NYMEX Light Sweet Crude Oil Future June 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 |
99.26 |
99.85 |
0.59 |
0.6% |
94.26 |
| High |
100.21 |
100.45 |
0.24 |
0.2% |
100.45 |
| Low |
98.84 |
99.84 |
1.00 |
1.0% |
93.40 |
| Close |
99.82 |
99.92 |
0.10 |
0.1% |
99.92 |
| Range |
1.37 |
0.61 |
-0.76 |
-55.5% |
7.05 |
| ATR |
2.50 |
2.37 |
-0.13 |
-5.3% |
0.00 |
| Volume |
26,623 |
22,323 |
-4,300 |
-16.2% |
115,836 |
|
| Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.90 |
101.52 |
100.26 |
|
| R3 |
101.29 |
100.91 |
100.09 |
|
| R2 |
100.68 |
100.68 |
100.03 |
|
| R1 |
100.30 |
100.30 |
99.98 |
100.49 |
| PP |
100.07 |
100.07 |
100.07 |
100.17 |
| S1 |
99.69 |
99.69 |
99.86 |
99.88 |
| S2 |
99.46 |
99.46 |
99.81 |
|
| S3 |
98.85 |
99.08 |
99.75 |
|
| S4 |
98.24 |
98.47 |
99.58 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.07 |
116.55 |
103.80 |
|
| R3 |
112.02 |
109.50 |
101.86 |
|
| R2 |
104.97 |
104.97 |
101.21 |
|
| R1 |
102.45 |
102.45 |
100.57 |
103.71 |
| PP |
97.92 |
97.92 |
97.92 |
98.56 |
| S1 |
95.40 |
95.40 |
99.27 |
96.66 |
| S2 |
90.87 |
90.87 |
98.63 |
|
| S3 |
83.82 |
88.35 |
97.98 |
|
| S4 |
76.77 |
81.30 |
96.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.45 |
93.40 |
7.05 |
7.1% |
1.80 |
1.8% |
92% |
True |
False |
23,167 |
| 10 |
101.65 |
93.40 |
8.25 |
8.3% |
2.43 |
2.4% |
79% |
False |
False |
26,944 |
| 20 |
102.30 |
93.40 |
8.90 |
8.9% |
2.33 |
2.3% |
73% |
False |
False |
29,469 |
| 40 |
102.55 |
88.43 |
14.12 |
14.1% |
2.39 |
2.4% |
81% |
False |
False |
30,640 |
| 60 |
102.55 |
76.65 |
25.90 |
25.9% |
2.52 |
2.5% |
90% |
False |
False |
29,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.04 |
|
2.618 |
102.05 |
|
1.618 |
101.44 |
|
1.000 |
101.06 |
|
0.618 |
100.83 |
|
HIGH |
100.45 |
|
0.618 |
100.22 |
|
0.500 |
100.15 |
|
0.382 |
100.07 |
|
LOW |
99.84 |
|
0.618 |
99.46 |
|
1.000 |
99.23 |
|
1.618 |
98.85 |
|
2.618 |
98.24 |
|
4.250 |
97.25 |
|
|
| Fisher Pivots for day following 23-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.15 |
99.55 |
| PP |
100.07 |
99.18 |
| S1 |
100.00 |
98.82 |
|