NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 12-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
98.50 |
99.30 |
0.80 |
0.8% |
101.00 |
High |
99.85 |
99.30 |
-0.55 |
-0.6% |
101.71 |
Low |
98.22 |
98.11 |
-0.11 |
-0.1% |
98.22 |
Close |
99.57 |
98.26 |
-1.31 |
-1.3% |
99.57 |
Range |
1.63 |
1.19 |
-0.44 |
-27.0% |
3.49 |
ATR |
1.95 |
1.92 |
-0.04 |
-1.8% |
0.00 |
Volume |
5,257 |
5,073 |
-184 |
-3.5% |
26,591 |
|
Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.13 |
101.38 |
98.91 |
|
R3 |
100.94 |
100.19 |
98.59 |
|
R2 |
99.75 |
99.75 |
98.48 |
|
R1 |
99.00 |
99.00 |
98.37 |
98.78 |
PP |
98.56 |
98.56 |
98.56 |
98.45 |
S1 |
97.81 |
97.81 |
98.15 |
97.59 |
S2 |
97.37 |
97.37 |
98.04 |
|
S3 |
96.18 |
96.62 |
97.93 |
|
S4 |
94.99 |
95.43 |
97.61 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.30 |
108.43 |
101.49 |
|
R3 |
106.81 |
104.94 |
100.53 |
|
R2 |
103.32 |
103.32 |
100.21 |
|
R1 |
101.45 |
101.45 |
99.89 |
100.64 |
PP |
99.83 |
99.83 |
99.83 |
99.43 |
S1 |
97.96 |
97.96 |
99.25 |
97.15 |
S2 |
96.34 |
96.34 |
98.93 |
|
S3 |
92.85 |
94.47 |
98.61 |
|
S4 |
89.36 |
90.98 |
97.65 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.36 |
2.618 |
102.42 |
1.618 |
101.23 |
1.000 |
100.49 |
0.618 |
100.04 |
HIGH |
99.30 |
0.618 |
98.85 |
0.500 |
98.71 |
0.382 |
98.56 |
LOW |
98.11 |
0.618 |
97.37 |
1.000 |
96.92 |
1.618 |
96.18 |
2.618 |
94.99 |
4.250 |
93.05 |
|
|
Fisher Pivots for day following 12-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
98.71 |
99.55 |
PP |
98.56 |
99.12 |
S1 |
98.41 |
98.69 |
|