NYMEX Light Sweet Crude Oil Future March 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 |
101.44 |
99.76 |
-1.68 |
-1.7% |
93.96 |
High |
101.82 |
100.07 |
-1.75 |
-1.7% |
100.38 |
Low |
99.25 |
98.45 |
-0.80 |
-0.8% |
93.00 |
Close |
99.51 |
99.82 |
0.31 |
0.3% |
99.83 |
Range |
2.57 |
1.62 |
-0.95 |
-37.0% |
7.38 |
ATR |
2.55 |
2.48 |
-0.07 |
-2.6% |
0.00 |
Volume |
34,297 |
42,109 |
7,812 |
22.8% |
207,783 |
|
Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.31 |
103.68 |
100.71 |
|
R3 |
102.69 |
102.06 |
100.27 |
|
R2 |
101.07 |
101.07 |
100.12 |
|
R1 |
100.44 |
100.44 |
99.97 |
100.76 |
PP |
99.45 |
99.45 |
99.45 |
99.60 |
S1 |
98.82 |
98.82 |
99.67 |
99.14 |
S2 |
97.83 |
97.83 |
99.52 |
|
S3 |
96.21 |
97.20 |
99.37 |
|
S4 |
94.59 |
95.58 |
98.93 |
|
|
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 |
101.88 |
98.45 |
3.43 |
3.4% |
1.79 |
1.8% |
40% |
False |
True |
37,546 |
10 |
101.88 |
92.95 |
8.93 |
8.9% |
2.13 |
2.1% |
77% |
False |
False |
41,637 |
20 |
102.68 |
92.95 |
9.73 |
9.7% |
2.43 |
2.4% |
71% |
False |
False |
47,340 |
40 |
103.20 |
90.50 |
12.70 |
12.7% |
2.55 |
2.6% |
73% |
False |
False |
43,872 |
60 |
103.20 |
77.76 |
25.44 |
25.5% |
2.63 |
2.6% |
87% |
False |
False |
38,743 |
80 |
103.20 |
75.90 |
27.30 |
27.3% |
2.73 |
2.7% |
88% |
False |
False |
32,718 |
100 |
103.20 |
75.90 |
27.30 |
27.3% |
2.76 |
2.8% |
88% |
False |
False |
28,308 |
120 |
103.20 |
75.90 |
27.30 |
27.3% |
2.72 |
2.7% |
88% |
False |
False |
24,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.96 |
2.618 |
104.31 |
1.618 |
102.69 |
1.000 |
101.69 |
0.618 |
101.07 |
HIGH |
100.07 |
0.618 |
99.45 |
0.500 |
99.26 |
0.382 |
99.07 |
LOW |
98.45 |
0.618 |
97.45 |
1.000 |
96.83 |
1.618 |
95.83 |
2.618 |
94.21 |
4.250 |
91.57 |
|
|
Fisher Pivots for day following 29-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
99.63 |
100.17 |
PP |
99.45 |
100.05 |
S1 |
99.26 |
99.94 |
|