NYMEX Light Sweet Crude Oil Future July 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 |
99.95 |
101.00 |
1.05 |
1.1% |
97.89 |
High |
101.00 |
101.71 |
0.71 |
0.7% |
101.00 |
Low |
99.61 |
100.81 |
1.20 |
1.2% |
97.16 |
Close |
100.63 |
100.81 |
0.18 |
0.2% |
100.63 |
Range |
1.39 |
0.90 |
-0.49 |
-35.3% |
3.84 |
ATR |
2.12 |
2.05 |
-0.07 |
-3.5% |
0.00 |
Volume |
7,419 |
6,285 |
-1,134 |
-15.3% |
36,636 |
|
Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.81 |
103.21 |
101.31 |
|
R3 |
102.91 |
102.31 |
101.06 |
|
R2 |
102.01 |
102.01 |
100.98 |
|
R1 |
101.41 |
101.41 |
100.89 |
101.26 |
PP |
101.11 |
101.11 |
101.11 |
101.04 |
S1 |
100.51 |
100.51 |
100.73 |
100.36 |
S2 |
100.21 |
100.21 |
100.65 |
|
S3 |
99.31 |
99.61 |
100.56 |
|
S4 |
98.41 |
98.71 |
100.32 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.12 |
109.71 |
102.74 |
|
R3 |
107.28 |
105.87 |
101.69 |
|
R2 |
103.44 |
103.44 |
101.33 |
|
R1 |
102.03 |
102.03 |
100.98 |
102.74 |
PP |
99.60 |
99.60 |
99.60 |
99.95 |
S1 |
98.19 |
98.19 |
100.28 |
98.90 |
S2 |
95.76 |
95.76 |
99.93 |
|
S3 |
91.92 |
94.35 |
99.57 |
|
S4 |
88.08 |
90.51 |
98.52 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.54 |
2.618 |
104.07 |
1.618 |
103.17 |
1.000 |
102.61 |
0.618 |
102.27 |
HIGH |
101.71 |
0.618 |
101.37 |
0.500 |
101.26 |
0.382 |
101.15 |
LOW |
100.81 |
0.618 |
100.25 |
1.000 |
99.91 |
1.618 |
99.35 |
2.618 |
98.45 |
4.250 |
96.99 |
|
|
Fisher Pivots for day following 05-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
101.26 |
100.60 |
PP |
101.11 |
100.38 |
S1 |
100.96 |
100.17 |
|