NYMEX Light Sweet Crude Oil Future May 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 |
100.63 |
100.20 |
-0.43 |
-0.4% |
98.83 |
High |
100.88 |
101.59 |
0.71 |
0.7% |
101.59 |
Low |
98.98 |
99.97 |
0.99 |
1.0% |
97.38 |
Close |
100.42 |
101.15 |
0.73 |
0.7% |
101.15 |
Range |
1.90 |
1.62 |
-0.28 |
-14.7% |
4.21 |
ATR |
2.45 |
2.39 |
-0.06 |
-2.4% |
0.00 |
Volume |
18,406 |
13,364 |
-5,042 |
-27.4% |
67,162 |
|
Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.76 |
105.08 |
102.04 |
|
R3 |
104.14 |
103.46 |
101.60 |
|
R2 |
102.52 |
102.52 |
101.45 |
|
R1 |
101.84 |
101.84 |
101.30 |
102.18 |
PP |
100.90 |
100.90 |
100.90 |
101.08 |
S1 |
100.22 |
100.22 |
101.00 |
100.56 |
S2 |
99.28 |
99.28 |
100.85 |
|
S3 |
97.66 |
98.60 |
100.70 |
|
S4 |
96.04 |
96.98 |
100.26 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.67 |
111.12 |
103.47 |
|
R3 |
108.46 |
106.91 |
102.31 |
|
R2 |
104.25 |
104.25 |
101.92 |
|
R1 |
102.70 |
102.70 |
101.54 |
103.48 |
PP |
100.04 |
100.04 |
100.04 |
100.43 |
S1 |
98.49 |
98.49 |
100.76 |
99.27 |
S2 |
95.83 |
95.83 |
100.38 |
|
S3 |
91.62 |
94.28 |
99.99 |
|
S4 |
87.41 |
90.07 |
98.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.59 |
97.38 |
4.21 |
4.2% |
2.24 |
2.2% |
90% |
True |
False |
13,432 |
10 |
101.59 |
95.45 |
6.14 |
6.1% |
2.11 |
2.1% |
93% |
True |
False |
13,680 |
20 |
102.80 |
92.73 |
10.07 |
10.0% |
2.21 |
2.2% |
84% |
False |
False |
13,556 |
40 |
102.80 |
82.09 |
20.71 |
20.5% |
2.29 |
2.3% |
92% |
False |
False |
12,667 |
60 |
102.80 |
76.44 |
26.36 |
26.1% |
2.43 |
2.4% |
94% |
False |
False |
10,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.48 |
2.618 |
105.83 |
1.618 |
104.21 |
1.000 |
103.21 |
0.618 |
102.59 |
HIGH |
101.59 |
0.618 |
100.97 |
0.500 |
100.78 |
0.382 |
100.59 |
LOW |
99.97 |
0.618 |
98.97 |
1.000 |
98.35 |
1.618 |
97.35 |
2.618 |
95.73 |
4.250 |
93.09 |
|
|
Fisher Pivots for day following 02-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
101.03 |
100.86 |
PP |
100.90 |
100.57 |
S1 |
100.78 |
100.29 |
|