NYMEX Light Sweet Crude Oil Future February 2012
Trading Metrics calculated at close of trading on 29-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
101.30 |
99.59 |
-1.71 |
-1.7% |
93.77 |
High |
101.71 |
99.92 |
-1.79 |
-1.8% |
100.23 |
Low |
99.11 |
98.30 |
-0.81 |
-0.8% |
92.77 |
Close |
99.36 |
99.65 |
0.29 |
0.3% |
99.68 |
Range |
2.60 |
1.62 |
-0.98 |
-37.7% |
7.46 |
ATR |
2.61 |
2.54 |
-0.07 |
-2.7% |
0.00 |
Volume |
152,171 |
141,165 |
-11,006 |
-7.2% |
863,489 |
|
Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.15 |
103.52 |
100.54 |
|
R3 |
102.53 |
101.90 |
100.10 |
|
R2 |
100.91 |
100.91 |
99.95 |
|
R1 |
100.28 |
100.28 |
99.80 |
100.60 |
PP |
99.29 |
99.29 |
99.29 |
99.45 |
S1 |
98.66 |
98.66 |
99.50 |
98.98 |
S2 |
97.67 |
97.67 |
99.35 |
|
S3 |
96.05 |
97.04 |
99.20 |
|
S4 |
94.43 |
95.42 |
98.76 |
|
|
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 |
98.30 |
3.47 |
3.5% |
1.83 |
1.8% |
39% |
False |
True |
124,520 |
10 |
101.77 |
92.70 |
9.07 |
9.1% |
2.18 |
2.2% |
77% |
False |
False |
154,038 |
20 |
102.56 |
92.70 |
9.86 |
9.9% |
2.48 |
2.5% |
70% |
False |
False |
120,325 |
40 |
103.28 |
90.68 |
12.60 |
12.6% |
2.64 |
2.7% |
71% |
False |
False |
87,880 |
60 |
103.28 |
77.57 |
25.71 |
25.8% |
2.72 |
2.7% |
86% |
False |
False |
70,130 |
80 |
103.28 |
75.66 |
27.62 |
27.7% |
2.82 |
2.8% |
87% |
False |
False |
56,455 |
100 |
103.28 |
75.66 |
27.62 |
27.7% |
2.83 |
2.8% |
87% |
False |
False |
46,933 |
120 |
103.28 |
75.66 |
27.62 |
27.7% |
2.82 |
2.8% |
87% |
False |
False |
40,025 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.81 |
2.618 |
104.16 |
1.618 |
102.54 |
1.000 |
101.54 |
0.618 |
100.92 |
HIGH |
99.92 |
0.618 |
99.30 |
0.500 |
99.11 |
0.382 |
98.92 |
LOW |
98.30 |
0.618 |
97.30 |
1.000 |
96.68 |
1.618 |
95.68 |
2.618 |
94.06 |
4.250 |
91.42 |
|
|
Fisher Pivots for day following 29-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
99.47 |
100.04 |
PP |
99.29 |
99.91 |
S1 |
99.11 |
99.78 |
|