NYMEX Light Sweet Crude Oil Future January 2012
Trading Metrics calculated at close of trading on 08-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
101.11 |
100.84 |
-0.27 |
-0.3% |
97.50 |
High |
101.94 |
101.73 |
-0.21 |
-0.2% |
101.75 |
Low |
99.67 |
97.71 |
-1.96 |
-2.0% |
97.13 |
Close |
100.49 |
98.34 |
-2.15 |
-2.1% |
100.96 |
Range |
2.27 |
4.02 |
1.75 |
77.1% |
4.62 |
ATR |
2.70 |
2.79 |
0.09 |
3.5% |
0.00 |
Volume |
297,177 |
313,602 |
16,425 |
5.5% |
1,361,707 |
|
Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.32 |
108.85 |
100.55 |
|
R3 |
107.30 |
104.83 |
99.45 |
|
R2 |
103.28 |
103.28 |
99.08 |
|
R1 |
100.81 |
100.81 |
98.71 |
100.04 |
PP |
99.26 |
99.26 |
99.26 |
98.87 |
S1 |
96.79 |
96.79 |
97.97 |
96.02 |
S2 |
95.24 |
95.24 |
97.60 |
|
S3 |
91.22 |
92.77 |
97.23 |
|
S4 |
87.20 |
88.75 |
96.13 |
|
|
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 |
97.71 |
4.73 |
4.8% |
2.30 |
2.3% |
13% |
False |
True |
252,985 |
10 |
102.44 |
94.99 |
7.45 |
7.6% |
2.57 |
2.6% |
45% |
False |
False |
256,640 |
20 |
103.37 |
94.99 |
8.38 |
8.5% |
2.78 |
2.8% |
40% |
False |
False |
242,548 |
40 |
103.37 |
83.60 |
19.77 |
20.1% |
2.88 |
2.9% |
75% |
False |
False |
163,846 |
60 |
103.37 |
75.35 |
28.02 |
28.5% |
3.01 |
3.1% |
82% |
False |
False |
123,338 |
80 |
103.37 |
75.35 |
28.02 |
28.5% |
2.98 |
3.0% |
82% |
False |
False |
97,876 |
100 |
103.37 |
75.35 |
28.02 |
28.5% |
3.00 |
3.1% |
82% |
False |
False |
80,755 |
120 |
103.37 |
75.35 |
28.02 |
28.5% |
2.88 |
2.9% |
82% |
False |
False |
68,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118.82 |
2.618 |
112.25 |
1.618 |
108.23 |
1.000 |
105.75 |
0.618 |
104.21 |
HIGH |
101.73 |
0.618 |
100.19 |
0.500 |
99.72 |
0.382 |
99.25 |
LOW |
97.71 |
0.618 |
95.23 |
1.000 |
93.69 |
1.618 |
91.21 |
2.618 |
87.19 |
4.250 |
80.63 |
|
|
Fisher Pivots for day following 08-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
99.72 |
99.83 |
PP |
99.26 |
99.33 |
S1 |
98.80 |
98.84 |
|