NYMEX Light Sweet Crude Oil Future March 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 |
100.47 |
95.32 |
-5.15 |
-5.1% |
101.60 |
| High |
100.47 |
96.42 |
-4.05 |
-4.0% |
102.68 |
| Low |
94.65 |
93.75 |
-0.90 |
-1.0% |
97.78 |
| Close |
95.37 |
94.31 |
-1.06 |
-1.1% |
99.75 |
| Range |
5.82 |
2.67 |
-3.15 |
-54.1% |
4.90 |
| ATR |
2.88 |
2.87 |
-0.02 |
-0.5% |
0.00 |
| Volume |
81,947 |
65,621 |
-16,326 |
-19.9% |
253,003 |
|
| Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.84 |
101.24 |
95.78 |
|
| R3 |
100.17 |
98.57 |
95.04 |
|
| R2 |
97.50 |
97.50 |
94.80 |
|
| R1 |
95.90 |
95.90 |
94.55 |
95.37 |
| PP |
94.83 |
94.83 |
94.83 |
94.56 |
| S1 |
93.23 |
93.23 |
94.07 |
92.70 |
| S2 |
92.16 |
92.16 |
93.82 |
|
| S3 |
89.49 |
90.56 |
93.58 |
|
| S4 |
86.82 |
87.89 |
92.84 |
|
|
| 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 |
101.60 |
93.75 |
7.85 |
8.3% |
3.29 |
3.5% |
7% |
False |
True |
62,653 |
| 10 |
102.68 |
93.75 |
8.93 |
9.5% |
2.77 |
2.9% |
6% |
False |
True |
55,173 |
| 20 |
103.20 |
93.75 |
9.45 |
10.0% |
2.81 |
3.0% |
6% |
False |
True |
51,073 |
| 40 |
103.20 |
84.69 |
18.51 |
19.6% |
2.74 |
2.9% |
52% |
False |
False |
43,239 |
| 60 |
103.20 |
75.90 |
27.30 |
28.9% |
2.88 |
3.1% |
67% |
False |
False |
35,192 |
| 80 |
103.20 |
75.90 |
27.30 |
28.9% |
2.74 |
2.9% |
67% |
False |
False |
29,667 |
| 100 |
103.20 |
75.90 |
27.30 |
28.9% |
2.86 |
3.0% |
67% |
False |
False |
25,403 |
| 120 |
103.20 |
75.90 |
27.30 |
28.9% |
2.66 |
2.8% |
67% |
False |
False |
22,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.77 |
|
2.618 |
103.41 |
|
1.618 |
100.74 |
|
1.000 |
99.09 |
|
0.618 |
98.07 |
|
HIGH |
96.42 |
|
0.618 |
95.40 |
|
0.500 |
95.09 |
|
0.382 |
94.77 |
|
LOW |
93.75 |
|
0.618 |
92.10 |
|
1.000 |
91.08 |
|
1.618 |
89.43 |
|
2.618 |
86.76 |
|
4.250 |
82.40 |
|
|
| Fisher Pivots for day following 15-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.09 |
97.68 |
| PP |
94.83 |
96.55 |
| S1 |
94.57 |
95.43 |
|