NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 19-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
94.02 |
93.96 |
-0.06 |
-0.1% |
99.90 |
| High |
95.15 |
94.81 |
-0.34 |
-0.4% |
101.60 |
| Low |
92.95 |
93.00 |
0.05 |
0.1% |
92.95 |
| Close |
93.98 |
94.25 |
0.27 |
0.3% |
93.98 |
| Range |
2.20 |
1.81 |
-0.39 |
-17.7% |
8.65 |
| ATR |
2.82 |
2.75 |
-0.07 |
-2.6% |
0.00 |
| Volume |
43,529 |
41,176 |
-2,353 |
-5.4% |
300,539 |
|
| Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.45 |
98.66 |
95.25 |
|
| R3 |
97.64 |
96.85 |
94.75 |
|
| R2 |
95.83 |
95.83 |
94.58 |
|
| R1 |
95.04 |
95.04 |
94.42 |
95.44 |
| PP |
94.02 |
94.02 |
94.02 |
94.22 |
| S1 |
93.23 |
93.23 |
94.08 |
93.63 |
| S2 |
92.21 |
92.21 |
93.92 |
|
| S3 |
90.40 |
91.42 |
93.75 |
|
| S4 |
88.59 |
89.61 |
93.25 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.13 |
116.70 |
98.74 |
|
| R3 |
113.48 |
108.05 |
96.36 |
|
| R2 |
104.83 |
104.83 |
95.57 |
|
| R1 |
99.40 |
99.40 |
94.77 |
97.79 |
| PP |
96.18 |
96.18 |
96.18 |
95.37 |
| S1 |
90.75 |
90.75 |
93.19 |
89.14 |
| S2 |
87.53 |
87.53 |
92.39 |
|
| S3 |
78.88 |
82.10 |
91.60 |
|
| S4 |
70.23 |
73.45 |
89.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.60 |
92.95 |
8.65 |
9.2% |
3.21 |
3.4% |
15% |
False |
False |
57,210 |
| 10 |
102.28 |
92.95 |
9.33 |
9.9% |
2.78 |
3.0% |
14% |
False |
False |
55,886 |
| 20 |
102.68 |
92.95 |
9.73 |
10.3% |
2.60 |
2.8% |
13% |
False |
False |
48,979 |
| 40 |
103.20 |
87.40 |
15.80 |
16.8% |
2.70 |
2.9% |
43% |
False |
False |
44,265 |
| 60 |
103.20 |
75.90 |
27.30 |
29.0% |
2.80 |
3.0% |
67% |
False |
False |
36,047 |
| 80 |
103.20 |
75.90 |
27.30 |
29.0% |
2.74 |
2.9% |
67% |
False |
False |
30,520 |
| 100 |
103.20 |
75.90 |
27.30 |
29.0% |
2.87 |
3.0% |
67% |
False |
False |
26,127 |
| 120 |
103.20 |
75.90 |
27.30 |
29.0% |
2.67 |
2.8% |
67% |
False |
False |
22,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.50 |
|
2.618 |
99.55 |
|
1.618 |
97.74 |
|
1.000 |
96.62 |
|
0.618 |
95.93 |
|
HIGH |
94.81 |
|
0.618 |
94.12 |
|
0.500 |
93.91 |
|
0.382 |
93.69 |
|
LOW |
93.00 |
|
0.618 |
91.88 |
|
1.000 |
91.19 |
|
1.618 |
90.07 |
|
2.618 |
88.26 |
|
4.250 |
85.31 |
|
|
| Fisher Pivots for day following 19-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.14 |
94.69 |
| PP |
94.02 |
94.54 |
| S1 |
93.91 |
94.40 |
|