NYMEX Light Sweet Crude Oil Future July 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 |
101.01 |
100.98 |
-0.03 |
0.0% |
97.89 |
| High |
101.04 |
100.98 |
-0.06 |
-0.1% |
101.00 |
| Low |
100.04 |
98.29 |
-1.75 |
-1.7% |
97.16 |
| Close |
100.69 |
98.86 |
-1.83 |
-1.8% |
100.63 |
| Range |
1.00 |
2.69 |
1.69 |
169.0% |
3.84 |
| ATR |
1.92 |
1.98 |
0.05 |
2.9% |
0.00 |
| Volume |
3,722 |
6,085 |
2,363 |
63.5% |
36,636 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.45 |
105.84 |
100.34 |
|
| R3 |
104.76 |
103.15 |
99.60 |
|
| R2 |
102.07 |
102.07 |
99.35 |
|
| R1 |
100.46 |
100.46 |
99.11 |
99.92 |
| PP |
99.38 |
99.38 |
99.38 |
99.11 |
| S1 |
97.77 |
97.77 |
98.61 |
97.23 |
| S2 |
96.69 |
96.69 |
98.37 |
|
| S3 |
94.00 |
95.08 |
98.12 |
|
| S4 |
91.31 |
92.39 |
97.38 |
|
|
| 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 |
112.41 |
|
2.618 |
108.02 |
|
1.618 |
105.33 |
|
1.000 |
103.67 |
|
0.618 |
102.64 |
|
HIGH |
100.98 |
|
0.618 |
99.95 |
|
0.500 |
99.64 |
|
0.382 |
99.32 |
|
LOW |
98.29 |
|
0.618 |
96.63 |
|
1.000 |
95.60 |
|
1.618 |
93.94 |
|
2.618 |
91.25 |
|
4.250 |
86.86 |
|
|
| Fisher Pivots for day following 08-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.64 |
99.76 |
| PP |
99.38 |
99.46 |
| S1 |
99.12 |
99.16 |
|