NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 22-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
97.91 |
99.32 |
1.41 |
1.4% |
100.02 |
| High |
99.50 |
100.32 |
0.82 |
0.8% |
101.67 |
| Low |
97.19 |
98.88 |
1.69 |
1.7% |
93.27 |
| Close |
99.02 |
99.86 |
0.84 |
0.8% |
94.22 |
| Range |
2.31 |
1.44 |
-0.87 |
-37.7% |
8.40 |
| ATR |
2.61 |
2.53 |
-0.08 |
-3.2% |
0.00 |
| Volume |
21,917 |
30,343 |
8,426 |
38.4% |
132,119 |
|
| Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.01 |
103.37 |
100.65 |
|
| R3 |
102.57 |
101.93 |
100.26 |
|
| R2 |
101.13 |
101.13 |
100.12 |
|
| R1 |
100.49 |
100.49 |
99.99 |
100.81 |
| PP |
99.69 |
99.69 |
99.69 |
99.85 |
| S1 |
99.05 |
99.05 |
99.73 |
99.37 |
| S2 |
98.25 |
98.25 |
99.60 |
|
| S3 |
96.81 |
97.61 |
99.46 |
|
| S4 |
95.37 |
96.17 |
99.07 |
|
|
| 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 |
100.32 |
93.27 |
7.05 |
7.1% |
2.11 |
2.1% |
93% |
True |
False |
22,824 |
| 10 |
101.67 |
93.27 |
8.40 |
8.4% |
2.62 |
2.6% |
78% |
False |
False |
25,337 |
| 20 |
102.55 |
93.27 |
9.28 |
9.3% |
2.44 |
2.4% |
71% |
False |
False |
23,138 |
| 40 |
103.08 |
89.34 |
13.74 |
13.8% |
2.40 |
2.4% |
77% |
False |
False |
19,633 |
| 60 |
103.08 |
76.15 |
26.93 |
27.0% |
2.53 |
2.5% |
88% |
False |
False |
17,070 |
| 80 |
103.08 |
76.15 |
26.93 |
27.0% |
2.57 |
2.6% |
88% |
False |
False |
14,825 |
| 100 |
103.08 |
76.15 |
26.93 |
27.0% |
2.65 |
2.7% |
88% |
False |
False |
12,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.44 |
|
2.618 |
104.09 |
|
1.618 |
102.65 |
|
1.000 |
101.76 |
|
0.618 |
101.21 |
|
HIGH |
100.32 |
|
0.618 |
99.77 |
|
0.500 |
99.60 |
|
0.382 |
99.43 |
|
LOW |
98.88 |
|
0.618 |
97.99 |
|
1.000 |
97.44 |
|
1.618 |
96.55 |
|
2.618 |
95.11 |
|
4.250 |
92.76 |
|
|
| Fisher Pivots for day following 22-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.77 |
99.09 |
| PP |
99.69 |
98.33 |
| S1 |
99.60 |
97.56 |
|