NYMEX Light Sweet Crude Oil Future April 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 |
100.67 |
100.62 |
-0.05 |
0.0% |
98.15 |
High |
101.12 |
101.74 |
0.62 |
0.6% |
101.82 |
Low |
99.05 |
100.07 |
1.02 |
1.0% |
97.47 |
Close |
100.49 |
101.25 |
0.76 |
0.8% |
101.25 |
Range |
2.07 |
1.67 |
-0.40 |
-19.3% |
4.35 |
ATR |
2.59 |
2.52 |
-0.07 |
-2.5% |
0.00 |
Volume |
23,090 |
21,652 |
-1,438 |
-6.2% |
91,455 |
|
Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.03 |
105.31 |
102.17 |
|
R3 |
104.36 |
103.64 |
101.71 |
|
R2 |
102.69 |
102.69 |
101.56 |
|
R1 |
101.97 |
101.97 |
101.40 |
102.33 |
PP |
101.02 |
101.02 |
101.02 |
101.20 |
S1 |
100.30 |
100.30 |
101.10 |
100.66 |
S2 |
99.35 |
99.35 |
100.94 |
|
S3 |
97.68 |
98.63 |
100.79 |
|
S4 |
96.01 |
96.96 |
100.33 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.23 |
111.59 |
103.64 |
|
R3 |
108.88 |
107.24 |
102.45 |
|
R2 |
104.53 |
104.53 |
102.05 |
|
R1 |
102.89 |
102.89 |
101.65 |
103.71 |
PP |
100.18 |
100.18 |
100.18 |
100.59 |
S1 |
98.54 |
98.54 |
100.85 |
99.36 |
S2 |
95.83 |
95.83 |
100.45 |
|
S3 |
91.48 |
94.19 |
100.05 |
|
S4 |
87.13 |
89.84 |
98.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.82 |
97.47 |
4.35 |
4.3% |
2.32 |
2.3% |
87% |
False |
False |
18,291 |
10 |
101.82 |
95.50 |
6.32 |
6.2% |
2.28 |
2.3% |
91% |
False |
False |
18,518 |
20 |
103.08 |
92.73 |
10.35 |
10.2% |
2.33 |
2.3% |
82% |
False |
False |
17,295 |
40 |
103.08 |
81.97 |
21.11 |
20.8% |
2.43 |
2.4% |
91% |
False |
False |
15,646 |
60 |
103.08 |
76.15 |
26.93 |
26.6% |
2.62 |
2.6% |
93% |
False |
False |
13,063 |
80 |
103.08 |
76.15 |
26.93 |
26.6% |
2.57 |
2.5% |
93% |
False |
False |
11,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.84 |
2.618 |
106.11 |
1.618 |
104.44 |
1.000 |
103.41 |
0.618 |
102.77 |
HIGH |
101.74 |
0.618 |
101.10 |
0.500 |
100.91 |
0.382 |
100.71 |
LOW |
100.07 |
0.618 |
99.04 |
1.000 |
98.40 |
1.618 |
97.37 |
2.618 |
95.70 |
4.250 |
92.97 |
|
|
Fisher Pivots for day following 02-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
101.14 |
100.98 |
PP |
101.02 |
100.71 |
S1 |
100.91 |
100.44 |
|