NYMEX Light Sweet Crude Oil Future June 2012
Trading Metrics calculated at close of trading on 01-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
99.02 |
100.33 |
1.31 |
1.3% |
97.00 |
High |
101.34 |
100.84 |
-0.50 |
-0.5% |
98.86 |
Low |
98.71 |
98.79 |
0.08 |
0.1% |
95.43 |
Close |
100.21 |
100.23 |
0.02 |
0.0% |
96.80 |
Range |
2.63 |
2.05 |
-0.58 |
-22.1% |
3.43 |
ATR |
2.66 |
2.62 |
-0.04 |
-1.6% |
0.00 |
Volume |
38,888 |
42,796 |
3,908 |
10.0% |
135,485 |
|
Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.10 |
105.22 |
101.36 |
|
R3 |
104.05 |
103.17 |
100.79 |
|
R2 |
102.00 |
102.00 |
100.61 |
|
R1 |
101.12 |
101.12 |
100.42 |
100.54 |
PP |
99.95 |
99.95 |
99.95 |
99.66 |
S1 |
99.07 |
99.07 |
100.04 |
98.49 |
S2 |
97.90 |
97.90 |
99.85 |
|
S3 |
95.85 |
97.02 |
99.67 |
|
S4 |
93.80 |
94.97 |
99.10 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.32 |
105.49 |
98.69 |
|
R3 |
103.89 |
102.06 |
97.74 |
|
R2 |
100.46 |
100.46 |
97.43 |
|
R1 |
98.63 |
98.63 |
97.11 |
97.83 |
PP |
97.03 |
97.03 |
97.03 |
96.63 |
S1 |
95.20 |
95.20 |
96.49 |
94.40 |
S2 |
93.60 |
93.60 |
96.17 |
|
S3 |
90.17 |
91.77 |
95.86 |
|
S4 |
86.74 |
88.34 |
94.91 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.55 |
2.618 |
106.21 |
1.618 |
104.16 |
1.000 |
102.89 |
0.618 |
102.11 |
HIGH |
100.84 |
0.618 |
100.06 |
0.500 |
99.82 |
0.382 |
99.57 |
LOW |
98.79 |
0.618 |
97.52 |
1.000 |
96.74 |
1.618 |
95.47 |
2.618 |
93.42 |
4.250 |
90.08 |
|
|
Fisher Pivots for day following 01-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
100.09 |
99.96 |
PP |
99.95 |
99.68 |
S1 |
99.82 |
99.41 |
|