NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
100.02 |
98.56 |
-1.46 |
-1.5% |
101.88 |
| High |
100.02 |
101.67 |
1.65 |
1.6% |
102.55 |
| Low |
98.15 |
98.29 |
0.14 |
0.1% |
98.00 |
| Close |
98.37 |
100.65 |
2.28 |
2.3% |
99.89 |
| Range |
1.87 |
3.38 |
1.51 |
80.7% |
4.55 |
| ATR |
2.40 |
2.47 |
0.07 |
2.9% |
0.00 |
| Volume |
22,700 |
18,817 |
-3,883 |
-17.1% |
131,716 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.34 |
108.88 |
102.51 |
|
| R3 |
106.96 |
105.50 |
101.58 |
|
| R2 |
103.58 |
103.58 |
101.27 |
|
| R1 |
102.12 |
102.12 |
100.96 |
102.85 |
| PP |
100.20 |
100.20 |
100.20 |
100.57 |
| S1 |
98.74 |
98.74 |
100.34 |
99.47 |
| S2 |
96.82 |
96.82 |
100.03 |
|
| S3 |
93.44 |
95.36 |
99.72 |
|
| S4 |
90.06 |
91.98 |
98.79 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.80 |
111.39 |
102.39 |
|
| R3 |
109.25 |
106.84 |
101.14 |
|
| R2 |
104.70 |
104.70 |
100.72 |
|
| R1 |
102.29 |
102.29 |
100.31 |
101.22 |
| PP |
100.15 |
100.15 |
100.15 |
99.61 |
| S1 |
97.74 |
97.74 |
99.47 |
96.67 |
| S2 |
95.60 |
95.60 |
99.06 |
|
| S3 |
91.05 |
93.19 |
98.64 |
|
| S4 |
86.50 |
88.64 |
97.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.30 |
98.00 |
4.30 |
4.3% |
2.63 |
2.6% |
62% |
False |
False |
27,557 |
| 10 |
102.55 |
98.00 |
4.55 |
4.5% |
2.26 |
2.2% |
58% |
False |
False |
23,565 |
| 20 |
103.08 |
95.50 |
7.58 |
7.5% |
2.47 |
2.5% |
68% |
False |
False |
20,639 |
| 40 |
103.08 |
84.94 |
18.14 |
18.0% |
2.43 |
2.4% |
87% |
False |
False |
17,958 |
| 60 |
103.08 |
76.15 |
26.93 |
26.8% |
2.60 |
2.6% |
91% |
False |
False |
14,885 |
| 80 |
103.08 |
76.15 |
26.93 |
26.8% |
2.54 |
2.5% |
91% |
False |
False |
12,966 |
| 100 |
103.08 |
76.15 |
26.93 |
26.8% |
2.57 |
2.6% |
91% |
False |
False |
11,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.04 |
|
2.618 |
110.52 |
|
1.618 |
107.14 |
|
1.000 |
105.05 |
|
0.618 |
103.76 |
|
HIGH |
101.67 |
|
0.618 |
100.38 |
|
0.500 |
99.98 |
|
0.382 |
99.58 |
|
LOW |
98.29 |
|
0.618 |
96.20 |
|
1.000 |
94.91 |
|
1.618 |
92.82 |
|
2.618 |
89.44 |
|
4.250 |
83.93 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.43 |
100.38 |
| PP |
100.20 |
100.11 |
| S1 |
99.98 |
99.84 |
|