NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 20-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
94.19 |
95.06 |
0.87 |
0.9% |
100.02 |
| High |
95.00 |
97.93 |
2.93 |
3.1% |
101.67 |
| Low |
93.29 |
94.80 |
1.51 |
1.6% |
93.27 |
| Close |
94.45 |
97.59 |
3.14 |
3.3% |
94.22 |
| Range |
1.71 |
3.13 |
1.42 |
83.0% |
8.40 |
| ATR |
2.57 |
2.64 |
0.06 |
2.5% |
0.00 |
| Volume |
25,011 |
13,949 |
-11,062 |
-44.2% |
132,119 |
|
| Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.16 |
105.01 |
99.31 |
|
| R3 |
103.03 |
101.88 |
98.45 |
|
| R2 |
99.90 |
99.90 |
98.16 |
|
| R1 |
98.75 |
98.75 |
97.88 |
99.33 |
| PP |
96.77 |
96.77 |
96.77 |
97.06 |
| S1 |
95.62 |
95.62 |
97.30 |
96.20 |
| S2 |
93.64 |
93.64 |
97.02 |
|
| S3 |
90.51 |
92.49 |
96.73 |
|
| S4 |
87.38 |
89.36 |
95.87 |
|
|
| 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 |
100.51 |
93.27 |
7.24 |
7.4% |
2.99 |
3.1% |
60% |
False |
False |
25,912 |
| 10 |
102.30 |
93.27 |
9.03 |
9.3% |
2.81 |
2.9% |
48% |
False |
False |
26,734 |
| 20 |
102.55 |
93.27 |
9.28 |
9.5% |
2.43 |
2.5% |
47% |
False |
False |
22,473 |
| 40 |
103.08 |
89.34 |
13.74 |
14.1% |
2.45 |
2.5% |
60% |
False |
False |
20,089 |
| 60 |
103.08 |
76.15 |
26.93 |
27.6% |
2.57 |
2.6% |
80% |
False |
False |
16,398 |
| 80 |
103.08 |
76.15 |
26.93 |
27.6% |
2.57 |
2.6% |
80% |
False |
False |
14,262 |
| 100 |
103.08 |
76.15 |
26.93 |
27.6% |
2.66 |
2.7% |
80% |
False |
False |
12,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.23 |
|
2.618 |
106.12 |
|
1.618 |
102.99 |
|
1.000 |
101.06 |
|
0.618 |
99.86 |
|
HIGH |
97.93 |
|
0.618 |
96.73 |
|
0.500 |
96.37 |
|
0.382 |
96.00 |
|
LOW |
94.80 |
|
0.618 |
92.87 |
|
1.000 |
91.67 |
|
1.618 |
89.74 |
|
2.618 |
86.61 |
|
4.250 |
81.50 |
|
|
| Fisher Pivots for day following 20-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.18 |
96.93 |
| PP |
96.77 |
96.26 |
| S1 |
96.37 |
95.60 |
|