NYMEX Light Sweet Crude Oil Future August 2012
Trading Metrics calculated at close of trading on 09-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
100.90 |
98.13 |
-2.77 |
-2.7% |
100.90 |
High |
100.90 |
99.60 |
-1.30 |
-1.3% |
101.48 |
Low |
98.67 |
98.13 |
-0.54 |
-0.5% |
98.13 |
Close |
98.67 |
99.30 |
0.63 |
0.6% |
99.30 |
Range |
2.23 |
1.47 |
-0.76 |
-34.1% |
3.35 |
ATR |
1.65 |
1.63 |
-0.01 |
-0.8% |
0.00 |
Volume |
4,268 |
2,581 |
-1,687 |
-39.5% |
18,504 |
|
Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.42 |
102.83 |
100.11 |
|
R3 |
101.95 |
101.36 |
99.70 |
|
R2 |
100.48 |
100.48 |
99.57 |
|
R1 |
99.89 |
99.89 |
99.43 |
100.19 |
PP |
99.01 |
99.01 |
99.01 |
99.16 |
S1 |
98.42 |
98.42 |
99.17 |
98.72 |
S2 |
97.54 |
97.54 |
99.03 |
|
S3 |
96.07 |
96.95 |
98.90 |
|
S4 |
94.60 |
95.48 |
98.49 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.69 |
107.84 |
101.14 |
|
R3 |
106.34 |
104.49 |
100.22 |
|
R2 |
102.99 |
102.99 |
99.91 |
|
R1 |
101.14 |
101.14 |
99.61 |
100.39 |
PP |
99.64 |
99.64 |
99.64 |
99.26 |
S1 |
97.79 |
97.79 |
98.99 |
97.04 |
S2 |
96.29 |
96.29 |
98.69 |
|
S3 |
92.94 |
94.44 |
98.38 |
|
S4 |
89.59 |
91.09 |
97.46 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.85 |
2.618 |
103.45 |
1.618 |
101.98 |
1.000 |
101.07 |
0.618 |
100.51 |
HIGH |
99.60 |
0.618 |
99.04 |
0.500 |
98.87 |
0.382 |
98.69 |
LOW |
98.13 |
0.618 |
97.22 |
1.000 |
96.66 |
1.618 |
95.75 |
2.618 |
94.28 |
4.250 |
91.88 |
|
|
Fisher Pivots for day following 09-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
99.16 |
99.52 |
PP |
99.01 |
99.44 |
S1 |
98.87 |
99.37 |
|