NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 23-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
99.32 |
99.62 |
0.30 |
0.3% |
94.19 |
| High |
100.32 |
100.50 |
0.18 |
0.2% |
100.50 |
| Low |
98.88 |
99.59 |
0.71 |
0.7% |
93.29 |
| Close |
99.86 |
99.98 |
0.12 |
0.1% |
99.98 |
| Range |
1.44 |
0.91 |
-0.53 |
-36.8% |
7.21 |
| ATR |
2.53 |
2.42 |
-0.12 |
-4.6% |
0.00 |
| Volume |
30,343 |
20,489 |
-9,854 |
-32.5% |
111,709 |
|
| Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.75 |
102.28 |
100.48 |
|
| R3 |
101.84 |
101.37 |
100.23 |
|
| R2 |
100.93 |
100.93 |
100.15 |
|
| R1 |
100.46 |
100.46 |
100.06 |
100.70 |
| PP |
100.02 |
100.02 |
100.02 |
100.14 |
| S1 |
99.55 |
99.55 |
99.90 |
99.79 |
| S2 |
99.11 |
99.11 |
99.81 |
|
| S3 |
98.20 |
98.64 |
99.73 |
|
| S4 |
97.29 |
97.73 |
99.48 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.55 |
116.98 |
103.95 |
|
| R3 |
112.34 |
109.77 |
101.96 |
|
| R2 |
105.13 |
105.13 |
101.30 |
|
| R1 |
102.56 |
102.56 |
100.64 |
103.85 |
| PP |
97.92 |
97.92 |
97.92 |
98.57 |
| S1 |
95.35 |
95.35 |
99.32 |
96.64 |
| S2 |
90.71 |
90.71 |
98.66 |
|
| S3 |
83.50 |
88.14 |
98.00 |
|
| S4 |
76.29 |
80.93 |
96.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.50 |
93.29 |
7.21 |
7.2% |
1.90 |
1.9% |
93% |
True |
False |
22,341 |
| 10 |
101.67 |
93.27 |
8.40 |
8.4% |
2.49 |
2.5% |
80% |
False |
False |
24,382 |
| 20 |
102.55 |
93.27 |
9.28 |
9.3% |
2.38 |
2.4% |
72% |
False |
False |
23,349 |
| 40 |
103.08 |
89.34 |
13.74 |
13.7% |
2.35 |
2.4% |
77% |
False |
False |
19,696 |
| 60 |
103.08 |
76.15 |
26.93 |
26.9% |
2.49 |
2.5% |
88% |
False |
False |
17,301 |
| 80 |
103.08 |
76.15 |
26.93 |
26.9% |
2.56 |
2.6% |
88% |
False |
False |
14,999 |
| 100 |
103.08 |
76.15 |
26.93 |
26.9% |
2.64 |
2.6% |
88% |
False |
False |
13,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.37 |
|
2.618 |
102.88 |
|
1.618 |
101.97 |
|
1.000 |
101.41 |
|
0.618 |
101.06 |
|
HIGH |
100.50 |
|
0.618 |
100.15 |
|
0.500 |
100.05 |
|
0.382 |
99.94 |
|
LOW |
99.59 |
|
0.618 |
99.03 |
|
1.000 |
98.68 |
|
1.618 |
98.12 |
|
2.618 |
97.21 |
|
4.250 |
95.72 |
|
|
| Fisher Pivots for day following 23-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.05 |
99.60 |
| PP |
100.02 |
99.22 |
| S1 |
100.00 |
98.85 |
|