NYMEX Light Sweet Crude Oil Future January 2012
Trading Metrics calculated at close of trading on 05-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
100.00 |
101.23 |
1.23 |
1.2% |
97.50 |
High |
101.56 |
102.44 |
0.88 |
0.9% |
101.75 |
Low |
99.76 |
100.24 |
0.48 |
0.5% |
97.13 |
Close |
100.96 |
100.99 |
0.03 |
0.0% |
100.96 |
Range |
1.80 |
2.20 |
0.40 |
22.2% |
4.62 |
ATR |
2.90 |
2.85 |
-0.05 |
-1.7% |
0.00 |
Volume |
230,624 |
221,915 |
-8,709 |
-3.8% |
1,361,707 |
|
Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.82 |
106.61 |
102.20 |
|
R3 |
105.62 |
104.41 |
101.60 |
|
R2 |
103.42 |
103.42 |
101.39 |
|
R1 |
102.21 |
102.21 |
101.19 |
101.72 |
PP |
101.22 |
101.22 |
101.22 |
100.98 |
S1 |
100.01 |
100.01 |
100.79 |
99.52 |
S2 |
99.02 |
99.02 |
100.59 |
|
S3 |
96.82 |
97.81 |
100.39 |
|
S4 |
94.62 |
95.61 |
99.78 |
|
|
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 |
102.44 |
97.23 |
5.21 |
5.2% |
2.41 |
2.4% |
72% |
True |
False |
257,452 |
10 |
102.44 |
94.99 |
7.45 |
7.4% |
2.55 |
2.5% |
81% |
True |
False |
258,843 |
20 |
103.37 |
93.14 |
10.23 |
10.1% |
2.81 |
2.8% |
77% |
False |
False |
217,646 |
40 |
103.37 |
83.12 |
20.25 |
20.1% |
2.88 |
2.9% |
88% |
False |
False |
148,366 |
60 |
103.37 |
75.35 |
28.02 |
27.7% |
3.03 |
3.0% |
92% |
False |
False |
111,337 |
80 |
103.37 |
75.35 |
28.02 |
27.7% |
3.00 |
3.0% |
92% |
False |
False |
88,529 |
100 |
103.37 |
75.35 |
28.02 |
27.7% |
2.99 |
3.0% |
92% |
False |
False |
72,901 |
120 |
103.37 |
75.35 |
28.02 |
27.7% |
2.86 |
2.8% |
92% |
False |
False |
62,252 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.79 |
2.618 |
108.20 |
1.618 |
106.00 |
1.000 |
104.64 |
0.618 |
103.80 |
HIGH |
102.44 |
0.618 |
101.60 |
0.500 |
101.34 |
0.382 |
101.08 |
LOW |
100.24 |
0.618 |
98.88 |
1.000 |
98.04 |
1.618 |
96.68 |
2.618 |
94.48 |
4.250 |
90.89 |
|
|
Fisher Pivots for day following 05-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
101.34 |
100.88 |
PP |
101.22 |
100.77 |
S1 |
101.11 |
100.66 |
|