NYMEX Light Sweet Crude Oil Future June 2012
Trading Metrics calculated at close of trading on 09-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
100.86 |
99.09 |
-1.77 |
-1.8% |
101.18 |
High |
101.99 |
100.08 |
-1.91 |
-1.9% |
102.30 |
Low |
98.43 |
98.07 |
-0.36 |
-0.4% |
98.07 |
Close |
99.01 |
99.80 |
0.79 |
0.8% |
99.80 |
Range |
3.56 |
2.01 |
-1.55 |
-43.5% |
4.23 |
ATR |
2.47 |
2.43 |
-0.03 |
-1.3% |
0.00 |
Volume |
36,853 |
32,380 |
-4,473 |
-12.1% |
150,117 |
|
Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.35 |
104.58 |
100.91 |
|
R3 |
103.34 |
102.57 |
100.35 |
|
R2 |
101.33 |
101.33 |
100.17 |
|
R1 |
100.56 |
100.56 |
99.98 |
100.95 |
PP |
99.32 |
99.32 |
99.32 |
99.51 |
S1 |
98.55 |
98.55 |
99.62 |
98.94 |
S2 |
97.31 |
97.31 |
99.43 |
|
S3 |
95.30 |
96.54 |
99.25 |
|
S4 |
93.29 |
94.53 |
98.69 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.75 |
110.50 |
102.13 |
|
R3 |
108.52 |
106.27 |
100.96 |
|
R2 |
104.29 |
104.29 |
100.58 |
|
R1 |
102.04 |
102.04 |
100.19 |
101.05 |
PP |
100.06 |
100.06 |
100.06 |
99.56 |
S1 |
97.81 |
97.81 |
99.41 |
96.82 |
S2 |
95.83 |
95.83 |
99.02 |
|
S3 |
91.60 |
93.58 |
98.64 |
|
S4 |
87.37 |
89.35 |
97.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.30 |
98.07 |
4.23 |
4.2% |
2.16 |
2.2% |
41% |
False |
True |
30,023 |
10 |
102.30 |
97.17 |
5.13 |
5.1% |
2.23 |
2.2% |
51% |
False |
False |
31,994 |
20 |
102.55 |
95.43 |
7.12 |
7.1% |
2.38 |
2.4% |
61% |
False |
False |
34,570 |
40 |
102.55 |
85.00 |
17.55 |
17.6% |
2.49 |
2.5% |
84% |
False |
False |
32,207 |
60 |
102.55 |
76.65 |
25.90 |
26.0% |
2.65 |
2.7% |
89% |
False |
False |
28,412 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.62 |
2.618 |
105.34 |
1.618 |
103.33 |
1.000 |
102.09 |
0.618 |
101.32 |
HIGH |
100.08 |
0.618 |
99.31 |
0.500 |
99.08 |
0.382 |
98.84 |
LOW |
98.07 |
0.618 |
96.83 |
1.000 |
96.06 |
1.618 |
94.82 |
2.618 |
92.81 |
4.250 |
89.53 |
|
|
Fisher Pivots for day following 09-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
99.56 |
100.04 |
PP |
99.32 |
99.96 |
S1 |
99.08 |
99.88 |
|