NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 06-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
101.18 |
100.53 |
-0.65 |
-0.6% |
97.29 |
| High |
102.30 |
101.54 |
-0.76 |
-0.7% |
101.35 |
| Low |
100.30 |
100.39 |
0.09 |
0.1% |
97.17 |
| Close |
101.08 |
101.47 |
0.39 |
0.4% |
100.92 |
| Range |
2.00 |
1.15 |
-0.85 |
-42.5% |
4.18 |
| ATR |
2.50 |
2.40 |
-0.10 |
-3.9% |
0.00 |
| Volume |
31,825 |
24,883 |
-6,942 |
-21.8% |
169,827 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.58 |
104.18 |
102.10 |
|
| R3 |
103.43 |
103.03 |
101.79 |
|
| R2 |
102.28 |
102.28 |
101.68 |
|
| R1 |
101.88 |
101.88 |
101.58 |
102.08 |
| PP |
101.13 |
101.13 |
101.13 |
101.24 |
| S1 |
100.73 |
100.73 |
101.36 |
100.93 |
| S2 |
99.98 |
99.98 |
101.26 |
|
| S3 |
98.83 |
99.58 |
101.15 |
|
| S4 |
97.68 |
98.43 |
100.84 |
|
|
| 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 |
98.71 |
3.59 |
3.5% |
1.86 |
1.8% |
77% |
False |
False |
35,745 |
| 10 |
102.30 |
95.50 |
6.80 |
6.7% |
2.05 |
2.0% |
88% |
False |
False |
31,682 |
| 20 |
102.55 |
94.04 |
8.51 |
8.4% |
2.33 |
2.3% |
87% |
False |
False |
34,432 |
| 40 |
102.55 |
84.37 |
18.18 |
17.9% |
2.46 |
2.4% |
94% |
False |
False |
31,766 |
| 60 |
102.55 |
76.65 |
25.90 |
25.5% |
2.61 |
2.6% |
96% |
False |
False |
27,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.43 |
|
2.618 |
104.55 |
|
1.618 |
103.40 |
|
1.000 |
102.69 |
|
0.618 |
102.25 |
|
HIGH |
101.54 |
|
0.618 |
101.10 |
|
0.500 |
100.97 |
|
0.382 |
100.83 |
|
LOW |
100.39 |
|
0.618 |
99.68 |
|
1.000 |
99.24 |
|
1.618 |
98.53 |
|
2.618 |
97.38 |
|
4.250 |
95.50 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.30 |
101.34 |
| PP |
101.13 |
101.22 |
| S1 |
100.97 |
101.09 |
|