NYMEX Light Sweet Crude Oil Future July 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 |
100.48 |
101.01 |
0.53 |
0.5% |
97.89 |
High |
101.23 |
101.04 |
-0.19 |
-0.2% |
101.00 |
Low |
100.16 |
100.04 |
-0.12 |
-0.1% |
97.16 |
Close |
101.19 |
100.69 |
-0.50 |
-0.5% |
100.63 |
Range |
1.07 |
1.00 |
-0.07 |
-6.5% |
3.84 |
ATR |
1.98 |
1.92 |
-0.06 |
-3.0% |
0.00 |
Volume |
5,242 |
3,722 |
-1,520 |
-29.0% |
36,636 |
|
Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.59 |
103.14 |
101.24 |
|
R3 |
102.59 |
102.14 |
100.97 |
|
R2 |
101.59 |
101.59 |
100.87 |
|
R1 |
101.14 |
101.14 |
100.78 |
100.87 |
PP |
100.59 |
100.59 |
100.59 |
100.45 |
S1 |
100.14 |
100.14 |
100.60 |
99.87 |
S2 |
99.59 |
99.59 |
100.51 |
|
S3 |
98.59 |
99.14 |
100.42 |
|
S4 |
97.59 |
98.14 |
100.14 |
|
|
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 |
105.29 |
2.618 |
103.66 |
1.618 |
102.66 |
1.000 |
102.04 |
0.618 |
101.66 |
HIGH |
101.04 |
0.618 |
100.66 |
0.500 |
100.54 |
0.382 |
100.42 |
LOW |
100.04 |
0.618 |
99.42 |
1.000 |
99.04 |
1.618 |
98.42 |
2.618 |
97.42 |
4.250 |
95.79 |
|
|
Fisher Pivots for day following 07-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
100.64 |
100.88 |
PP |
100.59 |
100.81 |
S1 |
100.54 |
100.75 |
|