NYMEX Light Sweet Crude Oil Future March 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 |
101.60 |
101.14 |
-0.46 |
-0.5% |
97.72 |
| High |
102.28 |
102.02 |
-0.26 |
-0.3% |
101.86 |
| Low |
100.02 |
98.10 |
-1.92 |
-1.9% |
97.37 |
| Close |
100.86 |
98.74 |
-2.12 |
-2.1% |
101.22 |
| Range |
2.26 |
3.92 |
1.66 |
73.5% |
4.49 |
| ATR |
2.55 |
2.65 |
0.10 |
3.8% |
0.00 |
| Volume |
36,848 |
90,191 |
53,343 |
144.8% |
202,336 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.38 |
108.98 |
100.90 |
|
| R3 |
107.46 |
105.06 |
99.82 |
|
| R2 |
103.54 |
103.54 |
99.46 |
|
| R1 |
101.14 |
101.14 |
99.10 |
100.38 |
| PP |
99.62 |
99.62 |
99.62 |
99.24 |
| S1 |
97.22 |
97.22 |
98.38 |
96.46 |
| S2 |
95.70 |
95.70 |
98.02 |
|
| S3 |
91.78 |
93.30 |
97.66 |
|
| S4 |
87.86 |
89.38 |
96.58 |
|
|
| 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 |
98.10 |
4.58 |
4.6% |
2.24 |
2.3% |
14% |
False |
True |
47,693 |
| 10 |
102.68 |
95.30 |
7.38 |
7.5% |
2.48 |
2.5% |
47% |
False |
False |
44,279 |
| 20 |
103.20 |
95.00 |
8.20 |
8.3% |
2.62 |
2.7% |
46% |
False |
False |
44,837 |
| 40 |
103.20 |
84.05 |
19.15 |
19.4% |
2.68 |
2.7% |
77% |
False |
False |
38,235 |
| 60 |
103.20 |
75.90 |
27.30 |
27.6% |
2.80 |
2.8% |
84% |
False |
False |
31,057 |
| 80 |
103.20 |
75.90 |
27.30 |
27.6% |
2.76 |
2.8% |
84% |
False |
False |
26,320 |
| 100 |
103.20 |
75.90 |
27.30 |
27.6% |
2.78 |
2.8% |
84% |
False |
False |
22,590 |
| 120 |
103.20 |
75.90 |
27.30 |
27.6% |
2.61 |
2.6% |
84% |
False |
False |
19,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.68 |
|
2.618 |
112.28 |
|
1.618 |
108.36 |
|
1.000 |
105.94 |
|
0.618 |
104.44 |
|
HIGH |
102.02 |
|
0.618 |
100.52 |
|
0.500 |
100.06 |
|
0.382 |
99.60 |
|
LOW |
98.10 |
|
0.618 |
95.68 |
|
1.000 |
94.18 |
|
1.618 |
91.76 |
|
2.618 |
87.84 |
|
4.250 |
81.44 |
|
|
| Fisher Pivots for day following 08-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.06 |
100.19 |
| PP |
99.62 |
99.71 |
| S1 |
99.18 |
99.22 |
|