NYMEX Light Sweet Crude Oil Future August 2012
Trading Metrics calculated at close of trading on 02-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
99.78 |
100.42 |
0.64 |
0.6% |
98.84 |
High |
99.95 |
100.42 |
0.47 |
0.5% |
100.42 |
Low |
98.35 |
99.20 |
0.85 |
0.9% |
96.63 |
Close |
99.68 |
100.30 |
0.62 |
0.6% |
100.30 |
Range |
1.60 |
1.22 |
-0.38 |
-23.8% |
3.79 |
ATR |
1.74 |
1.70 |
-0.04 |
-2.1% |
0.00 |
Volume |
6,601 |
4,461 |
-2,140 |
-32.4% |
23,137 |
|
Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.63 |
103.19 |
100.97 |
|
R3 |
102.41 |
101.97 |
100.64 |
|
R2 |
101.19 |
101.19 |
100.52 |
|
R1 |
100.75 |
100.75 |
100.41 |
100.36 |
PP |
99.97 |
99.97 |
99.97 |
99.78 |
S1 |
99.53 |
99.53 |
100.19 |
99.14 |
S2 |
98.75 |
98.75 |
100.08 |
|
S3 |
97.53 |
98.31 |
99.96 |
|
S4 |
96.31 |
97.09 |
99.63 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.49 |
109.18 |
102.38 |
|
R3 |
106.70 |
105.39 |
101.34 |
|
R2 |
102.91 |
102.91 |
100.99 |
|
R1 |
101.60 |
101.60 |
100.65 |
102.26 |
PP |
99.12 |
99.12 |
99.12 |
99.44 |
S1 |
97.81 |
97.81 |
99.95 |
98.47 |
S2 |
95.33 |
95.33 |
99.61 |
|
S3 |
91.54 |
94.02 |
99.26 |
|
S4 |
87.75 |
90.23 |
98.22 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.61 |
2.618 |
103.61 |
1.618 |
102.39 |
1.000 |
101.64 |
0.618 |
101.17 |
HIGH |
100.42 |
0.618 |
99.95 |
0.500 |
99.81 |
0.382 |
99.67 |
LOW |
99.20 |
0.618 |
98.45 |
1.000 |
97.98 |
1.618 |
97.23 |
2.618 |
96.01 |
4.250 |
94.02 |
|
|
Fisher Pivots for day following 02-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
100.14 |
100.00 |
PP |
99.97 |
99.69 |
S1 |
99.81 |
99.39 |
|