NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 07-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
100.53 |
101.47 |
0.94 |
0.9% |
97.29 |
| High |
101.54 |
102.01 |
0.47 |
0.5% |
101.35 |
| Low |
100.39 |
99.91 |
-0.48 |
-0.5% |
97.17 |
| Close |
101.47 |
100.92 |
-0.55 |
-0.5% |
100.92 |
| Range |
1.15 |
2.10 |
0.95 |
82.6% |
4.18 |
| ATR |
2.40 |
2.38 |
-0.02 |
-0.9% |
0.00 |
| Volume |
24,883 |
24,176 |
-707 |
-2.8% |
169,827 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.25 |
106.18 |
102.08 |
|
| R3 |
105.15 |
104.08 |
101.50 |
|
| R2 |
103.05 |
103.05 |
101.31 |
|
| R1 |
101.98 |
101.98 |
101.11 |
101.47 |
| PP |
100.95 |
100.95 |
100.95 |
100.69 |
| S1 |
99.88 |
99.88 |
100.73 |
99.37 |
| S2 |
98.85 |
98.85 |
100.54 |
|
| S3 |
96.75 |
97.78 |
100.34 |
|
| S4 |
94.65 |
95.68 |
99.77 |
|
|
| 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 |
98.79 |
3.51 |
3.5% |
1.75 |
1.7% |
61% |
False |
False |
32,803 |
| 10 |
102.30 |
95.50 |
6.80 |
6.7% |
2.06 |
2.0% |
80% |
False |
False |
31,485 |
| 20 |
102.55 |
94.04 |
8.51 |
8.4% |
2.37 |
2.3% |
81% |
False |
False |
34,397 |
| 40 |
102.55 |
84.37 |
18.18 |
18.0% |
2.45 |
2.4% |
91% |
False |
False |
31,935 |
| 60 |
102.55 |
76.65 |
25.90 |
25.7% |
2.61 |
2.6% |
94% |
False |
False |
28,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.94 |
|
2.618 |
107.51 |
|
1.618 |
105.41 |
|
1.000 |
104.11 |
|
0.618 |
103.31 |
|
HIGH |
102.01 |
|
0.618 |
101.21 |
|
0.500 |
100.96 |
|
0.382 |
100.71 |
|
LOW |
99.91 |
|
0.618 |
98.61 |
|
1.000 |
97.81 |
|
1.618 |
96.51 |
|
2.618 |
94.41 |
|
4.250 |
90.99 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.96 |
101.11 |
| PP |
100.95 |
101.04 |
| S1 |
100.93 |
100.98 |
|