NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 19-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
94.26 |
94.19 |
-0.07 |
-0.1% |
100.02 |
| High |
95.22 |
95.00 |
-0.22 |
-0.2% |
101.67 |
| Low |
93.27 |
93.29 |
0.02 |
0.0% |
93.27 |
| Close |
94.22 |
94.45 |
0.23 |
0.2% |
94.22 |
| Range |
1.95 |
1.71 |
-0.24 |
-12.3% |
8.40 |
| ATR |
2.64 |
2.57 |
-0.07 |
-2.5% |
0.00 |
| Volume |
22,904 |
25,011 |
2,107 |
9.2% |
132,119 |
|
| Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.38 |
98.62 |
95.39 |
|
| R3 |
97.67 |
96.91 |
94.92 |
|
| R2 |
95.96 |
95.96 |
94.76 |
|
| R1 |
95.20 |
95.20 |
94.61 |
95.58 |
| PP |
94.25 |
94.25 |
94.25 |
94.44 |
| S1 |
93.49 |
93.49 |
94.29 |
93.87 |
| S2 |
92.54 |
92.54 |
94.14 |
|
| S3 |
90.83 |
91.78 |
93.98 |
|
| S4 |
89.12 |
90.07 |
93.51 |
|
|
| 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% |
3.04 |
3.2% |
14% |
False |
False |
26,886 |
| 10 |
102.30 |
93.27 |
9.03 |
9.6% |
2.62 |
2.8% |
13% |
False |
False |
27,091 |
| 20 |
102.55 |
93.27 |
9.28 |
9.8% |
2.39 |
2.5% |
13% |
False |
False |
22,686 |
| 40 |
103.08 |
87.95 |
15.13 |
16.0% |
2.45 |
2.6% |
43% |
False |
False |
19,988 |
| 60 |
103.08 |
76.15 |
26.93 |
28.5% |
2.58 |
2.7% |
68% |
False |
False |
16,323 |
| 80 |
103.08 |
76.15 |
26.93 |
28.5% |
2.56 |
2.7% |
68% |
False |
False |
14,162 |
| 100 |
103.08 |
76.15 |
26.93 |
28.5% |
2.64 |
2.8% |
68% |
False |
False |
12,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.27 |
|
2.618 |
99.48 |
|
1.618 |
97.77 |
|
1.000 |
96.71 |
|
0.618 |
96.06 |
|
HIGH |
95.00 |
|
0.618 |
94.35 |
|
0.500 |
94.15 |
|
0.382 |
93.94 |
|
LOW |
93.29 |
|
0.618 |
92.23 |
|
1.000 |
91.58 |
|
1.618 |
90.52 |
|
2.618 |
88.81 |
|
4.250 |
86.02 |
|
|
| Fisher Pivots for day following 19-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.35 |
94.93 |
| PP |
94.25 |
94.77 |
| S1 |
94.15 |
94.61 |
|