NYMEX Light Sweet Crude Oil Future June 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 |
101.47 |
100.86 |
-0.61 |
-0.6% |
97.29 |
| High |
102.01 |
101.99 |
-0.02 |
0.0% |
101.35 |
| Low |
99.91 |
98.43 |
-1.48 |
-1.5% |
97.17 |
| Close |
100.92 |
99.01 |
-1.91 |
-1.9% |
100.92 |
| Range |
2.10 |
3.56 |
1.46 |
69.5% |
4.18 |
| ATR |
2.38 |
2.47 |
0.08 |
3.5% |
0.00 |
| Volume |
24,176 |
36,853 |
12,677 |
52.4% |
169,827 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.49 |
108.31 |
100.97 |
|
| R3 |
106.93 |
104.75 |
99.99 |
|
| R2 |
103.37 |
103.37 |
99.66 |
|
| R1 |
101.19 |
101.19 |
99.34 |
100.50 |
| PP |
99.81 |
99.81 |
99.81 |
99.47 |
| S1 |
97.63 |
97.63 |
98.68 |
96.94 |
| S2 |
96.25 |
96.25 |
98.36 |
|
| S3 |
92.69 |
94.07 |
98.03 |
|
| S4 |
89.13 |
90.51 |
97.05 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.35 |
110.82 |
103.22 |
|
| R3 |
108.17 |
106.64 |
102.07 |
|
| R2 |
103.99 |
103.99 |
101.69 |
|
| R1 |
102.46 |
102.46 |
101.30 |
103.23 |
| PP |
99.81 |
99.81 |
99.81 |
100.20 |
| S1 |
98.28 |
98.28 |
100.54 |
99.05 |
| S2 |
95.63 |
95.63 |
100.15 |
|
| S3 |
91.45 |
94.10 |
99.77 |
|
| S4 |
87.27 |
89.92 |
98.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.30 |
98.43 |
3.87 |
3.9% |
2.06 |
2.1% |
15% |
False |
True |
31,614 |
| 10 |
102.30 |
95.50 |
6.80 |
6.9% |
2.23 |
2.3% |
52% |
False |
False |
31,613 |
| 20 |
102.55 |
94.60 |
7.95 |
8.0% |
2.41 |
2.4% |
55% |
False |
False |
34,673 |
| 40 |
102.55 |
84.37 |
18.18 |
18.4% |
2.49 |
2.5% |
81% |
False |
False |
31,955 |
| 60 |
102.55 |
76.65 |
25.90 |
26.2% |
2.64 |
2.7% |
86% |
False |
False |
28,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.12 |
|
2.618 |
111.31 |
|
1.618 |
107.75 |
|
1.000 |
105.55 |
|
0.618 |
104.19 |
|
HIGH |
101.99 |
|
0.618 |
100.63 |
|
0.500 |
100.21 |
|
0.382 |
99.79 |
|
LOW |
98.43 |
|
0.618 |
96.23 |
|
1.000 |
94.87 |
|
1.618 |
92.67 |
|
2.618 |
89.11 |
|
4.250 |
83.30 |
|
|
| Fisher Pivots for day following 08-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.21 |
100.22 |
| PP |
99.81 |
99.82 |
| S1 |
99.41 |
99.41 |
|