NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 15-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
100.45 |
95.02 |
-5.43 |
-5.4% |
101.30 |
| High |
100.45 |
96.19 |
-4.26 |
-4.2% |
102.56 |
| Low |
94.43 |
93.50 |
-0.93 |
-1.0% |
97.57 |
| Close |
95.14 |
94.07 |
-1.07 |
-1.1% |
99.60 |
| Range |
6.02 |
2.69 |
-3.33 |
-55.3% |
4.99 |
| ATR |
2.96 |
2.95 |
-0.02 |
-0.7% |
0.00 |
| Volume |
156,762 |
154,950 |
-1,812 |
-1.2% |
369,832 |
|
| Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.66 |
101.05 |
95.55 |
|
| R3 |
99.97 |
98.36 |
94.81 |
|
| R2 |
97.28 |
97.28 |
94.56 |
|
| R1 |
95.67 |
95.67 |
94.32 |
95.13 |
| PP |
94.59 |
94.59 |
94.59 |
94.32 |
| S1 |
92.98 |
92.98 |
93.82 |
92.44 |
| S2 |
91.90 |
91.90 |
93.58 |
|
| S3 |
89.21 |
90.29 |
93.33 |
|
| S4 |
86.52 |
87.60 |
92.59 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.88 |
112.23 |
102.34 |
|
| R3 |
109.89 |
107.24 |
100.97 |
|
| R2 |
104.90 |
104.90 |
100.51 |
|
| R1 |
102.25 |
102.25 |
100.06 |
101.08 |
| PP |
99.91 |
99.91 |
99.91 |
99.33 |
| S1 |
97.26 |
97.26 |
99.14 |
96.09 |
| S2 |
94.92 |
94.92 |
98.69 |
|
| S3 |
89.93 |
92.27 |
98.23 |
|
| S4 |
84.94 |
87.28 |
96.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.45 |
93.50 |
7.95 |
8.5% |
3.39 |
3.6% |
7% |
False |
True |
119,519 |
| 10 |
102.56 |
93.50 |
9.06 |
9.6% |
2.83 |
3.0% |
6% |
False |
True |
94,951 |
| 20 |
103.28 |
93.50 |
9.78 |
10.4% |
2.88 |
3.1% |
6% |
False |
True |
82,409 |
| 40 |
103.28 |
84.57 |
18.71 |
19.9% |
2.83 |
3.0% |
51% |
False |
False |
63,441 |
| 60 |
103.28 |
75.66 |
27.62 |
29.4% |
2.98 |
3.2% |
67% |
False |
False |
49,786 |
| 80 |
103.28 |
75.66 |
27.62 |
29.4% |
2.84 |
3.0% |
67% |
False |
False |
40,164 |
| 100 |
103.28 |
75.66 |
27.62 |
29.4% |
2.93 |
3.1% |
67% |
False |
False |
33,601 |
| 120 |
103.28 |
75.66 |
27.62 |
29.4% |
2.81 |
3.0% |
67% |
False |
False |
28,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.62 |
|
2.618 |
103.23 |
|
1.618 |
100.54 |
|
1.000 |
98.88 |
|
0.618 |
97.85 |
|
HIGH |
96.19 |
|
0.618 |
95.16 |
|
0.500 |
94.85 |
|
0.382 |
94.53 |
|
LOW |
93.50 |
|
0.618 |
91.84 |
|
1.000 |
90.81 |
|
1.618 |
89.15 |
|
2.618 |
86.46 |
|
4.250 |
82.07 |
|
|
| Fisher Pivots for day following 15-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.85 |
97.48 |
| PP |
94.59 |
96.34 |
| S1 |
94.33 |
95.21 |
|