NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 02-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
99.62 |
99.95 |
0.33 |
0.3% |
97.89 |
| High |
100.08 |
101.00 |
0.92 |
0.9% |
101.00 |
| Low |
98.63 |
99.61 |
0.98 |
1.0% |
97.16 |
| Close |
99.97 |
100.63 |
0.66 |
0.7% |
100.63 |
| Range |
1.45 |
1.39 |
-0.06 |
-4.1% |
3.84 |
| ATR |
2.18 |
2.12 |
-0.06 |
-2.6% |
0.00 |
| Volume |
10,172 |
7,419 |
-2,753 |
-27.1% |
36,636 |
|
| Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.58 |
104.00 |
101.39 |
|
| R3 |
103.19 |
102.61 |
101.01 |
|
| R2 |
101.80 |
101.80 |
100.88 |
|
| R1 |
101.22 |
101.22 |
100.76 |
101.51 |
| PP |
100.41 |
100.41 |
100.41 |
100.56 |
| S1 |
99.83 |
99.83 |
100.50 |
100.12 |
| S2 |
99.02 |
99.02 |
100.38 |
|
| S3 |
97.63 |
98.44 |
100.25 |
|
| S4 |
96.24 |
97.05 |
99.87 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.12 |
109.71 |
102.74 |
|
| R3 |
107.28 |
105.87 |
101.69 |
|
| R2 |
103.44 |
103.44 |
101.33 |
|
| R1 |
102.03 |
102.03 |
100.98 |
102.74 |
| PP |
99.60 |
99.60 |
99.60 |
99.95 |
| S1 |
98.19 |
98.19 |
100.28 |
98.90 |
| S2 |
95.76 |
95.76 |
99.93 |
|
| S3 |
91.92 |
94.35 |
99.57 |
|
| S4 |
88.08 |
90.51 |
98.52 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.91 |
|
2.618 |
104.64 |
|
1.618 |
103.25 |
|
1.000 |
102.39 |
|
0.618 |
101.86 |
|
HIGH |
101.00 |
|
0.618 |
100.47 |
|
0.500 |
100.31 |
|
0.382 |
100.14 |
|
LOW |
99.61 |
|
0.618 |
98.75 |
|
1.000 |
98.22 |
|
1.618 |
97.36 |
|
2.618 |
95.97 |
|
4.250 |
93.70 |
|
|
| Fisher Pivots for day following 02-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.52 |
100.36 |
| PP |
100.41 |
100.09 |
| S1 |
100.31 |
99.82 |
|