NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 28-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
99.94 |
101.44 |
1.50 |
1.5% |
93.96 |
| High |
101.88 |
101.82 |
-0.06 |
-0.1% |
100.38 |
| Low |
99.52 |
99.25 |
-0.27 |
-0.3% |
93.00 |
| Close |
101.46 |
99.51 |
-1.95 |
-1.9% |
99.83 |
| Range |
2.36 |
2.57 |
0.21 |
8.9% |
7.38 |
| ATR |
2.54 |
2.55 |
0.00 |
0.1% |
0.00 |
| Volume |
23,034 |
34,297 |
11,263 |
48.9% |
207,783 |
|
| Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.90 |
106.28 |
100.92 |
|
| R3 |
105.33 |
103.71 |
100.22 |
|
| R2 |
102.76 |
102.76 |
99.98 |
|
| R1 |
101.14 |
101.14 |
99.75 |
100.67 |
| PP |
100.19 |
100.19 |
100.19 |
99.96 |
| S1 |
98.57 |
98.57 |
99.27 |
98.10 |
| S2 |
97.62 |
97.62 |
99.04 |
|
| S3 |
95.05 |
96.00 |
98.80 |
|
| S4 |
92.48 |
93.43 |
98.10 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.88 |
117.23 |
103.89 |
|
| R3 |
112.50 |
109.85 |
101.86 |
|
| R2 |
105.12 |
105.12 |
101.18 |
|
| R1 |
102.47 |
102.47 |
100.51 |
103.80 |
| PP |
97.74 |
97.74 |
97.74 |
98.40 |
| S1 |
95.09 |
95.09 |
99.15 |
96.42 |
| S2 |
90.36 |
90.36 |
98.48 |
|
| S3 |
82.98 |
87.71 |
97.80 |
|
| S4 |
75.60 |
80.33 |
95.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.88 |
97.01 |
4.87 |
4.9% |
1.95 |
2.0% |
51% |
False |
False |
38,280 |
| 10 |
101.88 |
92.95 |
8.93 |
9.0% |
2.55 |
2.6% |
73% |
False |
False |
45,621 |
| 20 |
102.68 |
92.95 |
9.73 |
9.8% |
2.48 |
2.5% |
67% |
False |
False |
47,565 |
| 40 |
103.20 |
88.85 |
14.35 |
14.4% |
2.60 |
2.6% |
74% |
False |
False |
43,323 |
| 60 |
103.20 |
75.90 |
27.30 |
27.4% |
2.65 |
2.7% |
86% |
False |
False |
38,314 |
| 80 |
103.20 |
75.90 |
27.30 |
27.4% |
2.75 |
2.8% |
86% |
False |
False |
32,354 |
| 100 |
103.20 |
75.90 |
27.30 |
27.4% |
2.79 |
2.8% |
86% |
False |
False |
28,000 |
| 120 |
103.20 |
75.90 |
27.30 |
27.4% |
2.72 |
2.7% |
86% |
False |
False |
24,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.74 |
|
2.618 |
108.55 |
|
1.618 |
105.98 |
|
1.000 |
104.39 |
|
0.618 |
103.41 |
|
HIGH |
101.82 |
|
0.618 |
100.84 |
|
0.500 |
100.54 |
|
0.382 |
100.23 |
|
LOW |
99.25 |
|
0.618 |
97.66 |
|
1.000 |
96.68 |
|
1.618 |
95.09 |
|
2.618 |
92.52 |
|
4.250 |
88.33 |
|
|
| Fisher Pivots for day following 28-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.54 |
100.57 |
| PP |
100.19 |
100.21 |
| S1 |
99.85 |
99.86 |
|