NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 28-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
99.96 |
101.14 |
1.18 |
1.2% |
93.50 |
| High |
101.61 |
101.22 |
-0.39 |
-0.4% |
100.23 |
| Low |
99.74 |
99.34 |
-0.40 |
-0.4% |
93.50 |
| Close |
101.22 |
99.59 |
-1.63 |
-1.6% |
99.68 |
| Range |
1.87 |
1.88 |
0.01 |
0.5% |
6.73 |
| ATR |
2.00 |
1.99 |
-0.01 |
-0.4% |
0.00 |
| Volume |
2,837 |
1,890 |
-947 |
-33.4% |
22,954 |
|
| Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.69 |
104.52 |
100.62 |
|
| R3 |
103.81 |
102.64 |
100.11 |
|
| R2 |
101.93 |
101.93 |
99.93 |
|
| R1 |
100.76 |
100.76 |
99.76 |
100.41 |
| PP |
100.05 |
100.05 |
100.05 |
99.87 |
| S1 |
98.88 |
98.88 |
99.42 |
98.53 |
| S2 |
98.17 |
98.17 |
99.25 |
|
| S3 |
96.29 |
97.00 |
99.07 |
|
| S4 |
94.41 |
95.12 |
98.56 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.99 |
115.57 |
103.38 |
|
| R3 |
111.26 |
108.84 |
101.53 |
|
| R2 |
104.53 |
104.53 |
100.91 |
|
| R1 |
102.11 |
102.11 |
100.30 |
103.32 |
| PP |
97.80 |
97.80 |
97.80 |
98.41 |
| S1 |
95.38 |
95.38 |
99.06 |
96.59 |
| S2 |
91.07 |
91.07 |
98.45 |
|
| S3 |
84.34 |
88.65 |
97.83 |
|
| S4 |
77.61 |
81.92 |
95.98 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.21 |
|
2.618 |
106.14 |
|
1.618 |
104.26 |
|
1.000 |
103.10 |
|
0.618 |
102.38 |
|
HIGH |
101.22 |
|
0.618 |
100.50 |
|
0.500 |
100.28 |
|
0.382 |
100.06 |
|
LOW |
99.34 |
|
0.618 |
98.18 |
|
1.000 |
97.46 |
|
1.618 |
96.30 |
|
2.618 |
94.42 |
|
4.250 |
91.35 |
|
|
| Fisher Pivots for day following 28-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.28 |
100.48 |
| PP |
100.05 |
100.18 |
| S1 |
99.82 |
99.89 |
|