NYMEX Light Sweet Crude Oil Future May 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 |
101.90 |
100.81 |
-1.09 |
-1.1% |
98.83 |
| High |
102.22 |
102.13 |
-0.09 |
-0.1% |
101.59 |
| Low |
100.11 |
98.50 |
-1.61 |
-1.6% |
97.38 |
| Close |
101.06 |
99.05 |
-2.01 |
-2.0% |
101.15 |
| Range |
2.11 |
3.63 |
1.52 |
72.0% |
4.21 |
| ATR |
2.25 |
2.34 |
0.10 |
4.4% |
0.00 |
| Volume |
14,000 |
32,013 |
18,013 |
128.7% |
67,162 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.78 |
108.55 |
101.05 |
|
| R3 |
107.15 |
104.92 |
100.05 |
|
| R2 |
103.52 |
103.52 |
99.72 |
|
| R1 |
101.29 |
101.29 |
99.38 |
100.59 |
| PP |
99.89 |
99.89 |
99.89 |
99.55 |
| S1 |
97.66 |
97.66 |
98.72 |
96.96 |
| S2 |
96.26 |
96.26 |
98.38 |
|
| S3 |
92.63 |
94.03 |
98.05 |
|
| S4 |
89.00 |
90.40 |
97.05 |
|
|
| 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 |
98.50 |
3.95 |
4.0% |
2.04 |
2.1% |
14% |
False |
True |
16,187 |
| 10 |
102.45 |
95.87 |
6.58 |
6.6% |
2.16 |
2.2% |
48% |
False |
False |
14,575 |
| 20 |
102.80 |
94.78 |
8.02 |
8.1% |
2.29 |
2.3% |
53% |
False |
False |
14,618 |
| 40 |
102.80 |
84.30 |
18.50 |
18.7% |
2.28 |
2.3% |
80% |
False |
False |
13,360 |
| 60 |
102.80 |
76.44 |
26.36 |
26.6% |
2.45 |
2.5% |
86% |
False |
False |
11,305 |
| 80 |
102.80 |
76.44 |
26.36 |
26.6% |
2.32 |
2.3% |
86% |
False |
False |
10,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.56 |
|
2.618 |
111.63 |
|
1.618 |
108.00 |
|
1.000 |
105.76 |
|
0.618 |
104.37 |
|
HIGH |
102.13 |
|
0.618 |
100.74 |
|
0.500 |
100.32 |
|
0.382 |
99.89 |
|
LOW |
98.50 |
|
0.618 |
96.26 |
|
1.000 |
94.87 |
|
1.618 |
92.63 |
|
2.618 |
89.00 |
|
4.250 |
83.07 |
|
|
| Fisher Pivots for day following 08-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.32 |
100.36 |
| PP |
99.89 |
99.92 |
| S1 |
99.47 |
99.49 |
|