NYMEX Light Sweet Crude Oil Future April 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 |
100.50 |
95.57 |
-4.93 |
-4.9% |
101.88 |
| High |
100.51 |
96.58 |
-3.93 |
-3.9% |
102.55 |
| Low |
94.90 |
94.01 |
-0.89 |
-0.9% |
98.00 |
| Close |
95.59 |
94.55 |
-1.04 |
-1.1% |
99.89 |
| Range |
5.61 |
2.57 |
-3.04 |
-54.2% |
4.55 |
| ATR |
2.70 |
2.69 |
-0.01 |
-0.3% |
0.00 |
| Volume |
36,496 |
31,202 |
-5,294 |
-14.5% |
131,716 |
|
| Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.76 |
101.22 |
95.96 |
|
| R3 |
100.19 |
98.65 |
95.26 |
|
| R2 |
97.62 |
97.62 |
95.02 |
|
| R1 |
96.08 |
96.08 |
94.79 |
95.57 |
| PP |
95.05 |
95.05 |
95.05 |
94.79 |
| S1 |
93.51 |
93.51 |
94.31 |
93.00 |
| S2 |
92.48 |
92.48 |
94.08 |
|
| S3 |
89.91 |
90.94 |
93.84 |
|
| S4 |
87.34 |
88.37 |
93.14 |
|
|
| 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 |
101.67 |
94.01 |
7.66 |
8.1% |
3.12 |
3.3% |
7% |
False |
True |
27,850 |
| 10 |
102.55 |
94.01 |
8.54 |
9.0% |
2.62 |
2.8% |
6% |
False |
True |
26,258 |
| 20 |
103.08 |
94.01 |
9.07 |
9.6% |
2.59 |
2.7% |
6% |
False |
True |
22,767 |
| 40 |
103.08 |
84.94 |
18.14 |
19.2% |
2.49 |
2.6% |
53% |
False |
False |
19,167 |
| 60 |
103.08 |
76.15 |
26.93 |
28.5% |
2.66 |
2.8% |
68% |
False |
False |
15,803 |
| 80 |
103.08 |
76.15 |
26.93 |
28.5% |
2.57 |
2.7% |
68% |
False |
False |
13,681 |
| 100 |
103.08 |
76.15 |
26.93 |
28.5% |
2.63 |
2.8% |
68% |
False |
False |
11,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.50 |
|
2.618 |
103.31 |
|
1.618 |
100.74 |
|
1.000 |
99.15 |
|
0.618 |
98.17 |
|
HIGH |
96.58 |
|
0.618 |
95.60 |
|
0.500 |
95.30 |
|
0.382 |
94.99 |
|
LOW |
94.01 |
|
0.618 |
92.42 |
|
1.000 |
91.44 |
|
1.618 |
89.85 |
|
2.618 |
87.28 |
|
4.250 |
83.09 |
|
|
| Fisher Pivots for day following 15-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
95.30 |
97.84 |
| PP |
95.05 |
96.74 |
| S1 |
94.80 |
95.65 |
|