NYMEX Light Sweet Crude Oil Future July 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 |
99.67 |
99.62 |
-0.05 |
-0.1% |
96.86 |
High |
100.83 |
100.08 |
-0.75 |
-0.7% |
98.50 |
Low |
99.66 |
98.63 |
-1.03 |
-1.0% |
95.38 |
Close |
99.87 |
99.97 |
0.10 |
0.1% |
96.59 |
Range |
1.17 |
1.45 |
0.28 |
23.9% |
3.12 |
ATR |
2.24 |
2.18 |
-0.06 |
-2.5% |
0.00 |
Volume |
6,844 |
10,172 |
3,328 |
48.6% |
34,098 |
|
Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.91 |
103.39 |
100.77 |
|
R3 |
102.46 |
101.94 |
100.37 |
|
R2 |
101.01 |
101.01 |
100.24 |
|
R1 |
100.49 |
100.49 |
100.10 |
100.75 |
PP |
99.56 |
99.56 |
99.56 |
99.69 |
S1 |
99.04 |
99.04 |
99.84 |
99.30 |
S2 |
98.11 |
98.11 |
99.70 |
|
S3 |
96.66 |
97.59 |
99.57 |
|
S4 |
95.21 |
96.14 |
99.17 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.18 |
104.51 |
98.31 |
|
R3 |
103.06 |
101.39 |
97.45 |
|
R2 |
99.94 |
99.94 |
97.16 |
|
R1 |
98.27 |
98.27 |
96.88 |
97.55 |
PP |
96.82 |
96.82 |
96.82 |
96.46 |
S1 |
95.15 |
95.15 |
96.30 |
94.43 |
S2 |
93.70 |
93.70 |
96.02 |
|
S3 |
90.58 |
92.03 |
95.73 |
|
S4 |
87.46 |
88.91 |
94.87 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.24 |
2.618 |
103.88 |
1.618 |
102.43 |
1.000 |
101.53 |
0.618 |
100.98 |
HIGH |
100.08 |
0.618 |
99.53 |
0.500 |
99.36 |
0.382 |
99.18 |
LOW |
98.63 |
0.618 |
97.73 |
1.000 |
97.18 |
1.618 |
96.28 |
2.618 |
94.83 |
4.250 |
92.47 |
|
|
Fisher Pivots for day following 01-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
99.77 |
99.69 |
PP |
99.56 |
99.41 |
S1 |
99.36 |
99.14 |
|