NYMEX Light Sweet Crude Oil Future February 2012
Trading Metrics calculated at close of trading on 23-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
99.03 |
99.48 |
0.45 |
0.5% |
93.77 |
High |
100.05 |
100.23 |
0.18 |
0.2% |
100.23 |
Low |
98.51 |
99.24 |
0.73 |
0.7% |
92.77 |
Close |
99.53 |
99.68 |
0.15 |
0.2% |
99.68 |
Range |
1.54 |
0.99 |
-0.55 |
-35.7% |
7.46 |
ATR |
2.75 |
2.63 |
-0.13 |
-4.6% |
0.00 |
Volume |
141,275 |
79,010 |
-62,265 |
-44.1% |
863,489 |
|
Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.69 |
102.17 |
100.22 |
|
R3 |
101.70 |
101.18 |
99.95 |
|
R2 |
100.71 |
100.71 |
99.86 |
|
R1 |
100.19 |
100.19 |
99.77 |
100.45 |
PP |
99.72 |
99.72 |
99.72 |
99.85 |
S1 |
99.20 |
99.20 |
99.59 |
99.46 |
S2 |
98.73 |
98.73 |
99.50 |
|
S3 |
97.74 |
98.21 |
99.41 |
|
S4 |
96.75 |
97.22 |
99.14 |
|
|
Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.94 |
117.27 |
103.78 |
|
R3 |
112.48 |
109.81 |
101.73 |
|
R2 |
105.02 |
105.02 |
101.05 |
|
R1 |
102.35 |
102.35 |
100.36 |
103.69 |
PP |
97.56 |
97.56 |
97.56 |
98.23 |
S1 |
94.89 |
94.89 |
99.00 |
96.23 |
S2 |
90.10 |
90.10 |
98.31 |
|
S3 |
82.64 |
87.43 |
97.63 |
|
S4 |
75.18 |
79.97 |
95.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.23 |
92.77 |
7.46 |
7.5% |
2.05 |
2.1% |
93% |
True |
False |
172,697 |
10 |
101.45 |
92.70 |
8.75 |
8.8% |
2.69 |
2.7% |
80% |
False |
False |
149,058 |
20 |
102.56 |
92.70 |
9.86 |
9.9% |
2.61 |
2.6% |
71% |
False |
False |
109,390 |
40 |
103.28 |
88.96 |
14.32 |
14.4% |
2.66 |
2.7% |
75% |
False |
False |
80,297 |
60 |
103.28 |
75.66 |
27.62 |
27.7% |
2.78 |
2.8% |
87% |
False |
False |
64,406 |
80 |
103.28 |
75.66 |
27.62 |
27.7% |
2.83 |
2.8% |
87% |
False |
False |
51,956 |
100 |
103.28 |
75.66 |
27.62 |
27.7% |
2.91 |
2.9% |
87% |
False |
False |
43,143 |
120 |
103.28 |
75.66 |
27.62 |
27.7% |
2.82 |
2.8% |
87% |
False |
False |
36,834 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.44 |
2.618 |
102.82 |
1.618 |
101.83 |
1.000 |
101.22 |
0.618 |
100.84 |
HIGH |
100.23 |
0.618 |
99.85 |
0.500 |
99.74 |
0.382 |
99.62 |
LOW |
99.24 |
0.618 |
98.63 |
1.000 |
98.25 |
1.618 |
97.64 |
2.618 |
96.65 |
4.250 |
95.03 |
|
|
Fisher Pivots for day following 23-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
99.74 |
99.29 |
PP |
99.72 |
98.90 |
S1 |
99.70 |
98.52 |
|