NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 06-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
101.00 |
100.48 |
-0.52 |
-0.5% |
97.89 |
| High |
101.71 |
101.23 |
-0.48 |
-0.5% |
101.00 |
| Low |
100.81 |
100.16 |
-0.65 |
-0.6% |
97.16 |
| Close |
100.81 |
101.19 |
0.38 |
0.4% |
100.63 |
| Range |
0.90 |
1.07 |
0.17 |
18.9% |
3.84 |
| ATR |
2.05 |
1.98 |
-0.07 |
-3.4% |
0.00 |
| Volume |
6,285 |
5,242 |
-1,043 |
-16.6% |
36,636 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.07 |
103.70 |
101.78 |
|
| R3 |
103.00 |
102.63 |
101.48 |
|
| R2 |
101.93 |
101.93 |
101.39 |
|
| R1 |
101.56 |
101.56 |
101.29 |
101.75 |
| PP |
100.86 |
100.86 |
100.86 |
100.95 |
| S1 |
100.49 |
100.49 |
101.09 |
100.68 |
| S2 |
99.79 |
99.79 |
100.99 |
|
| S3 |
98.72 |
99.42 |
100.90 |
|
| S4 |
97.65 |
98.35 |
100.60 |
|
|
| 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 |
105.78 |
|
2.618 |
104.03 |
|
1.618 |
102.96 |
|
1.000 |
102.30 |
|
0.618 |
101.89 |
|
HIGH |
101.23 |
|
0.618 |
100.82 |
|
0.500 |
100.70 |
|
0.382 |
100.57 |
|
LOW |
100.16 |
|
0.618 |
99.50 |
|
1.000 |
99.09 |
|
1.618 |
98.43 |
|
2.618 |
97.36 |
|
4.250 |
95.61 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.03 |
101.01 |
| PP |
100.86 |
100.84 |
| S1 |
100.70 |
100.66 |
|