NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
98.21 |
100.47 |
2.26 |
2.3% |
101.60 |
| High |
101.60 |
100.47 |
-1.13 |
-1.1% |
102.68 |
| Low |
98.03 |
94.65 |
-3.38 |
-3.4% |
97.78 |
| Close |
100.48 |
95.37 |
-5.11 |
-5.1% |
99.75 |
| Range |
3.57 |
5.82 |
2.25 |
63.0% |
4.90 |
| ATR |
2.65 |
2.88 |
0.23 |
8.5% |
0.00 |
| Volume |
53,778 |
81,947 |
28,169 |
52.4% |
253,003 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.29 |
110.65 |
98.57 |
|
| R3 |
108.47 |
104.83 |
96.97 |
|
| R2 |
102.65 |
102.65 |
96.44 |
|
| R1 |
99.01 |
99.01 |
95.90 |
97.92 |
| PP |
96.83 |
96.83 |
96.83 |
96.29 |
| S1 |
93.19 |
93.19 |
94.84 |
92.10 |
| S2 |
91.01 |
91.01 |
94.30 |
|
| S3 |
85.19 |
87.37 |
93.77 |
|
| S4 |
79.37 |
81.55 |
92.17 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.77 |
112.16 |
102.45 |
|
| R3 |
109.87 |
107.26 |
101.10 |
|
| R2 |
104.97 |
104.97 |
100.65 |
|
| R1 |
102.36 |
102.36 |
100.20 |
101.22 |
| PP |
100.07 |
100.07 |
100.07 |
99.50 |
| S1 |
97.46 |
97.46 |
99.30 |
96.32 |
| S2 |
95.17 |
95.17 |
98.85 |
|
| S3 |
90.27 |
92.56 |
98.40 |
|
| S4 |
85.37 |
87.66 |
97.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.02 |
94.65 |
7.37 |
7.7% |
3.54 |
3.7% |
10% |
False |
True |
67,567 |
| 10 |
102.68 |
94.65 |
8.03 |
8.4% |
2.73 |
2.9% |
9% |
False |
True |
53,042 |
| 20 |
103.20 |
94.65 |
8.55 |
9.0% |
2.90 |
3.0% |
8% |
False |
True |
49,884 |
| 40 |
103.20 |
84.69 |
18.51 |
19.4% |
2.76 |
2.9% |
58% |
False |
False |
42,166 |
| 60 |
103.20 |
75.90 |
27.30 |
28.6% |
2.88 |
3.0% |
71% |
False |
False |
34,272 |
| 80 |
103.20 |
75.90 |
27.30 |
28.6% |
2.74 |
2.9% |
71% |
False |
False |
28,955 |
| 100 |
103.20 |
75.90 |
27.30 |
28.6% |
2.85 |
3.0% |
71% |
False |
False |
24,814 |
| 120 |
103.20 |
75.90 |
27.30 |
28.6% |
2.65 |
2.8% |
71% |
False |
False |
21,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.21 |
|
2.618 |
115.71 |
|
1.618 |
109.89 |
|
1.000 |
106.29 |
|
0.618 |
104.07 |
|
HIGH |
100.47 |
|
0.618 |
98.25 |
|
0.500 |
97.56 |
|
0.382 |
96.87 |
|
LOW |
94.65 |
|
0.618 |
91.05 |
|
1.000 |
88.83 |
|
1.618 |
85.23 |
|
2.618 |
79.41 |
|
4.250 |
69.92 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.56 |
98.13 |
| PP |
96.83 |
97.21 |
| S1 |
96.10 |
96.29 |
|