NYMEX Light Sweet Crude Oil Future July 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 |
100.98 |
98.50 |
-2.48 |
-2.5% |
101.00 |
| High |
100.98 |
99.85 |
-1.13 |
-1.1% |
101.71 |
| Low |
98.29 |
98.22 |
-0.07 |
-0.1% |
98.22 |
| Close |
98.86 |
99.57 |
0.71 |
0.7% |
99.57 |
| Range |
2.69 |
1.63 |
-1.06 |
-39.4% |
3.49 |
| ATR |
1.98 |
1.95 |
-0.02 |
-1.2% |
0.00 |
| Volume |
6,085 |
5,257 |
-828 |
-13.6% |
26,591 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.10 |
103.47 |
100.47 |
|
| R3 |
102.47 |
101.84 |
100.02 |
|
| R2 |
100.84 |
100.84 |
99.87 |
|
| R1 |
100.21 |
100.21 |
99.72 |
100.53 |
| PP |
99.21 |
99.21 |
99.21 |
99.37 |
| S1 |
98.58 |
98.58 |
99.42 |
98.90 |
| S2 |
97.58 |
97.58 |
99.27 |
|
| S3 |
95.95 |
96.95 |
99.12 |
|
| S4 |
94.32 |
95.32 |
98.67 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.30 |
108.43 |
101.49 |
|
| R3 |
106.81 |
104.94 |
100.53 |
|
| R2 |
103.32 |
103.32 |
100.21 |
|
| R1 |
101.45 |
101.45 |
99.89 |
100.64 |
| PP |
99.83 |
99.83 |
99.83 |
99.43 |
| S1 |
97.96 |
97.96 |
99.25 |
97.15 |
| S2 |
96.34 |
96.34 |
98.93 |
|
| S3 |
92.85 |
94.47 |
98.61 |
|
| S4 |
89.36 |
90.98 |
97.65 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.78 |
|
2.618 |
104.12 |
|
1.618 |
102.49 |
|
1.000 |
101.48 |
|
0.618 |
100.86 |
|
HIGH |
99.85 |
|
0.618 |
99.23 |
|
0.500 |
99.04 |
|
0.382 |
98.84 |
|
LOW |
98.22 |
|
0.618 |
97.21 |
|
1.000 |
96.59 |
|
1.618 |
95.58 |
|
2.618 |
93.95 |
|
4.250 |
91.29 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.39 |
99.63 |
| PP |
99.21 |
99.61 |
| S1 |
99.04 |
99.59 |
|