NYMEX Light Sweet Crude Oil Future February 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 |
101.27 |
100.99 |
-0.28 |
-0.3% |
97.50 |
High |
102.09 |
101.88 |
-0.21 |
-0.2% |
101.81 |
Low |
99.84 |
97.91 |
-1.93 |
-1.9% |
97.30 |
Close |
100.68 |
98.54 |
-2.14 |
-2.1% |
101.09 |
Range |
2.25 |
3.97 |
1.72 |
76.4% |
4.51 |
ATR |
2.62 |
2.72 |
0.10 |
3.7% |
0.00 |
Volume |
61,846 |
111,896 |
50,050 |
80.9% |
327,406 |
|
Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.35 |
108.92 |
100.72 |
|
R3 |
107.38 |
104.95 |
99.63 |
|
R2 |
103.41 |
103.41 |
99.27 |
|
R1 |
100.98 |
100.98 |
98.90 |
100.21 |
PP |
99.44 |
99.44 |
99.44 |
99.06 |
S1 |
97.01 |
97.01 |
98.18 |
96.24 |
S2 |
95.47 |
95.47 |
97.81 |
|
S3 |
91.50 |
93.04 |
97.45 |
|
S4 |
87.53 |
89.07 |
96.36 |
|
|
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 |
97.91 |
4.65 |
4.7% |
2.28 |
2.3% |
14% |
False |
True |
70,382 |
10 |
102.56 |
95.16 |
7.40 |
7.5% |
2.51 |
2.6% |
46% |
False |
False |
67,614 |
20 |
103.28 |
95.03 |
8.25 |
8.4% |
2.70 |
2.7% |
43% |
False |
False |
65,207 |
40 |
103.28 |
83.90 |
19.38 |
19.7% |
2.77 |
2.8% |
76% |
False |
False |
51,971 |
60 |
103.28 |
75.66 |
27.62 |
28.0% |
2.89 |
2.9% |
83% |
False |
False |
40,959 |
80 |
103.28 |
75.66 |
27.62 |
28.0% |
2.83 |
2.9% |
83% |
False |
False |
33,189 |
100 |
103.28 |
75.66 |
27.62 |
28.0% |
2.86 |
2.9% |
83% |
False |
False |
27,853 |
120 |
103.28 |
75.66 |
27.62 |
28.0% |
2.73 |
2.8% |
83% |
False |
False |
24,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118.75 |
2.618 |
112.27 |
1.618 |
108.30 |
1.000 |
105.85 |
0.618 |
104.33 |
HIGH |
101.88 |
0.618 |
100.36 |
0.500 |
99.90 |
0.382 |
99.43 |
LOW |
97.91 |
0.618 |
95.46 |
1.000 |
93.94 |
1.618 |
91.49 |
2.618 |
87.52 |
4.250 |
81.04 |
|
|
Fisher Pivots for day following 08-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
99.90 |
100.00 |
PP |
99.44 |
99.51 |
S1 |
98.99 |
99.03 |
|