NYMEX Light Sweet Crude Oil Future March 2012
Trading Metrics calculated at close of trading on 30-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
99.76 |
100.01 |
0.25 |
0.3% |
99.94 |
High |
100.07 |
100.33 |
0.26 |
0.3% |
101.88 |
Low |
98.45 |
98.78 |
0.33 |
0.3% |
98.45 |
Close |
99.82 |
99.00 |
-0.82 |
-0.8% |
99.00 |
Range |
1.62 |
1.55 |
-0.07 |
-4.3% |
3.43 |
ATR |
2.48 |
2.41 |
-0.07 |
-2.7% |
0.00 |
Volume |
42,109 |
50,489 |
8,380 |
19.9% |
149,929 |
|
Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.02 |
103.06 |
99.85 |
|
R3 |
102.47 |
101.51 |
99.43 |
|
R2 |
100.92 |
100.92 |
99.28 |
|
R1 |
99.96 |
99.96 |
99.14 |
99.67 |
PP |
99.37 |
99.37 |
99.37 |
99.22 |
S1 |
98.41 |
98.41 |
98.86 |
98.12 |
S2 |
97.82 |
97.82 |
98.72 |
|
S3 |
96.27 |
96.86 |
98.57 |
|
S4 |
94.72 |
95.31 |
98.15 |
|
|
Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.07 |
107.96 |
100.89 |
|
R3 |
106.64 |
104.53 |
99.94 |
|
R2 |
103.21 |
103.21 |
99.63 |
|
R1 |
101.10 |
101.10 |
99.31 |
100.44 |
PP |
99.78 |
99.78 |
99.78 |
99.45 |
S1 |
97.67 |
97.67 |
98.69 |
97.01 |
S2 |
96.35 |
96.35 |
98.37 |
|
S3 |
92.92 |
94.24 |
98.06 |
|
S4 |
89.49 |
90.81 |
97.11 |
|
|
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 |
3.5% |
1.81 |
1.8% |
16% |
False |
False |
36,854 |
10 |
101.88 |
92.95 |
8.93 |
9.0% |
2.02 |
2.0% |
68% |
False |
False |
40,124 |
20 |
102.68 |
92.95 |
9.73 |
9.8% |
2.39 |
2.4% |
62% |
False |
False |
47,648 |
40 |
103.20 |
90.50 |
12.70 |
12.8% |
2.54 |
2.6% |
67% |
False |
False |
44,131 |
60 |
103.20 |
79.75 |
23.45 |
23.7% |
2.62 |
2.6% |
82% |
False |
False |
39,246 |
80 |
103.20 |
75.90 |
27.30 |
27.6% |
2.71 |
2.7% |
85% |
False |
False |
33,269 |
100 |
103.20 |
75.90 |
27.30 |
27.6% |
2.72 |
2.7% |
85% |
False |
False |
28,718 |
120 |
103.20 |
75.90 |
27.30 |
27.6% |
2.71 |
2.7% |
85% |
False |
False |
25,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.92 |
2.618 |
104.39 |
1.618 |
102.84 |
1.000 |
101.88 |
0.618 |
101.29 |
HIGH |
100.33 |
0.618 |
99.74 |
0.500 |
99.56 |
0.382 |
99.37 |
LOW |
98.78 |
0.618 |
97.82 |
1.000 |
97.23 |
1.618 |
96.27 |
2.618 |
94.72 |
4.250 |
92.19 |
|
|
Fisher Pivots for day following 30-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
99.56 |
100.14 |
PP |
99.37 |
99.76 |
S1 |
99.19 |
99.38 |
|