NYMEX Light Sweet Crude Oil Future March 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 |
95.32 |
94.02 |
-1.30 |
-1.4% |
99.90 |
| High |
96.42 |
95.15 |
-1.27 |
-1.3% |
101.60 |
| Low |
93.75 |
92.95 |
-0.80 |
-0.9% |
92.95 |
| Close |
94.31 |
93.98 |
-0.33 |
-0.3% |
93.98 |
| Range |
2.67 |
2.20 |
-0.47 |
-17.6% |
8.65 |
| ATR |
2.87 |
2.82 |
-0.05 |
-1.7% |
0.00 |
| Volume |
65,621 |
43,529 |
-22,092 |
-33.7% |
300,539 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.63 |
99.50 |
95.19 |
|
| R3 |
98.43 |
97.30 |
94.59 |
|
| R2 |
96.23 |
96.23 |
94.38 |
|
| R1 |
95.10 |
95.10 |
94.18 |
94.57 |
| PP |
94.03 |
94.03 |
94.03 |
93.76 |
| S1 |
92.90 |
92.90 |
93.78 |
92.37 |
| S2 |
91.83 |
91.83 |
93.58 |
|
| S3 |
89.63 |
90.70 |
93.38 |
|
| S4 |
87.43 |
88.50 |
92.77 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.13 |
116.70 |
98.74 |
|
| R3 |
113.48 |
108.05 |
96.36 |
|
| R2 |
104.83 |
104.83 |
95.57 |
|
| R1 |
99.40 |
99.40 |
94.77 |
97.79 |
| PP |
96.18 |
96.18 |
96.18 |
95.37 |
| S1 |
90.75 |
90.75 |
93.19 |
89.14 |
| S2 |
87.53 |
87.53 |
92.39 |
|
| S3 |
78.88 |
82.10 |
91.60 |
|
| S4 |
70.23 |
73.45 |
89.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.60 |
92.95 |
8.65 |
9.2% |
3.25 |
3.5% |
12% |
False |
True |
60,107 |
| 10 |
102.68 |
92.95 |
9.73 |
10.4% |
2.81 |
3.0% |
11% |
False |
True |
55,354 |
| 20 |
102.68 |
92.95 |
9.73 |
10.4% |
2.68 |
2.9% |
11% |
False |
True |
49,138 |
| 40 |
103.20 |
86.50 |
16.70 |
17.8% |
2.72 |
2.9% |
45% |
False |
False |
43,865 |
| 60 |
103.20 |
75.90 |
27.30 |
29.0% |
2.83 |
3.0% |
66% |
False |
False |
35,673 |
| 80 |
103.20 |
75.90 |
27.30 |
29.0% |
2.75 |
2.9% |
66% |
False |
False |
30,103 |
| 100 |
103.20 |
75.90 |
27.30 |
29.0% |
2.86 |
3.0% |
66% |
False |
False |
25,767 |
| 120 |
103.20 |
75.90 |
27.30 |
29.0% |
2.67 |
2.8% |
66% |
False |
False |
22,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.50 |
|
2.618 |
100.91 |
|
1.618 |
98.71 |
|
1.000 |
97.35 |
|
0.618 |
96.51 |
|
HIGH |
95.15 |
|
0.618 |
94.31 |
|
0.500 |
94.05 |
|
0.382 |
93.79 |
|
LOW |
92.95 |
|
0.618 |
91.59 |
|
1.000 |
90.75 |
|
1.618 |
89.39 |
|
2.618 |
87.19 |
|
4.250 |
83.60 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.05 |
96.71 |
| PP |
94.03 |
95.80 |
| S1 |
94.00 |
94.89 |
|