NYMEX Light Sweet Crude Oil Future April 2012
Trading Metrics calculated at close of trading on 09-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
101.21 |
98.76 |
-2.45 |
-2.4% |
101.88 |
High |
102.13 |
100.19 |
-1.94 |
-1.9% |
102.55 |
Low |
98.50 |
98.00 |
-0.50 |
-0.5% |
98.00 |
Close |
98.93 |
99.89 |
0.96 |
1.0% |
99.89 |
Range |
3.63 |
2.19 |
-1.44 |
-39.7% |
4.55 |
ATR |
2.46 |
2.44 |
-0.02 |
-0.8% |
0.00 |
Volume |
48,891 |
30,037 |
-18,854 |
-38.6% |
131,716 |
|
Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.93 |
105.10 |
101.09 |
|
R3 |
103.74 |
102.91 |
100.49 |
|
R2 |
101.55 |
101.55 |
100.29 |
|
R1 |
100.72 |
100.72 |
100.09 |
101.14 |
PP |
99.36 |
99.36 |
99.36 |
99.57 |
S1 |
98.53 |
98.53 |
99.69 |
98.95 |
S2 |
97.17 |
97.17 |
99.49 |
|
S3 |
94.98 |
96.34 |
99.29 |
|
S4 |
92.79 |
94.15 |
98.69 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.80 |
111.39 |
102.39 |
|
R3 |
109.25 |
106.84 |
101.14 |
|
R2 |
104.70 |
104.70 |
100.72 |
|
R1 |
102.29 |
102.29 |
100.31 |
101.22 |
PP |
100.15 |
100.15 |
100.15 |
99.61 |
S1 |
97.74 |
97.74 |
99.47 |
96.67 |
S2 |
95.60 |
95.60 |
99.06 |
|
S3 |
91.05 |
93.19 |
98.64 |
|
S4 |
86.50 |
88.64 |
97.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.55 |
98.00 |
4.55 |
4.6% |
2.21 |
2.2% |
42% |
False |
True |
26,343 |
10 |
102.55 |
97.47 |
5.08 |
5.1% |
2.27 |
2.3% |
48% |
False |
False |
22,317 |
20 |
103.08 |
95.50 |
7.58 |
7.6% |
2.36 |
2.4% |
58% |
False |
False |
20,064 |
40 |
103.08 |
84.82 |
18.26 |
18.3% |
2.43 |
2.4% |
83% |
False |
False |
17,439 |
60 |
103.08 |
76.15 |
26.93 |
27.0% |
2.60 |
2.6% |
88% |
False |
False |
14,411 |
80 |
103.08 |
76.15 |
26.93 |
27.0% |
2.58 |
2.6% |
88% |
False |
False |
12,629 |
100 |
103.08 |
76.15 |
26.93 |
27.0% |
2.55 |
2.6% |
88% |
False |
False |
11,060 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.50 |
2.618 |
105.92 |
1.618 |
103.73 |
1.000 |
102.38 |
0.618 |
101.54 |
HIGH |
100.19 |
0.618 |
99.35 |
0.500 |
99.10 |
0.382 |
98.84 |
LOW |
98.00 |
0.618 |
96.65 |
1.000 |
95.81 |
1.618 |
94.46 |
2.618 |
92.27 |
4.250 |
88.69 |
|
|
Fisher Pivots for day following 09-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
99.63 |
100.15 |
PP |
99.36 |
100.06 |
S1 |
99.10 |
99.98 |
|