NYMEX Light Sweet Crude Oil Future June 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 |
100.02 |
101.18 |
1.16 |
1.2% |
97.29 |
High |
101.35 |
102.30 |
0.95 |
0.9% |
101.35 |
Low |
99.88 |
100.30 |
0.42 |
0.4% |
97.17 |
Close |
100.92 |
101.08 |
0.16 |
0.2% |
100.92 |
Range |
1.47 |
2.00 |
0.53 |
36.1% |
4.18 |
ATR |
2.54 |
2.50 |
-0.04 |
-1.5% |
0.00 |
Volume |
40,335 |
31,825 |
-8,510 |
-21.1% |
169,827 |
|
Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.23 |
106.15 |
102.18 |
|
R3 |
105.23 |
104.15 |
101.63 |
|
R2 |
103.23 |
103.23 |
101.45 |
|
R1 |
102.15 |
102.15 |
101.26 |
101.69 |
PP |
101.23 |
101.23 |
101.23 |
101.00 |
S1 |
100.15 |
100.15 |
100.90 |
99.69 |
S2 |
99.23 |
99.23 |
100.71 |
|
S3 |
97.23 |
98.15 |
100.53 |
|
S4 |
95.23 |
96.15 |
99.98 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.35 |
110.82 |
103.22 |
|
R3 |
108.17 |
106.64 |
102.07 |
|
R2 |
103.99 |
103.99 |
101.69 |
|
R1 |
102.46 |
102.46 |
101.30 |
103.23 |
PP |
99.81 |
99.81 |
99.81 |
100.20 |
S1 |
98.28 |
98.28 |
100.54 |
99.05 |
S2 |
95.63 |
95.63 |
100.15 |
|
S3 |
91.45 |
94.10 |
99.77 |
|
S4 |
87.27 |
89.92 |
98.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.30 |
97.47 |
4.83 |
4.8% |
2.08 |
2.1% |
75% |
True |
False |
37,196 |
10 |
102.30 |
95.43 |
6.87 |
6.8% |
2.17 |
2.1% |
82% |
True |
False |
33,713 |
20 |
102.55 |
93.19 |
9.36 |
9.3% |
2.40 |
2.4% |
84% |
False |
False |
34,150 |
40 |
102.55 |
84.11 |
18.44 |
18.2% |
2.49 |
2.5% |
92% |
False |
False |
31,676 |
60 |
102.55 |
76.65 |
25.90 |
25.6% |
2.65 |
2.6% |
94% |
False |
False |
27,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.80 |
2.618 |
107.54 |
1.618 |
105.54 |
1.000 |
104.30 |
0.618 |
103.54 |
HIGH |
102.30 |
0.618 |
101.54 |
0.500 |
101.30 |
0.382 |
101.06 |
LOW |
100.30 |
0.618 |
99.06 |
1.000 |
98.30 |
1.618 |
97.06 |
2.618 |
95.06 |
4.250 |
91.80 |
|
|
Fisher Pivots for day following 05-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
101.30 |
100.90 |
PP |
101.23 |
100.72 |
S1 |
101.15 |
100.55 |
|