NYMEX Light Sweet Crude Oil Future February 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 |
100.49 |
100.10 |
-0.39 |
-0.4% |
97.50 |
High |
101.21 |
101.68 |
0.47 |
0.5% |
101.81 |
Low |
98.96 |
99.89 |
0.93 |
0.9% |
97.30 |
Close |
100.33 |
101.09 |
0.76 |
0.8% |
101.09 |
Range |
2.25 |
1.79 |
-0.46 |
-20.4% |
4.51 |
ATR |
2.89 |
2.81 |
-0.08 |
-2.7% |
0.00 |
Volume |
71,561 |
72,214 |
653 |
0.9% |
327,406 |
|
Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.26 |
105.46 |
102.07 |
|
R3 |
104.47 |
103.67 |
101.58 |
|
R2 |
102.68 |
102.68 |
101.42 |
|
R1 |
101.88 |
101.88 |
101.25 |
102.28 |
PP |
100.89 |
100.89 |
100.89 |
101.09 |
S1 |
100.09 |
100.09 |
100.93 |
100.49 |
S2 |
99.10 |
99.10 |
100.76 |
|
S3 |
97.31 |
98.30 |
100.60 |
|
S4 |
95.52 |
96.51 |
100.11 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.60 |
111.85 |
103.57 |
|
R3 |
109.09 |
107.34 |
102.33 |
|
R2 |
104.58 |
104.58 |
101.92 |
|
R1 |
102.83 |
102.83 |
101.50 |
103.71 |
PP |
100.07 |
100.07 |
100.07 |
100.50 |
S1 |
98.32 |
98.32 |
100.68 |
99.20 |
S2 |
95.56 |
95.56 |
100.26 |
|
S3 |
91.05 |
93.81 |
99.85 |
|
S4 |
86.54 |
89.30 |
98.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.81 |
97.30 |
4.51 |
4.5% |
2.62 |
2.6% |
84% |
False |
False |
65,481 |
10 |
101.81 |
95.16 |
6.65 |
6.6% |
2.62 |
2.6% |
89% |
False |
False |
66,865 |
20 |
103.28 |
92.74 |
10.54 |
10.4% |
2.70 |
2.7% |
79% |
False |
False |
58,882 |
40 |
103.28 |
81.81 |
21.47 |
21.2% |
2.79 |
2.8% |
90% |
False |
False |
47,591 |
60 |
103.28 |
75.66 |
27.62 |
27.3% |
2.92 |
2.9% |
92% |
False |
False |
37,328 |
80 |
103.28 |
75.66 |
27.62 |
27.3% |
2.85 |
2.8% |
92% |
False |
False |
30,186 |
100 |
103.28 |
75.66 |
27.62 |
27.3% |
2.87 |
2.8% |
92% |
False |
False |
25,277 |
120 |
103.28 |
75.66 |
27.62 |
27.3% |
2.74 |
2.7% |
92% |
False |
False |
21,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.29 |
2.618 |
106.37 |
1.618 |
104.58 |
1.000 |
103.47 |
0.618 |
102.79 |
HIGH |
101.68 |
0.618 |
101.00 |
0.500 |
100.79 |
0.382 |
100.57 |
LOW |
99.89 |
0.618 |
98.78 |
1.000 |
98.10 |
1.618 |
96.99 |
2.618 |
95.20 |
4.250 |
92.28 |
|
|
Fisher Pivots for day following 02-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
100.99 |
100.86 |
PP |
100.89 |
100.62 |
S1 |
100.79 |
100.39 |
|