NYMEX Light Sweet Crude Oil Future February 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 |
99.48 |
99.92 |
0.44 |
0.4% |
93.77 |
High |
100.23 |
101.77 |
1.54 |
1.5% |
100.23 |
Low |
99.24 |
99.37 |
0.13 |
0.1% |
92.77 |
Close |
99.68 |
101.34 |
1.66 |
1.7% |
99.68 |
Range |
0.99 |
2.40 |
1.41 |
142.4% |
7.46 |
ATR |
2.63 |
2.61 |
-0.02 |
-0.6% |
0.00 |
Volume |
79,010 |
108,981 |
29,971 |
37.9% |
863,489 |
|
Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.03 |
107.08 |
102.66 |
|
R3 |
105.63 |
104.68 |
102.00 |
|
R2 |
103.23 |
103.23 |
101.78 |
|
R1 |
102.28 |
102.28 |
101.56 |
102.76 |
PP |
100.83 |
100.83 |
100.83 |
101.06 |
S1 |
99.88 |
99.88 |
101.12 |
100.36 |
S2 |
98.43 |
98.43 |
100.90 |
|
S3 |
96.03 |
97.48 |
100.68 |
|
S4 |
93.63 |
95.08 |
100.02 |
|
|
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 |
101.77 |
94.24 |
7.53 |
7.4% |
2.15 |
2.1% |
94% |
True |
False |
153,376 |
10 |
101.77 |
92.70 |
9.07 |
9.0% |
2.72 |
2.7% |
95% |
True |
False |
149,468 |
20 |
102.56 |
92.70 |
9.86 |
9.7% |
2.55 |
2.5% |
88% |
False |
False |
112,805 |
40 |
103.28 |
88.96 |
14.32 |
14.1% |
2.68 |
2.6% |
86% |
False |
False |
81,817 |
60 |
103.28 |
75.66 |
27.62 |
27.3% |
2.74 |
2.7% |
93% |
False |
False |
65,959 |
80 |
103.28 |
75.66 |
27.62 |
27.3% |
2.85 |
2.8% |
93% |
False |
False |
52,998 |
100 |
103.28 |
75.66 |
27.62 |
27.3% |
2.88 |
2.8% |
93% |
False |
False |
44,144 |
120 |
103.28 |
75.66 |
27.62 |
27.3% |
2.83 |
2.8% |
93% |
False |
False |
37,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.97 |
2.618 |
108.05 |
1.618 |
105.65 |
1.000 |
104.17 |
0.618 |
103.25 |
HIGH |
101.77 |
0.618 |
100.85 |
0.500 |
100.57 |
0.382 |
100.29 |
LOW |
99.37 |
0.618 |
97.89 |
1.000 |
96.97 |
1.618 |
95.49 |
2.618 |
93.09 |
4.250 |
89.17 |
|
|
Fisher Pivots for day following 27-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
101.08 |
100.94 |
PP |
100.83 |
100.54 |
S1 |
100.57 |
100.14 |
|