NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 01-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
99.36 |
100.67 |
1.31 |
1.3% |
97.52 |
| High |
101.82 |
101.12 |
-0.70 |
-0.7% |
98.90 |
| Low |
99.27 |
99.05 |
-0.22 |
-0.2% |
95.50 |
| Close |
100.56 |
100.49 |
-0.07 |
-0.1% |
97.05 |
| Range |
2.55 |
2.07 |
-0.48 |
-18.8% |
3.40 |
| ATR |
2.63 |
2.59 |
-0.04 |
-1.5% |
0.00 |
| Volume |
17,682 |
23,090 |
5,408 |
30.6% |
73,419 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.43 |
105.53 |
101.63 |
|
| R3 |
104.36 |
103.46 |
101.06 |
|
| R2 |
102.29 |
102.29 |
100.87 |
|
| R1 |
101.39 |
101.39 |
100.68 |
100.81 |
| PP |
100.22 |
100.22 |
100.22 |
99.93 |
| S1 |
99.32 |
99.32 |
100.30 |
98.74 |
| S2 |
98.15 |
98.15 |
100.11 |
|
| S3 |
96.08 |
97.25 |
99.92 |
|
| S4 |
94.01 |
95.18 |
99.35 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.35 |
105.60 |
98.92 |
|
| R3 |
103.95 |
102.20 |
97.99 |
|
| R2 |
100.55 |
100.55 |
97.67 |
|
| R1 |
98.80 |
98.80 |
97.36 |
97.98 |
| PP |
97.15 |
97.15 |
97.15 |
96.74 |
| S1 |
95.40 |
95.40 |
96.74 |
94.58 |
| S2 |
93.75 |
93.75 |
96.43 |
|
| S3 |
90.35 |
92.00 |
96.12 |
|
| S4 |
86.95 |
88.60 |
95.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.82 |
95.56 |
6.26 |
6.2% |
2.42 |
2.4% |
79% |
False |
False |
17,213 |
| 10 |
103.08 |
95.50 |
7.58 |
7.5% |
2.57 |
2.6% |
66% |
False |
False |
19,277 |
| 20 |
103.08 |
90.42 |
12.66 |
12.6% |
2.41 |
2.4% |
80% |
False |
False |
16,808 |
| 40 |
103.08 |
79.93 |
23.15 |
23.0% |
2.48 |
2.5% |
89% |
False |
False |
15,352 |
| 60 |
103.08 |
76.15 |
26.93 |
26.8% |
2.61 |
2.6% |
90% |
False |
False |
12,804 |
| 80 |
103.08 |
76.15 |
26.93 |
26.8% |
2.58 |
2.6% |
90% |
False |
False |
11,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.92 |
|
2.618 |
106.54 |
|
1.618 |
104.47 |
|
1.000 |
103.19 |
|
0.618 |
102.40 |
|
HIGH |
101.12 |
|
0.618 |
100.33 |
|
0.500 |
100.09 |
|
0.382 |
99.84 |
|
LOW |
99.05 |
|
0.618 |
97.77 |
|
1.000 |
96.98 |
|
1.618 |
95.70 |
|
2.618 |
93.63 |
|
4.250 |
90.25 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.36 |
100.24 |
| PP |
100.22 |
99.99 |
| S1 |
100.09 |
99.75 |
|