NYMEX Light Sweet Crude Oil Future February 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 |
100.10 |
101.30 |
1.20 |
1.2% |
97.50 |
High |
101.68 |
102.56 |
0.88 |
0.9% |
101.81 |
Low |
99.89 |
100.38 |
0.49 |
0.5% |
97.30 |
Close |
101.09 |
101.13 |
0.04 |
0.0% |
101.09 |
Range |
1.79 |
2.18 |
0.39 |
21.8% |
4.51 |
ATR |
2.81 |
2.76 |
-0.04 |
-1.6% |
0.00 |
Volume |
72,214 |
54,240 |
-17,974 |
-24.9% |
327,406 |
|
Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.90 |
106.69 |
102.33 |
|
R3 |
105.72 |
104.51 |
101.73 |
|
R2 |
103.54 |
103.54 |
101.53 |
|
R1 |
102.33 |
102.33 |
101.33 |
101.85 |
PP |
101.36 |
101.36 |
101.36 |
101.11 |
S1 |
100.15 |
100.15 |
100.93 |
99.67 |
S2 |
99.18 |
99.18 |
100.73 |
|
S3 |
97.00 |
97.97 |
100.53 |
|
S4 |
94.82 |
95.79 |
99.93 |
|
|
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 |
102.56 |
97.39 |
5.17 |
5.1% |
2.36 |
2.3% |
72% |
True |
False |
68,189 |
10 |
102.56 |
95.16 |
7.40 |
7.3% |
2.48 |
2.5% |
81% |
True |
False |
66,469 |
20 |
103.28 |
93.07 |
10.21 |
10.1% |
2.71 |
2.7% |
79% |
False |
False |
60,004 |
40 |
103.28 |
83.22 |
20.06 |
19.8% |
2.78 |
2.7% |
89% |
False |
False |
48,228 |
60 |
103.28 |
75.66 |
27.62 |
27.3% |
2.89 |
2.9% |
92% |
False |
False |
37,962 |
80 |
103.28 |
75.66 |
27.62 |
27.3% |
2.84 |
2.8% |
92% |
False |
False |
30,774 |
100 |
103.28 |
75.66 |
27.62 |
27.3% |
2.85 |
2.8% |
92% |
False |
False |
25,760 |
120 |
103.28 |
75.66 |
27.62 |
27.3% |
2.72 |
2.7% |
92% |
False |
False |
22,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.83 |
2.618 |
108.27 |
1.618 |
106.09 |
1.000 |
104.74 |
0.618 |
103.91 |
HIGH |
102.56 |
0.618 |
101.73 |
0.500 |
101.47 |
0.382 |
101.21 |
LOW |
100.38 |
0.618 |
99.03 |
1.000 |
98.20 |
1.618 |
96.85 |
2.618 |
94.67 |
4.250 |
91.12 |
|
|
Fisher Pivots for day following 05-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
101.47 |
101.01 |
PP |
101.36 |
100.88 |
S1 |
101.24 |
100.76 |
|