NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 07-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
100.45 |
101.11 |
0.66 |
0.7% |
97.50 |
| High |
101.42 |
101.94 |
0.52 |
0.5% |
101.75 |
| Low |
100.20 |
99.67 |
-0.53 |
-0.5% |
97.13 |
| Close |
101.28 |
100.49 |
-0.79 |
-0.8% |
100.96 |
| Range |
1.22 |
2.27 |
1.05 |
86.1% |
4.62 |
| ATR |
2.73 |
2.70 |
-0.03 |
-1.2% |
0.00 |
| Volume |
201,610 |
297,177 |
95,567 |
47.4% |
1,361,707 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.51 |
106.27 |
101.74 |
|
| R3 |
105.24 |
104.00 |
101.11 |
|
| R2 |
102.97 |
102.97 |
100.91 |
|
| R1 |
101.73 |
101.73 |
100.70 |
101.22 |
| PP |
100.70 |
100.70 |
100.70 |
100.44 |
| S1 |
99.46 |
99.46 |
100.28 |
98.95 |
| S2 |
98.43 |
98.43 |
100.07 |
|
| S3 |
96.16 |
97.19 |
99.87 |
|
| S4 |
93.89 |
94.92 |
99.24 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.81 |
112.00 |
103.50 |
|
| R3 |
109.19 |
107.38 |
102.23 |
|
| R2 |
104.57 |
104.57 |
101.81 |
|
| R1 |
102.76 |
102.76 |
101.38 |
103.67 |
| PP |
99.95 |
99.95 |
99.95 |
100.40 |
| S1 |
98.14 |
98.14 |
100.54 |
99.05 |
| S2 |
95.33 |
95.33 |
100.11 |
|
| S3 |
90.71 |
93.52 |
99.69 |
|
| S4 |
86.09 |
88.90 |
98.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.44 |
98.87 |
3.57 |
3.6% |
1.96 |
1.9% |
45% |
False |
False |
242,090 |
| 10 |
102.44 |
94.99 |
7.45 |
7.4% |
2.42 |
2.4% |
74% |
False |
False |
252,069 |
| 20 |
103.37 |
94.43 |
8.94 |
8.9% |
2.75 |
2.7% |
68% |
False |
False |
232,862 |
| 40 |
103.37 |
83.60 |
19.77 |
19.7% |
2.83 |
2.8% |
85% |
False |
False |
157,876 |
| 60 |
103.37 |
75.35 |
28.02 |
27.9% |
2.98 |
3.0% |
90% |
False |
False |
118,643 |
| 80 |
103.37 |
75.35 |
28.02 |
27.9% |
2.96 |
2.9% |
90% |
False |
False |
94,196 |
| 100 |
103.37 |
75.35 |
28.02 |
27.9% |
2.99 |
3.0% |
90% |
False |
False |
77,673 |
| 120 |
103.37 |
75.35 |
28.02 |
27.9% |
2.86 |
2.8% |
90% |
False |
False |
66,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.59 |
|
2.618 |
107.88 |
|
1.618 |
105.61 |
|
1.000 |
104.21 |
|
0.618 |
103.34 |
|
HIGH |
101.94 |
|
0.618 |
101.07 |
|
0.500 |
100.81 |
|
0.382 |
100.54 |
|
LOW |
99.67 |
|
0.618 |
98.27 |
|
1.000 |
97.40 |
|
1.618 |
96.00 |
|
2.618 |
93.73 |
|
4.250 |
90.02 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.81 |
101.06 |
| PP |
100.70 |
100.87 |
| S1 |
100.60 |
100.68 |
|