NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 27-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
99.30 |
99.90 |
0.60 |
0.6% |
94.14 |
| High |
99.30 |
100.49 |
1.19 |
1.2% |
99.30 |
| Low |
99.05 |
99.78 |
0.73 |
0.7% |
93.44 |
| Close |
99.05 |
100.48 |
1.43 |
1.4% |
99.05 |
| Range |
0.25 |
0.71 |
0.46 |
184.0% |
5.86 |
| ATR |
|
|
|
|
|
| Volume |
2,172 |
1,529 |
-643 |
-29.6% |
24,287 |
|
| Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.38 |
102.14 |
100.87 |
|
| R3 |
101.67 |
101.43 |
100.68 |
|
| R2 |
100.96 |
100.96 |
100.61 |
|
| R1 |
100.72 |
100.72 |
100.55 |
100.84 |
| PP |
100.25 |
100.25 |
100.25 |
100.31 |
| S1 |
100.01 |
100.01 |
100.41 |
100.13 |
| S2 |
99.54 |
99.54 |
100.35 |
|
| S3 |
98.83 |
99.30 |
100.28 |
|
| S4 |
98.12 |
98.59 |
100.09 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.84 |
112.81 |
102.27 |
|
| R3 |
108.98 |
106.95 |
100.66 |
|
| R2 |
103.12 |
103.12 |
100.12 |
|
| R1 |
101.09 |
101.09 |
99.59 |
102.11 |
| PP |
97.26 |
97.26 |
97.26 |
97.77 |
| S1 |
95.23 |
95.23 |
98.51 |
96.25 |
| S2 |
91.40 |
91.40 |
97.98 |
|
| S3 |
85.54 |
89.37 |
97.44 |
|
| S4 |
79.68 |
83.51 |
95.83 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.51 |
|
2.618 |
102.35 |
|
1.618 |
101.64 |
|
1.000 |
101.20 |
|
0.618 |
100.93 |
|
HIGH |
100.49 |
|
0.618 |
100.22 |
|
0.500 |
100.14 |
|
0.382 |
100.05 |
|
LOW |
99.78 |
|
0.618 |
99.34 |
|
1.000 |
99.07 |
|
1.618 |
98.63 |
|
2.618 |
97.92 |
|
4.250 |
96.76 |
|
|
| Fisher Pivots for day following 27-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.37 |
100.09 |
| PP |
100.25 |
99.71 |
| S1 |
100.14 |
99.32 |
|