NYMEX Light Sweet Crude Oil Future April 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 |
101.98 |
101.21 |
-0.77 |
-0.8% |
98.15 |
High |
102.30 |
102.13 |
-0.17 |
-0.2% |
101.82 |
Low |
100.20 |
98.50 |
-1.70 |
-1.7% |
97.47 |
Close |
101.03 |
98.93 |
-2.10 |
-2.1% |
101.25 |
Range |
2.10 |
3.63 |
1.53 |
72.9% |
4.35 |
ATR |
2.37 |
2.46 |
0.09 |
3.8% |
0.00 |
Volume |
17,340 |
48,891 |
31,551 |
182.0% |
91,455 |
|
Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.74 |
108.47 |
100.93 |
|
R3 |
107.11 |
104.84 |
99.93 |
|
R2 |
103.48 |
103.48 |
99.60 |
|
R1 |
101.21 |
101.21 |
99.26 |
100.53 |
PP |
99.85 |
99.85 |
99.85 |
99.52 |
S1 |
97.58 |
97.58 |
98.60 |
96.90 |
S2 |
96.22 |
96.22 |
98.26 |
|
S3 |
92.59 |
93.95 |
97.93 |
|
S4 |
88.96 |
90.32 |
96.93 |
|
|
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 |
102.55 |
98.50 |
4.05 |
4.1% |
2.11 |
2.1% |
11% |
False |
True |
24,666 |
10 |
102.55 |
95.56 |
6.99 |
7.1% |
2.27 |
2.3% |
48% |
False |
False |
20,940 |
20 |
103.08 |
94.92 |
8.16 |
8.2% |
2.39 |
2.4% |
49% |
False |
False |
19,454 |
40 |
103.08 |
84.22 |
18.86 |
19.1% |
2.43 |
2.5% |
78% |
False |
False |
17,132 |
60 |
103.08 |
76.15 |
26.93 |
27.2% |
2.59 |
2.6% |
85% |
False |
False |
14,093 |
80 |
103.08 |
76.15 |
26.93 |
27.2% |
2.58 |
2.6% |
85% |
False |
False |
12,339 |
100 |
103.08 |
76.15 |
26.93 |
27.2% |
2.55 |
2.6% |
85% |
False |
False |
10,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.56 |
2.618 |
111.63 |
1.618 |
108.00 |
1.000 |
105.76 |
0.618 |
104.37 |
HIGH |
102.13 |
0.618 |
100.74 |
0.500 |
100.32 |
0.382 |
99.89 |
LOW |
98.50 |
0.618 |
96.26 |
1.000 |
94.87 |
1.618 |
92.63 |
2.618 |
89.00 |
4.250 |
83.07 |
|
|
Fisher Pivots for day following 08-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
100.32 |
100.40 |
PP |
99.85 |
99.91 |
S1 |
99.39 |
99.42 |
|