NYMEX Light Sweet Crude Oil Future February 2012
Trading Metrics calculated at close of trading on 07-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
100.60 |
101.27 |
0.67 |
0.7% |
97.50 |
High |
101.56 |
102.09 |
0.53 |
0.5% |
101.81 |
Low |
100.37 |
99.84 |
-0.53 |
-0.5% |
97.30 |
Close |
101.45 |
100.68 |
-0.77 |
-0.8% |
101.09 |
Range |
1.19 |
2.25 |
1.06 |
89.1% |
4.51 |
ATR |
2.65 |
2.62 |
-0.03 |
-1.1% |
0.00 |
Volume |
51,715 |
61,846 |
10,131 |
19.6% |
327,406 |
|
Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.62 |
106.40 |
101.92 |
|
R3 |
105.37 |
104.15 |
101.30 |
|
R2 |
103.12 |
103.12 |
101.09 |
|
R1 |
101.90 |
101.90 |
100.89 |
101.39 |
PP |
100.87 |
100.87 |
100.87 |
100.61 |
S1 |
99.65 |
99.65 |
100.47 |
99.14 |
S2 |
98.62 |
98.62 |
100.27 |
|
S3 |
96.37 |
97.40 |
100.06 |
|
S4 |
94.12 |
95.15 |
99.44 |
|
|
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 |
98.96 |
3.60 |
3.6% |
1.93 |
1.9% |
48% |
False |
False |
62,315 |
10 |
102.56 |
95.16 |
7.40 |
7.4% |
2.36 |
2.3% |
75% |
False |
False |
64,137 |
20 |
103.28 |
94.39 |
8.89 |
8.8% |
2.66 |
2.6% |
71% |
False |
False |
61,940 |
40 |
103.28 |
83.90 |
19.38 |
19.2% |
2.72 |
2.7% |
87% |
False |
False |
49,978 |
60 |
103.28 |
75.66 |
27.62 |
27.4% |
2.86 |
2.8% |
91% |
False |
False |
39,398 |
80 |
103.28 |
75.66 |
27.62 |
27.4% |
2.80 |
2.8% |
91% |
False |
False |
31,895 |
100 |
103.28 |
75.66 |
27.62 |
27.4% |
2.84 |
2.8% |
91% |
False |
False |
26,777 |
120 |
103.28 |
75.66 |
27.62 |
27.4% |
2.71 |
2.7% |
91% |
False |
False |
23,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.65 |
2.618 |
107.98 |
1.618 |
105.73 |
1.000 |
104.34 |
0.618 |
103.48 |
HIGH |
102.09 |
0.618 |
101.23 |
0.500 |
100.97 |
0.382 |
100.70 |
LOW |
99.84 |
0.618 |
98.45 |
1.000 |
97.59 |
1.618 |
96.20 |
2.618 |
93.95 |
4.250 |
90.28 |
|
|
Fisher Pivots for day following 07-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
100.97 |
101.20 |
PP |
100.87 |
101.03 |
S1 |
100.78 |
100.85 |
|