NYMEX Light Sweet Crude Oil Future March 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 |
100.70 |
101.60 |
0.90 |
0.9% |
97.72 |
| High |
101.72 |
102.28 |
0.56 |
0.6% |
101.86 |
| Low |
100.53 |
100.02 |
-0.51 |
-0.5% |
97.37 |
| Close |
101.62 |
100.86 |
-0.76 |
-0.7% |
101.22 |
| Range |
1.19 |
2.26 |
1.07 |
89.9% |
4.49 |
| ATR |
2.57 |
2.55 |
-0.02 |
-0.9% |
0.00 |
| Volume |
33,854 |
36,848 |
2,994 |
8.8% |
202,336 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.83 |
106.61 |
102.10 |
|
| R3 |
105.57 |
104.35 |
101.48 |
|
| R2 |
103.31 |
103.31 |
101.27 |
|
| R1 |
102.09 |
102.09 |
101.07 |
101.57 |
| PP |
101.05 |
101.05 |
101.05 |
100.80 |
| S1 |
99.83 |
99.83 |
100.65 |
99.31 |
| S2 |
98.79 |
98.79 |
100.45 |
|
| S3 |
96.53 |
97.57 |
100.24 |
|
| S4 |
94.27 |
95.31 |
99.62 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.62 |
111.91 |
103.69 |
|
| R3 |
109.13 |
107.42 |
102.45 |
|
| R2 |
104.64 |
104.64 |
102.04 |
|
| R1 |
102.93 |
102.93 |
101.63 |
103.79 |
| PP |
100.15 |
100.15 |
100.15 |
100.58 |
| S1 |
98.44 |
98.44 |
100.81 |
99.30 |
| S2 |
95.66 |
95.66 |
100.40 |
|
| S3 |
91.17 |
93.95 |
99.99 |
|
| S4 |
86.68 |
89.46 |
98.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.68 |
99.03 |
3.65 |
3.6% |
1.91 |
1.9% |
50% |
False |
False |
38,518 |
| 10 |
102.68 |
95.30 |
7.38 |
7.3% |
2.32 |
2.3% |
75% |
False |
False |
40,516 |
| 20 |
103.20 |
94.38 |
8.82 |
8.7% |
2.57 |
2.6% |
73% |
False |
False |
41,888 |
| 40 |
103.20 |
84.05 |
19.15 |
19.0% |
2.62 |
2.6% |
88% |
False |
False |
36,793 |
| 60 |
103.20 |
75.90 |
27.30 |
27.1% |
2.76 |
2.7% |
91% |
False |
False |
29,922 |
| 80 |
103.20 |
75.90 |
27.30 |
27.1% |
2.73 |
2.7% |
91% |
False |
False |
25,274 |
| 100 |
103.20 |
75.90 |
27.30 |
27.1% |
2.76 |
2.7% |
91% |
False |
False |
21,727 |
| 120 |
103.20 |
75.90 |
27.30 |
27.1% |
2.59 |
2.6% |
91% |
False |
False |
19,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.89 |
|
2.618 |
108.20 |
|
1.618 |
105.94 |
|
1.000 |
104.54 |
|
0.618 |
103.68 |
|
HIGH |
102.28 |
|
0.618 |
101.42 |
|
0.500 |
101.15 |
|
0.382 |
100.88 |
|
LOW |
100.02 |
|
0.618 |
98.62 |
|
1.000 |
97.76 |
|
1.618 |
96.36 |
|
2.618 |
94.10 |
|
4.250 |
90.42 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.15 |
101.35 |
| PP |
101.05 |
101.19 |
| S1 |
100.96 |
101.02 |
|