NYMEX Light Sweet Crude Oil Future August 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 |
100.42 |
100.90 |
0.48 |
0.5% |
98.84 |
| High |
100.42 |
101.48 |
1.06 |
1.1% |
100.42 |
| Low |
99.20 |
99.91 |
0.71 |
0.7% |
96.63 |
| Close |
100.30 |
100.50 |
0.20 |
0.2% |
100.30 |
| Range |
1.22 |
1.57 |
0.35 |
28.7% |
3.79 |
| ATR |
1.70 |
1.69 |
-0.01 |
-0.5% |
0.00 |
| Volume |
4,461 |
4,449 |
-12 |
-0.3% |
23,137 |
|
| Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.34 |
104.49 |
101.36 |
|
| R3 |
103.77 |
102.92 |
100.93 |
|
| R2 |
102.20 |
102.20 |
100.79 |
|
| R1 |
101.35 |
101.35 |
100.64 |
100.99 |
| PP |
100.63 |
100.63 |
100.63 |
100.45 |
| S1 |
99.78 |
99.78 |
100.36 |
99.42 |
| S2 |
99.06 |
99.06 |
100.21 |
|
| S3 |
97.49 |
98.21 |
100.07 |
|
| S4 |
95.92 |
96.64 |
99.64 |
|
|
| 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 |
108.15 |
|
2.618 |
105.59 |
|
1.618 |
104.02 |
|
1.000 |
103.05 |
|
0.618 |
102.45 |
|
HIGH |
101.48 |
|
0.618 |
100.88 |
|
0.500 |
100.70 |
|
0.382 |
100.51 |
|
LOW |
99.91 |
|
0.618 |
98.94 |
|
1.000 |
98.34 |
|
1.618 |
97.37 |
|
2.618 |
95.80 |
|
4.250 |
93.24 |
|
|
| Fisher Pivots for day following 05-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.70 |
100.31 |
| PP |
100.63 |
100.11 |
| S1 |
100.57 |
99.92 |
|