NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 08-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
100.80 |
100.90 |
0.10 |
0.1% |
98.84 |
| High |
100.80 |
100.90 |
0.10 |
0.1% |
100.42 |
| Low |
99.80 |
98.67 |
-1.13 |
-1.1% |
96.63 |
| Close |
100.43 |
98.67 |
-1.76 |
-1.8% |
100.30 |
| Range |
1.00 |
2.23 |
1.23 |
123.0% |
3.79 |
| ATR |
1.60 |
1.65 |
0.04 |
2.8% |
0.00 |
| Volume |
2,765 |
4,268 |
1,503 |
54.4% |
23,137 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.10 |
104.62 |
99.90 |
|
| R3 |
103.87 |
102.39 |
99.28 |
|
| R2 |
101.64 |
101.64 |
99.08 |
|
| R1 |
100.16 |
100.16 |
98.87 |
99.79 |
| PP |
99.41 |
99.41 |
99.41 |
99.23 |
| S1 |
97.93 |
97.93 |
98.47 |
97.56 |
| S2 |
97.18 |
97.18 |
98.26 |
|
| S3 |
94.95 |
95.70 |
98.06 |
|
| S4 |
92.72 |
93.47 |
97.44 |
|
|
| 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 |
110.38 |
|
2.618 |
106.74 |
|
1.618 |
104.51 |
|
1.000 |
103.13 |
|
0.618 |
102.28 |
|
HIGH |
100.90 |
|
0.618 |
100.05 |
|
0.500 |
99.79 |
|
0.382 |
99.52 |
|
LOW |
98.67 |
|
0.618 |
97.29 |
|
1.000 |
96.44 |
|
1.618 |
95.06 |
|
2.618 |
92.83 |
|
4.250 |
89.19 |
|
|
| Fisher Pivots for day following 08-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.79 |
99.79 |
| PP |
99.41 |
99.41 |
| S1 |
99.04 |
99.04 |
|