NYMEX Light Sweet Crude Oil Future March 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 |
99.90 |
98.21 |
-1.69 |
-1.7% |
101.60 |
High |
99.92 |
101.60 |
1.68 |
1.7% |
102.68 |
Low |
97.94 |
98.03 |
0.09 |
0.1% |
97.78 |
Close |
98.18 |
100.48 |
2.30 |
2.3% |
99.75 |
Range |
1.98 |
3.57 |
1.59 |
80.3% |
4.90 |
ATR |
2.58 |
2.65 |
0.07 |
2.7% |
0.00 |
Volume |
55,664 |
53,778 |
-1,886 |
-3.4% |
253,003 |
|
Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.75 |
109.18 |
102.44 |
|
R3 |
107.18 |
105.61 |
101.46 |
|
R2 |
103.61 |
103.61 |
101.13 |
|
R1 |
102.04 |
102.04 |
100.81 |
102.83 |
PP |
100.04 |
100.04 |
100.04 |
100.43 |
S1 |
98.47 |
98.47 |
100.15 |
99.26 |
S2 |
96.47 |
96.47 |
99.83 |
|
S3 |
92.90 |
94.90 |
99.50 |
|
S4 |
89.33 |
91.33 |
98.52 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.77 |
112.16 |
102.45 |
|
R3 |
109.87 |
107.26 |
101.10 |
|
R2 |
104.97 |
104.97 |
100.65 |
|
R1 |
102.36 |
102.36 |
100.20 |
101.22 |
PP |
100.07 |
100.07 |
100.07 |
99.50 |
S1 |
97.46 |
97.46 |
99.30 |
96.32 |
S2 |
95.17 |
95.17 |
98.85 |
|
S3 |
90.27 |
92.56 |
98.40 |
|
S4 |
85.37 |
87.66 |
97.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.28 |
97.78 |
4.50 |
4.5% |
2.83 |
2.8% |
60% |
False |
False |
58,547 |
10 |
102.68 |
97.78 |
4.90 |
4.9% |
2.42 |
2.4% |
55% |
False |
False |
49,510 |
20 |
103.20 |
95.30 |
7.90 |
7.9% |
2.71 |
2.7% |
66% |
False |
False |
47,528 |
40 |
103.20 |
84.69 |
18.51 |
18.4% |
2.69 |
2.7% |
85% |
False |
False |
40,541 |
60 |
103.20 |
75.90 |
27.30 |
27.2% |
2.82 |
2.8% |
90% |
False |
False |
33,087 |
80 |
103.20 |
75.90 |
27.30 |
27.2% |
2.70 |
2.7% |
90% |
False |
False |
28,032 |
100 |
103.20 |
75.90 |
27.30 |
27.2% |
2.81 |
2.8% |
90% |
False |
False |
24,082 |
120 |
103.20 |
75.90 |
27.30 |
27.2% |
2.62 |
2.6% |
90% |
False |
False |
21,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.77 |
2.618 |
110.95 |
1.618 |
107.38 |
1.000 |
105.17 |
0.618 |
103.81 |
HIGH |
101.60 |
0.618 |
100.24 |
0.500 |
99.82 |
0.382 |
99.39 |
LOW |
98.03 |
0.618 |
95.82 |
1.000 |
94.46 |
1.618 |
92.25 |
2.618 |
88.68 |
4.250 |
82.86 |
|
|
Fisher Pivots for day following 13-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
100.26 |
100.22 |
PP |
100.04 |
99.95 |
S1 |
99.82 |
99.69 |
|