.11 |
|
|
Fisher Pivots for day following 02-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
100.86 |
100.74 |
PP |
100.76 |
100.53 |
S1 |
100.66 |
100.31 |
|