NYMEX Light Sweet Crude Oil Future May 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 |
99.38 |
100.04 |
0.66 |
0.7% |
94.68 |
| High |
100.32 |
100.50 |
0.18 |
0.2% |
100.50 |
| Low |
98.89 |
99.97 |
1.08 |
1.1% |
93.80 |
| Close |
99.93 |
100.03 |
0.10 |
0.1% |
100.03 |
| Range |
1.43 |
0.53 |
-0.90 |
-62.9% |
6.70 |
| ATR |
2.38 |
2.25 |
-0.13 |
-5.4% |
0.00 |
| Volume |
19,152 |
13,820 |
-5,332 |
-27.8% |
75,338 |
|
| Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.76 |
101.42 |
100.32 |
|
| R3 |
101.23 |
100.89 |
100.18 |
|
| R2 |
100.70 |
100.70 |
100.13 |
|
| R1 |
100.36 |
100.36 |
100.08 |
100.27 |
| PP |
100.17 |
100.17 |
100.17 |
100.12 |
| S1 |
99.83 |
99.83 |
99.98 |
99.74 |
| S2 |
99.64 |
99.64 |
99.93 |
|
| S3 |
99.11 |
99.30 |
99.88 |
|
| S4 |
98.58 |
98.77 |
99.74 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.21 |
115.82 |
103.72 |
|
| R3 |
111.51 |
109.12 |
101.87 |
|
| R2 |
104.81 |
104.81 |
101.26 |
|
| R1 |
102.42 |
102.42 |
100.64 |
103.62 |
| PP |
98.11 |
98.11 |
98.11 |
98.71 |
| S1 |
95.72 |
95.72 |
99.42 |
96.92 |
| S2 |
91.41 |
91.41 |
98.80 |
|
| S3 |
84.71 |
89.02 |
98.19 |
|
| S4 |
78.01 |
82.32 |
96.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.50 |
93.80 |
6.70 |
6.7% |
1.65 |
1.7% |
93% |
True |
False |
15,067 |
| 10 |
101.69 |
93.52 |
8.17 |
8.2% |
2.27 |
2.3% |
80% |
False |
False |
17,572 |
| 20 |
102.45 |
93.52 |
8.93 |
8.9% |
2.22 |
2.2% |
73% |
False |
False |
16,684 |
| 40 |
102.80 |
88.58 |
14.22 |
14.2% |
2.17 |
2.2% |
81% |
False |
False |
15,000 |
| 60 |
102.80 |
76.44 |
26.36 |
26.4% |
2.31 |
2.3% |
89% |
False |
False |
13,482 |
| 80 |
102.80 |
76.44 |
26.36 |
26.4% |
2.35 |
2.4% |
89% |
False |
False |
11,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.75 |
|
2.618 |
101.89 |
|
1.618 |
101.36 |
|
1.000 |
101.03 |
|
0.618 |
100.83 |
|
HIGH |
100.50 |
|
0.618 |
100.30 |
|
0.500 |
100.24 |
|
0.382 |
100.17 |
|
LOW |
99.97 |
|
0.618 |
99.64 |
|
1.000 |
99.44 |
|
1.618 |
99.11 |
|
2.618 |
98.58 |
|
4.250 |
97.72 |
|
|
| Fisher Pivots for day following 23-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.24 |
99.67 |
| PP |
100.17 |
99.31 |
| S1 |
100.10 |
98.95 |
|