NYMEX Light Sweet Crude Oil Future April 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 |
95.57 |
94.26 |
-1.31 |
-1.4% |
100.02 |
| High |
96.58 |
95.22 |
-1.36 |
-1.4% |
101.67 |
| Low |
94.01 |
93.27 |
-0.74 |
-0.8% |
93.27 |
| Close |
94.55 |
94.22 |
-0.33 |
-0.3% |
94.22 |
| Range |
2.57 |
1.95 |
-0.62 |
-24.1% |
8.40 |
| ATR |
2.69 |
2.64 |
-0.05 |
-2.0% |
0.00 |
| Volume |
31,202 |
22,904 |
-8,298 |
-26.6% |
132,119 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.09 |
99.10 |
95.29 |
|
| R3 |
98.14 |
97.15 |
94.76 |
|
| R2 |
96.19 |
96.19 |
94.58 |
|
| R1 |
95.20 |
95.20 |
94.40 |
94.72 |
| PP |
94.24 |
94.24 |
94.24 |
94.00 |
| S1 |
93.25 |
93.25 |
94.04 |
92.77 |
| S2 |
92.29 |
92.29 |
93.86 |
|
| S3 |
90.34 |
91.30 |
93.68 |
|
| S4 |
88.39 |
89.35 |
93.15 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.59 |
116.30 |
98.84 |
|
| R3 |
113.19 |
107.90 |
96.53 |
|
| R2 |
104.79 |
104.79 |
95.76 |
|
| R1 |
99.50 |
99.50 |
94.99 |
97.95 |
| PP |
96.39 |
96.39 |
96.39 |
95.61 |
| S1 |
91.10 |
91.10 |
93.45 |
89.55 |
| S2 |
87.99 |
87.99 |
92.68 |
|
| S3 |
79.59 |
82.70 |
91.91 |
|
| S4 |
71.19 |
74.30 |
89.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.67 |
93.27 |
8.40 |
8.9% |
3.08 |
3.3% |
11% |
False |
True |
26,423 |
| 10 |
102.55 |
93.27 |
9.28 |
9.8% |
2.64 |
2.8% |
10% |
False |
True |
26,383 |
| 20 |
102.55 |
93.27 |
9.28 |
9.8% |
2.46 |
2.6% |
10% |
False |
True |
22,450 |
| 40 |
103.08 |
86.65 |
16.43 |
17.4% |
2.47 |
2.6% |
46% |
False |
False |
19,583 |
| 60 |
103.08 |
76.15 |
26.93 |
28.6% |
2.62 |
2.8% |
67% |
False |
False |
16,041 |
| 80 |
103.08 |
76.15 |
26.93 |
28.6% |
2.58 |
2.7% |
67% |
False |
False |
13,902 |
| 100 |
103.08 |
76.15 |
26.93 |
28.6% |
2.63 |
2.8% |
67% |
False |
False |
12,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.51 |
|
2.618 |
100.33 |
|
1.618 |
98.38 |
|
1.000 |
97.17 |
|
0.618 |
96.43 |
|
HIGH |
95.22 |
|
0.618 |
94.48 |
|
0.500 |
94.25 |
|
0.382 |
94.01 |
|
LOW |
93.27 |
|
0.618 |
92.06 |
|
1.000 |
91.32 |
|
1.618 |
90.11 |
|
2.618 |
88.16 |
|
4.250 |
84.98 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.25 |
96.89 |
| PP |
94.24 |
96.00 |
| S1 |
94.23 |
95.11 |
|