NYMEX Light Sweet Crude Oil Future August 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 |
99.65 |
100.19 |
0.54 |
0.5% |
93.40 |
| High |
101.18 |
100.38 |
-0.80 |
-0.8% |
99.84 |
| Low |
99.65 |
99.17 |
-0.48 |
-0.5% |
93.40 |
| Close |
100.87 |
99.33 |
-1.54 |
-1.5% |
99.38 |
| Range |
1.53 |
1.21 |
-0.32 |
-20.9% |
6.44 |
| ATR |
1.77 |
1.76 |
0.00 |
-0.3% |
0.00 |
| Volume |
2,157 |
1,449 |
-708 |
-32.8% |
15,227 |
|
| Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.26 |
102.50 |
100.00 |
|
| R3 |
102.05 |
101.29 |
99.66 |
|
| R2 |
100.84 |
100.84 |
99.55 |
|
| R1 |
100.08 |
100.08 |
99.44 |
99.86 |
| PP |
99.63 |
99.63 |
99.63 |
99.51 |
| S1 |
98.87 |
98.87 |
99.22 |
98.65 |
| S2 |
98.42 |
98.42 |
99.11 |
|
| S3 |
97.21 |
97.66 |
99.00 |
|
| S4 |
96.00 |
96.45 |
98.66 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.86 |
114.56 |
102.92 |
|
| R3 |
110.42 |
108.12 |
101.15 |
|
| R2 |
103.98 |
103.98 |
100.56 |
|
| R1 |
101.68 |
101.68 |
99.97 |
102.83 |
| PP |
97.54 |
97.54 |
97.54 |
98.12 |
| S1 |
95.24 |
95.24 |
98.79 |
96.39 |
| S2 |
91.10 |
91.10 |
98.20 |
|
| S3 |
84.66 |
88.80 |
97.61 |
|
| S4 |
78.22 |
82.36 |
95.84 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.52 |
|
2.618 |
103.55 |
|
1.618 |
102.34 |
|
1.000 |
101.59 |
|
0.618 |
101.13 |
|
HIGH |
100.38 |
|
0.618 |
99.92 |
|
0.500 |
99.78 |
|
0.382 |
99.63 |
|
LOW |
99.17 |
|
0.618 |
98.42 |
|
1.000 |
97.96 |
|
1.618 |
97.21 |
|
2.618 |
96.00 |
|
4.250 |
94.03 |
|
|
| Fisher Pivots for day following 28-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.78 |
100.18 |
| PP |
99.63 |
99.89 |
| S1 |
99.48 |
99.61 |
|