NYMEX Light Sweet Crude Oil Future January 2012
| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
94.89 |
93.42 |
-1.47 |
-1.5% |
99.58 |
| High |
95.99 |
94.79 |
-1.20 |
-1.3% |
101.25 |
| Low |
93.31 |
92.52 |
-0.79 |
-0.8% |
92.52 |
| Close |
93.87 |
93.53 |
-0.34 |
-0.4% |
93.53 |
| Range |
2.68 |
2.27 |
-0.41 |
-15.3% |
8.73 |
| ATR |
3.01 |
2.95 |
-0.05 |
-1.7% |
0.00 |
| Volume |
244,344 |
190,661 |
-53,683 |
-22.0% |
1,366,936 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.42 |
99.25 |
94.78 |
|
| R3 |
98.15 |
96.98 |
94.15 |
|
| R2 |
95.88 |
95.88 |
93.95 |
|
| R1 |
94.71 |
94.71 |
93.74 |
95.30 |
| PP |
93.61 |
93.61 |
93.61 |
93.91 |
| S1 |
92.44 |
92.44 |
93.32 |
93.03 |
| S2 |
91.34 |
91.34 |
93.11 |
|
| S3 |
89.07 |
90.17 |
92.91 |
|
| S4 |
86.80 |
87.90 |
92.28 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.96 |
116.47 |
98.33 |
|
| R3 |
113.23 |
107.74 |
95.93 |
|
| R2 |
104.50 |
104.50 |
95.13 |
|
| R1 |
99.01 |
99.01 |
94.33 |
97.39 |
| PP |
95.77 |
95.77 |
95.77 |
94.96 |
| S1 |
90.28 |
90.28 |
92.73 |
88.66 |
| S2 |
87.04 |
87.04 |
91.93 |
|
| S3 |
78.31 |
81.55 |
91.13 |
|
| S4 |
69.58 |
72.82 |
88.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.25 |
92.52 |
8.73 |
9.3% |
3.36 |
3.6% |
12% |
False |
True |
273,387 |
| 10 |
102.44 |
92.52 |
9.92 |
10.6% |
2.91 |
3.1% |
10% |
False |
True |
268,651 |
| 20 |
102.44 |
92.52 |
9.92 |
10.6% |
2.80 |
3.0% |
10% |
False |
True |
269,096 |
| 40 |
103.37 |
86.10 |
17.27 |
18.5% |
2.92 |
3.1% |
43% |
False |
False |
196,698 |
| 60 |
103.37 |
75.35 |
28.02 |
30.0% |
3.04 |
3.2% |
65% |
False |
False |
147,976 |
| 80 |
103.37 |
75.35 |
28.02 |
30.0% |
2.98 |
3.2% |
65% |
False |
False |
117,463 |
| 100 |
103.37 |
75.35 |
28.02 |
30.0% |
3.08 |
3.3% |
65% |
False |
False |
96,833 |
| 120 |
103.37 |
75.35 |
28.02 |
30.0% |
2.94 |
3.1% |
65% |
False |
False |
82,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.44 |
|
2.618 |
100.73 |
|
1.618 |
98.46 |
|
1.000 |
97.06 |
|
0.618 |
96.19 |
|
HIGH |
94.79 |
|
0.618 |
93.92 |
|
0.500 |
93.66 |
|
0.382 |
93.39 |
|
LOW |
92.52 |
|
0.618 |
91.12 |
|
1.000 |
90.25 |
|
1.618 |
88.85 |
|
2.618 |
86.58 |
|
4.250 |
82.87 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
93.66 |
96.43 |
| PP |
93.61 |
95.46 |
| S1 |
93.57 |
94.50 |
|