NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
99.83 |
98.50 |
-1.33 |
-1.3% |
101.46 |
| High |
99.83 |
101.69 |
1.86 |
1.9% |
102.45 |
| Low |
98.24 |
98.50 |
0.26 |
0.3% |
98.09 |
| Close |
98.48 |
100.72 |
2.24 |
2.3% |
99.93 |
| Range |
1.59 |
3.19 |
1.60 |
100.6% |
4.36 |
| ATR |
2.28 |
2.34 |
0.07 |
2.9% |
0.00 |
| Volume |
19,149 |
16,038 |
-3,111 |
-16.2% |
90,793 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.87 |
108.49 |
102.47 |
|
| R3 |
106.68 |
105.30 |
101.60 |
|
| R2 |
103.49 |
103.49 |
101.30 |
|
| R1 |
102.11 |
102.11 |
101.01 |
102.80 |
| PP |
100.30 |
100.30 |
100.30 |
100.65 |
| S1 |
98.92 |
98.92 |
100.43 |
99.61 |
| S2 |
97.11 |
97.11 |
100.14 |
|
| S3 |
93.92 |
95.73 |
99.84 |
|
| S4 |
90.73 |
92.54 |
98.97 |
|
|
| 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 |
102.22 |
98.09 |
4.13 |
4.1% |
2.51 |
2.5% |
64% |
False |
False |
20,883 |
| 10 |
102.45 |
98.09 |
4.36 |
4.3% |
2.14 |
2.1% |
60% |
False |
False |
17,180 |
| 20 |
102.80 |
95.45 |
7.35 |
7.3% |
2.34 |
2.3% |
72% |
False |
False |
15,559 |
| 40 |
102.80 |
84.95 |
17.85 |
17.7% |
2.28 |
2.3% |
88% |
False |
False |
14,026 |
| 60 |
102.80 |
76.44 |
26.36 |
26.2% |
2.46 |
2.4% |
92% |
False |
False |
11,950 |
| 80 |
102.80 |
76.44 |
26.36 |
26.2% |
2.30 |
2.3% |
92% |
False |
False |
10,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.25 |
|
2.618 |
110.04 |
|
1.618 |
106.85 |
|
1.000 |
104.88 |
|
0.618 |
103.66 |
|
HIGH |
101.69 |
|
0.618 |
100.47 |
|
0.500 |
100.10 |
|
0.382 |
99.72 |
|
LOW |
98.50 |
|
0.618 |
96.53 |
|
1.000 |
95.31 |
|
1.618 |
93.34 |
|
2.618 |
90.15 |
|
4.250 |
84.94 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.51 |
100.44 |
| PP |
100.30 |
100.17 |
| S1 |
100.10 |
99.89 |
|