NYMEX Light Sweet Crude Oil Future February 2012
Trading Metrics calculated at close of trading on 13-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
99.76 |
98.06 |
-1.70 |
-1.7% |
101.30 |
High |
99.87 |
101.45 |
1.58 |
1.6% |
102.56 |
Low |
97.74 |
97.86 |
0.12 |
0.1% |
97.57 |
Close |
97.99 |
100.32 |
2.33 |
2.4% |
99.60 |
Range |
2.13 |
3.59 |
1.46 |
68.5% |
4.99 |
ATR |
2.66 |
2.73 |
0.07 |
2.5% |
0.00 |
Volume |
104,880 |
90,872 |
-14,008 |
-13.4% |
369,832 |
|
Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.65 |
109.07 |
102.29 |
|
R3 |
107.06 |
105.48 |
101.31 |
|
R2 |
103.47 |
103.47 |
100.98 |
|
R1 |
101.89 |
101.89 |
100.65 |
102.68 |
PP |
99.88 |
99.88 |
99.88 |
100.27 |
S1 |
98.30 |
98.30 |
99.99 |
99.09 |
S2 |
96.29 |
96.29 |
99.66 |
|
S3 |
92.70 |
94.71 |
99.33 |
|
S4 |
89.11 |
91.12 |
98.35 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.88 |
112.23 |
102.34 |
|
R3 |
109.89 |
107.24 |
100.97 |
|
R2 |
104.90 |
104.90 |
100.51 |
|
R1 |
102.25 |
102.25 |
100.06 |
101.08 |
PP |
99.91 |
99.91 |
99.91 |
99.33 |
S1 |
97.26 |
97.26 |
99.14 |
96.09 |
S2 |
94.92 |
94.92 |
98.69 |
|
S3 |
89.93 |
92.27 |
98.23 |
|
S4 |
84.94 |
87.28 |
96.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.09 |
97.57 |
4.52 |
4.5% |
2.89 |
2.9% |
61% |
False |
False |
91,925 |
10 |
102.56 |
97.57 |
4.99 |
5.0% |
2.46 |
2.5% |
55% |
False |
False |
78,384 |
20 |
103.28 |
95.16 |
8.12 |
8.1% |
2.77 |
2.8% |
64% |
False |
False |
72,260 |
40 |
103.28 |
84.57 |
18.71 |
18.7% |
2.79 |
2.8% |
84% |
False |
False |
57,035 |
60 |
103.28 |
75.66 |
27.62 |
27.5% |
2.92 |
2.9% |
89% |
False |
False |
44,962 |
80 |
103.28 |
75.66 |
27.62 |
27.5% |
2.79 |
2.8% |
89% |
False |
False |
36,442 |
100 |
103.28 |
75.66 |
27.62 |
27.5% |
2.88 |
2.9% |
89% |
False |
False |
30,596 |
120 |
103.28 |
75.66 |
27.62 |
27.5% |
2.75 |
2.7% |
89% |
False |
False |
26,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.71 |
2.618 |
110.85 |
1.618 |
107.26 |
1.000 |
105.04 |
0.618 |
103.67 |
HIGH |
101.45 |
0.618 |
100.08 |
0.500 |
99.66 |
0.382 |
99.23 |
LOW |
97.86 |
0.618 |
95.64 |
1.000 |
94.27 |
1.618 |
92.05 |
2.618 |
88.46 |
4.250 |
82.60 |
|
|
Fisher Pivots for day following 13-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
100.10 |
100.05 |
PP |
99.88 |
99.78 |
S1 |
99.66 |
99.51 |
|