NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 05-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
100.20 |
101.46 |
1.26 |
1.3% |
98.83 |
| High |
101.59 |
102.45 |
0.86 |
0.8% |
101.59 |
| Low |
99.97 |
100.72 |
0.75 |
0.8% |
97.38 |
| Close |
101.15 |
101.28 |
0.13 |
0.1% |
101.15 |
| Range |
1.62 |
1.73 |
0.11 |
6.8% |
4.21 |
| ATR |
2.39 |
2.35 |
-0.05 |
-2.0% |
0.00 |
| Volume |
13,364 |
11,672 |
-1,692 |
-12.7% |
67,162 |
|
| Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.67 |
105.71 |
102.23 |
|
| R3 |
104.94 |
103.98 |
101.76 |
|
| R2 |
103.21 |
103.21 |
101.60 |
|
| R1 |
102.25 |
102.25 |
101.44 |
101.87 |
| PP |
101.48 |
101.48 |
101.48 |
101.29 |
| S1 |
100.52 |
100.52 |
101.12 |
100.14 |
| S2 |
99.75 |
99.75 |
100.96 |
|
| S3 |
98.02 |
98.79 |
100.80 |
|
| S4 |
96.29 |
97.06 |
100.33 |
|
|
| 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 |
102.45 |
97.78 |
4.67 |
4.6% |
1.95 |
1.9% |
75% |
True |
False |
14,216 |
| 10 |
102.45 |
95.45 |
7.00 |
6.9% |
2.01 |
2.0% |
83% |
True |
False |
13,080 |
| 20 |
102.80 |
93.95 |
8.85 |
8.7% |
2.22 |
2.2% |
83% |
False |
False |
13,471 |
| 40 |
102.80 |
84.03 |
18.77 |
18.5% |
2.27 |
2.2% |
92% |
False |
False |
12,690 |
| 60 |
102.80 |
76.44 |
26.36 |
26.0% |
2.42 |
2.4% |
94% |
False |
False |
10,783 |
| 80 |
102.80 |
76.44 |
26.36 |
26.0% |
2.31 |
2.3% |
94% |
False |
False |
9,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.80 |
|
2.618 |
106.98 |
|
1.618 |
105.25 |
|
1.000 |
104.18 |
|
0.618 |
103.52 |
|
HIGH |
102.45 |
|
0.618 |
101.79 |
|
0.500 |
101.59 |
|
0.382 |
101.38 |
|
LOW |
100.72 |
|
0.618 |
99.65 |
|
1.000 |
98.99 |
|
1.618 |
97.92 |
|
2.618 |
96.19 |
|
4.250 |
93.37 |
|
|
| Fisher Pivots for day following 05-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.59 |
101.09 |
| PP |
101.48 |
100.90 |
| S1 |
101.38 |
100.72 |
|