NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 30-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
100.26 |
100.45 |
0.19 |
0.2% |
99.86 |
| High |
100.28 |
100.55 |
0.27 |
0.3% |
102.00 |
| Low |
98.88 |
99.17 |
0.29 |
0.3% |
98.88 |
| Close |
100.16 |
99.41 |
-0.75 |
-0.7% |
99.41 |
| Range |
1.40 |
1.38 |
-0.02 |
-1.4% |
3.12 |
| ATR |
2.18 |
2.12 |
-0.06 |
-2.6% |
0.00 |
| Volume |
9,720 |
12,274 |
2,554 |
26.3% |
34,745 |
|
| Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.85 |
103.01 |
100.17 |
|
| R3 |
102.47 |
101.63 |
99.79 |
|
| R2 |
101.09 |
101.09 |
99.66 |
|
| R1 |
100.25 |
100.25 |
99.54 |
99.98 |
| PP |
99.71 |
99.71 |
99.71 |
99.58 |
| S1 |
98.87 |
98.87 |
99.28 |
98.60 |
| S2 |
98.33 |
98.33 |
99.16 |
|
| S3 |
96.95 |
97.49 |
99.03 |
|
| S4 |
95.57 |
96.11 |
98.65 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.46 |
107.55 |
101.13 |
|
| R3 |
106.34 |
104.43 |
100.27 |
|
| R2 |
103.22 |
103.22 |
99.98 |
|
| R1 |
101.31 |
101.31 |
99.70 |
100.71 |
| PP |
100.10 |
100.10 |
100.10 |
99.79 |
| S1 |
98.19 |
98.19 |
99.12 |
97.59 |
| S2 |
96.98 |
96.98 |
98.84 |
|
| S3 |
93.86 |
95.07 |
98.55 |
|
| S4 |
90.74 |
91.95 |
97.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.00 |
98.88 |
3.12 |
3.1% |
1.53 |
1.5% |
17% |
False |
False |
9,713 |
| 10 |
102.00 |
93.52 |
8.48 |
8.5% |
1.72 |
1.7% |
69% |
False |
False |
13,305 |
| 20 |
102.45 |
93.52 |
8.93 |
9.0% |
2.10 |
2.1% |
66% |
False |
False |
15,731 |
| 40 |
102.80 |
90.61 |
12.19 |
12.3% |
2.18 |
2.2% |
72% |
False |
False |
14,571 |
| 60 |
102.80 |
80.09 |
22.71 |
22.8% |
2.26 |
2.3% |
85% |
False |
False |
13,636 |
| 80 |
102.80 |
76.44 |
26.36 |
26.5% |
2.34 |
2.4% |
87% |
False |
False |
11,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.42 |
|
2.618 |
104.16 |
|
1.618 |
102.78 |
|
1.000 |
101.93 |
|
0.618 |
101.40 |
|
HIGH |
100.55 |
|
0.618 |
100.02 |
|
0.500 |
99.86 |
|
0.382 |
99.70 |
|
LOW |
99.17 |
|
0.618 |
98.32 |
|
1.000 |
97.79 |
|
1.618 |
96.94 |
|
2.618 |
95.56 |
|
4.250 |
93.31 |
|
|
| Fisher Pivots for day following 30-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.86 |
100.39 |
| PP |
99.71 |
100.06 |
| S1 |
99.56 |
99.74 |
|