NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 09-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
100.81 |
98.29 |
-2.52 |
-2.5% |
101.46 |
| High |
102.13 |
100.12 |
-2.01 |
-2.0% |
102.45 |
| Low |
98.50 |
98.09 |
-0.41 |
-0.4% |
98.09 |
| Close |
99.05 |
99.93 |
0.88 |
0.9% |
99.93 |
| Range |
3.63 |
2.03 |
-1.60 |
-44.1% |
4.36 |
| ATR |
2.34 |
2.32 |
-0.02 |
-1.0% |
0.00 |
| Volume |
32,013 |
23,219 |
-8,794 |
-27.5% |
90,793 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.47 |
104.73 |
101.05 |
|
| R3 |
103.44 |
102.70 |
100.49 |
|
| R2 |
101.41 |
101.41 |
100.30 |
|
| R1 |
100.67 |
100.67 |
100.12 |
101.04 |
| PP |
99.38 |
99.38 |
99.38 |
99.57 |
| S1 |
98.64 |
98.64 |
99.74 |
99.01 |
| S2 |
97.35 |
97.35 |
99.56 |
|
| S3 |
95.32 |
96.61 |
99.37 |
|
| S4 |
93.29 |
94.58 |
98.81 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.24 |
110.94 |
102.33 |
|
| R3 |
108.88 |
106.58 |
101.13 |
|
| R2 |
104.52 |
104.52 |
100.73 |
|
| R1 |
102.22 |
102.22 |
100.33 |
101.19 |
| PP |
100.16 |
100.16 |
100.16 |
99.64 |
| S1 |
97.86 |
97.86 |
99.53 |
96.83 |
| S2 |
95.80 |
95.80 |
99.13 |
|
| S3 |
91.44 |
93.50 |
98.73 |
|
| S4 |
87.08 |
89.14 |
97.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.45 |
98.09 |
4.36 |
4.4% |
2.12 |
2.1% |
42% |
False |
True |
18,158 |
| 10 |
102.45 |
97.38 |
5.07 |
5.1% |
2.18 |
2.2% |
50% |
False |
False |
15,795 |
| 20 |
102.80 |
95.45 |
7.35 |
7.4% |
2.25 |
2.3% |
61% |
False |
False |
14,997 |
| 40 |
102.80 |
84.95 |
17.85 |
17.9% |
2.28 |
2.3% |
84% |
False |
False |
13,661 |
| 60 |
102.80 |
76.44 |
26.36 |
26.4% |
2.45 |
2.5% |
89% |
False |
False |
11,523 |
| 80 |
102.80 |
76.44 |
26.36 |
26.4% |
2.33 |
2.3% |
89% |
False |
False |
10,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.75 |
|
2.618 |
105.43 |
|
1.618 |
103.40 |
|
1.000 |
102.15 |
|
0.618 |
101.37 |
|
HIGH |
100.12 |
|
0.618 |
99.34 |
|
0.500 |
99.11 |
|
0.382 |
98.87 |
|
LOW |
98.09 |
|
0.618 |
96.84 |
|
1.000 |
96.06 |
|
1.618 |
94.81 |
|
2.618 |
92.78 |
|
4.250 |
89.46 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.66 |
100.16 |
| PP |
99.38 |
100.08 |
| S1 |
99.11 |
100.01 |
|