NYMEX Light Sweet Crude Oil Future March 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 |
99.16 |
99.50 |
0.34 |
0.3% |
93.96 |
High |
100.19 |
100.38 |
0.19 |
0.2% |
100.38 |
Low |
98.70 |
99.45 |
0.75 |
0.8% |
93.00 |
Close |
99.70 |
99.83 |
0.13 |
0.1% |
99.83 |
Range |
1.49 |
0.93 |
-0.56 |
-37.6% |
7.38 |
ATR |
2.68 |
2.56 |
-0.13 |
-4.7% |
0.00 |
Volume |
53,947 |
34,344 |
-19,603 |
-36.3% |
207,783 |
|
Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.68 |
102.18 |
100.34 |
|
R3 |
101.75 |
101.25 |
100.09 |
|
R2 |
100.82 |
100.82 |
100.00 |
|
R1 |
100.32 |
100.32 |
99.92 |
100.57 |
PP |
99.89 |
99.89 |
99.89 |
100.01 |
S1 |
99.39 |
99.39 |
99.74 |
99.64 |
S2 |
98.96 |
98.96 |
99.66 |
|
S3 |
98.03 |
98.46 |
99.57 |
|
S4 |
97.10 |
97.53 |
99.32 |
|
|
Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.88 |
117.23 |
103.89 |
|
R3 |
112.50 |
109.85 |
101.86 |
|
R2 |
105.12 |
105.12 |
101.18 |
|
R1 |
102.47 |
102.47 |
100.51 |
103.80 |
PP |
97.74 |
97.74 |
97.74 |
98.40 |
S1 |
95.09 |
95.09 |
99.15 |
96.42 |
S2 |
90.36 |
90.36 |
98.48 |
|
S3 |
82.98 |
87.71 |
97.80 |
|
S4 |
75.60 |
80.33 |
95.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.38 |
93.00 |
7.38 |
7.4% |
1.98 |
2.0% |
93% |
True |
False |
41,556 |
10 |
101.60 |
92.95 |
8.65 |
8.7% |
2.62 |
2.6% |
80% |
False |
False |
50,832 |
20 |
102.68 |
92.95 |
9.73 |
9.7% |
2.55 |
2.6% |
71% |
False |
False |
48,183 |
40 |
103.20 |
88.85 |
14.35 |
14.4% |
2.57 |
2.6% |
77% |
False |
False |
43,453 |
60 |
103.20 |
75.90 |
27.30 |
27.3% |
2.69 |
2.7% |
88% |
False |
False |
37,815 |
80 |
103.20 |
75.90 |
27.30 |
27.3% |
2.75 |
2.7% |
88% |
False |
False |
32,202 |
100 |
103.20 |
75.90 |
27.30 |
27.3% |
2.84 |
2.8% |
88% |
False |
False |
27,602 |
120 |
103.20 |
75.90 |
27.30 |
27.3% |
2.70 |
2.7% |
88% |
False |
False |
24,002 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.33 |
2.618 |
102.81 |
1.618 |
101.88 |
1.000 |
101.31 |
0.618 |
100.95 |
HIGH |
100.38 |
0.618 |
100.02 |
0.500 |
99.92 |
0.382 |
99.81 |
LOW |
99.45 |
0.618 |
98.88 |
1.000 |
98.52 |
1.618 |
97.95 |
2.618 |
97.02 |
4.250 |
95.50 |
|
|
Fisher Pivots for day following 23-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
99.92 |
99.45 |
PP |
99.89 |
99.07 |
S1 |
99.86 |
98.70 |
|