NYMEX Light Sweet Crude Oil Future April 2012
Trading Metrics calculated at close of trading on 28-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
100.10 |
101.38 |
1.28 |
1.3% |
94.19 |
High |
102.01 |
101.89 |
-0.12 |
-0.1% |
100.50 |
Low |
99.67 |
99.43 |
-0.24 |
-0.2% |
93.29 |
Close |
101.60 |
99.70 |
-1.90 |
-1.9% |
99.98 |
Range |
2.34 |
2.46 |
0.12 |
5.1% |
7.21 |
ATR |
2.41 |
2.41 |
0.00 |
0.1% |
0.00 |
Volume |
8,766 |
13,264 |
4,498 |
51.3% |
111,709 |
|
Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.72 |
106.17 |
101.05 |
|
R3 |
105.26 |
103.71 |
100.38 |
|
R2 |
102.80 |
102.80 |
100.15 |
|
R1 |
101.25 |
101.25 |
99.93 |
100.80 |
PP |
100.34 |
100.34 |
100.34 |
100.11 |
S1 |
98.79 |
98.79 |
99.47 |
98.34 |
S2 |
97.88 |
97.88 |
99.25 |
|
S3 |
95.42 |
96.33 |
99.02 |
|
S4 |
92.96 |
93.87 |
98.35 |
|
|
Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.55 |
116.98 |
103.95 |
|
R3 |
112.34 |
109.77 |
101.96 |
|
R2 |
105.13 |
105.13 |
101.30 |
|
R1 |
102.56 |
102.56 |
100.64 |
103.85 |
PP |
97.92 |
97.92 |
97.92 |
98.57 |
S1 |
95.35 |
95.35 |
99.32 |
96.64 |
S2 |
90.71 |
90.71 |
98.66 |
|
S3 |
83.50 |
88.14 |
98.00 |
|
S4 |
76.29 |
80.93 |
96.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.01 |
97.19 |
4.82 |
4.8% |
1.89 |
1.9% |
52% |
False |
False |
18,955 |
10 |
102.01 |
93.27 |
8.74 |
8.8% |
2.44 |
2.5% |
74% |
False |
False |
22,434 |
20 |
102.55 |
93.27 |
9.28 |
9.3% |
2.35 |
2.4% |
69% |
False |
False |
22,999 |
40 |
103.08 |
89.34 |
13.74 |
13.8% |
2.39 |
2.4% |
75% |
False |
False |
19,566 |
60 |
103.08 |
76.15 |
26.93 |
27.0% |
2.45 |
2.5% |
87% |
False |
False |
17,460 |
80 |
103.08 |
76.15 |
26.93 |
27.0% |
2.57 |
2.6% |
87% |
False |
False |
14,977 |
100 |
103.08 |
76.15 |
26.93 |
27.0% |
2.59 |
2.6% |
87% |
False |
False |
13,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.35 |
2.618 |
108.33 |
1.618 |
105.87 |
1.000 |
104.35 |
0.618 |
103.41 |
HIGH |
101.89 |
0.618 |
100.95 |
0.500 |
100.66 |
0.382 |
100.37 |
LOW |
99.43 |
0.618 |
97.91 |
1.000 |
96.97 |
1.618 |
95.45 |
2.618 |
92.99 |
4.250 |
88.98 |
|
|
Fisher Pivots for day following 28-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
100.66 |
100.72 |
PP |
100.34 |
100.38 |
S1 |
100.02 |
100.04 |
|