NYMEX Light Sweet Crude Oil Future April 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 |
98.56 |
100.50 |
1.94 |
2.0% |
101.88 |
| High |
101.67 |
100.51 |
-1.16 |
-1.1% |
102.55 |
| Low |
98.29 |
94.90 |
-3.39 |
-3.4% |
98.00 |
| Close |
100.65 |
95.59 |
-5.06 |
-5.0% |
99.89 |
| Range |
3.38 |
5.61 |
2.23 |
66.0% |
4.55 |
| ATR |
2.47 |
2.70 |
0.23 |
9.5% |
0.00 |
| Volume |
18,817 |
36,496 |
17,679 |
94.0% |
131,716 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.83 |
110.32 |
98.68 |
|
| R3 |
108.22 |
104.71 |
97.13 |
|
| R2 |
102.61 |
102.61 |
96.62 |
|
| R1 |
99.10 |
99.10 |
96.10 |
98.05 |
| PP |
97.00 |
97.00 |
97.00 |
96.48 |
| S1 |
93.49 |
93.49 |
95.08 |
92.44 |
| S2 |
91.39 |
91.39 |
94.56 |
|
| S3 |
85.78 |
87.88 |
94.05 |
|
| S4 |
80.17 |
82.27 |
92.50 |
|
|
| 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 |
102.13 |
94.90 |
7.23 |
7.6% |
3.34 |
3.5% |
10% |
False |
True |
31,388 |
| 10 |
102.55 |
94.90 |
7.65 |
8.0% |
2.57 |
2.7% |
9% |
False |
True |
25,447 |
| 20 |
103.08 |
94.90 |
8.18 |
8.6% |
2.66 |
2.8% |
8% |
False |
True |
21,870 |
| 40 |
103.08 |
84.94 |
18.14 |
19.0% |
2.51 |
2.6% |
59% |
False |
False |
18,630 |
| 60 |
103.08 |
76.15 |
26.93 |
28.2% |
2.67 |
2.8% |
72% |
False |
False |
15,400 |
| 80 |
103.08 |
76.15 |
26.93 |
28.2% |
2.57 |
2.7% |
72% |
False |
False |
13,356 |
| 100 |
103.08 |
76.15 |
26.93 |
28.2% |
2.62 |
2.7% |
72% |
False |
False |
11,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.35 |
|
2.618 |
115.20 |
|
1.618 |
109.59 |
|
1.000 |
106.12 |
|
0.618 |
103.98 |
|
HIGH |
100.51 |
|
0.618 |
98.37 |
|
0.500 |
97.71 |
|
0.382 |
97.04 |
|
LOW |
94.90 |
|
0.618 |
91.43 |
|
1.000 |
89.29 |
|
1.618 |
85.82 |
|
2.618 |
80.21 |
|
4.250 |
71.06 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.71 |
98.29 |
| PP |
97.00 |
97.39 |
| S1 |
96.30 |
96.49 |
|