NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 19-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
94.77 |
93.40 |
-1.37 |
-1.4% |
99.12 |
| High |
94.93 |
94.58 |
-0.35 |
-0.4% |
101.08 |
| Low |
93.46 |
93.40 |
-0.06 |
-0.1% |
93.46 |
| Close |
94.14 |
94.14 |
0.00 |
0.0% |
94.14 |
| Range |
1.47 |
1.18 |
-0.29 |
-19.7% |
7.62 |
| ATR |
1.91 |
1.86 |
-0.05 |
-2.7% |
0.00 |
| Volume |
4,476 |
4,372 |
-104 |
-2.3% |
22,313 |
|
| Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.58 |
97.04 |
94.79 |
|
| R3 |
96.40 |
95.86 |
94.46 |
|
| R2 |
95.22 |
95.22 |
94.36 |
|
| R1 |
94.68 |
94.68 |
94.25 |
94.95 |
| PP |
94.04 |
94.04 |
94.04 |
94.18 |
| S1 |
93.50 |
93.50 |
94.03 |
93.77 |
| S2 |
92.86 |
92.86 |
93.92 |
|
| S3 |
91.68 |
92.32 |
93.82 |
|
| S4 |
90.50 |
91.14 |
93.49 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.09 |
114.23 |
98.33 |
|
| R3 |
111.47 |
106.61 |
96.24 |
|
| R2 |
103.85 |
103.85 |
95.54 |
|
| R1 |
98.99 |
98.99 |
94.84 |
97.61 |
| PP |
96.23 |
96.23 |
96.23 |
95.54 |
| S1 |
91.37 |
91.37 |
93.44 |
89.99 |
| S2 |
88.61 |
88.61 |
92.74 |
|
| S3 |
80.99 |
83.75 |
92.04 |
|
| S4 |
73.37 |
76.13 |
89.95 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.60 |
|
2.618 |
97.67 |
|
1.618 |
96.49 |
|
1.000 |
95.76 |
|
0.618 |
95.31 |
|
HIGH |
94.58 |
|
0.618 |
94.13 |
|
0.500 |
93.99 |
|
0.382 |
93.85 |
|
LOW |
93.40 |
|
0.618 |
92.67 |
|
1.000 |
92.22 |
|
1.618 |
91.49 |
|
2.618 |
90.31 |
|
4.250 |
88.39 |
|
|
| Fisher Pivots for day following 19-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.09 |
94.74 |
| PP |
94.04 |
94.54 |
| S1 |
93.99 |
94.34 |
|