NYMEX Light Sweet Crude Oil Future May 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 |
100.63 |
101.90 |
1.27 |
1.3% |
98.83 |
| High |
101.67 |
102.22 |
0.55 |
0.5% |
101.59 |
| Low |
100.57 |
100.11 |
-0.46 |
-0.5% |
97.38 |
| Close |
101.67 |
101.06 |
-0.61 |
-0.6% |
101.15 |
| Range |
1.10 |
2.11 |
1.01 |
91.8% |
4.21 |
| ATR |
2.26 |
2.25 |
-0.01 |
-0.5% |
0.00 |
| Volume |
9,889 |
14,000 |
4,111 |
41.6% |
67,162 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.46 |
106.37 |
102.22 |
|
| R3 |
105.35 |
104.26 |
101.64 |
|
| R2 |
103.24 |
103.24 |
101.45 |
|
| R1 |
102.15 |
102.15 |
101.25 |
101.64 |
| PP |
101.13 |
101.13 |
101.13 |
100.88 |
| S1 |
100.04 |
100.04 |
100.87 |
99.53 |
| S2 |
99.02 |
99.02 |
100.67 |
|
| S3 |
96.91 |
97.93 |
100.48 |
|
| S4 |
94.80 |
95.82 |
99.90 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.67 |
111.12 |
103.47 |
|
| R3 |
108.46 |
106.91 |
102.31 |
|
| R2 |
104.25 |
104.25 |
101.92 |
|
| R1 |
102.70 |
102.70 |
101.54 |
103.48 |
| PP |
100.04 |
100.04 |
100.04 |
100.43 |
| S1 |
98.49 |
98.49 |
100.76 |
99.27 |
| S2 |
95.83 |
95.83 |
100.38 |
|
| S3 |
91.62 |
94.28 |
99.99 |
|
| S4 |
87.41 |
90.07 |
98.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.45 |
98.98 |
3.47 |
3.4% |
1.69 |
1.7% |
60% |
False |
False |
13,466 |
| 10 |
102.45 |
95.87 |
6.58 |
6.5% |
1.95 |
1.9% |
79% |
False |
False |
12,540 |
| 20 |
102.80 |
94.17 |
8.63 |
8.5% |
2.24 |
2.2% |
80% |
False |
False |
13,757 |
| 40 |
102.80 |
84.30 |
18.50 |
18.3% |
2.23 |
2.2% |
91% |
False |
False |
12,889 |
| 60 |
102.80 |
76.44 |
26.36 |
26.1% |
2.41 |
2.4% |
93% |
False |
False |
10,910 |
| 80 |
102.80 |
76.44 |
26.36 |
26.1% |
2.27 |
2.3% |
93% |
False |
False |
9,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.19 |
|
2.618 |
107.74 |
|
1.618 |
105.63 |
|
1.000 |
104.33 |
|
0.618 |
103.52 |
|
HIGH |
102.22 |
|
0.618 |
101.41 |
|
0.500 |
101.17 |
|
0.382 |
100.92 |
|
LOW |
100.11 |
|
0.618 |
98.81 |
|
1.000 |
98.00 |
|
1.618 |
96.70 |
|
2.618 |
94.59 |
|
4.250 |
91.14 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.17 |
101.28 |
| PP |
101.13 |
101.21 |
| S1 |
101.10 |
101.13 |
|