NYMEX Light Sweet Crude Oil Future April 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 |
101.38 |
100.00 |
-1.38 |
-1.4% |
94.19 |
| High |
101.89 |
100.23 |
-1.66 |
-1.6% |
100.50 |
| Low |
99.43 |
98.70 |
-0.73 |
-0.7% |
93.29 |
| Close |
99.70 |
100.01 |
0.31 |
0.3% |
99.98 |
| Range |
2.46 |
1.53 |
-0.93 |
-37.8% |
7.21 |
| ATR |
2.41 |
2.35 |
-0.06 |
-2.6% |
0.00 |
| Volume |
13,264 |
15,305 |
2,041 |
15.4% |
111,709 |
|
| Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.24 |
103.65 |
100.85 |
|
| R3 |
102.71 |
102.12 |
100.43 |
|
| R2 |
101.18 |
101.18 |
100.29 |
|
| R1 |
100.59 |
100.59 |
100.15 |
100.89 |
| PP |
99.65 |
99.65 |
99.65 |
99.79 |
| S1 |
99.06 |
99.06 |
99.87 |
99.36 |
| S2 |
98.12 |
98.12 |
99.73 |
|
| S3 |
96.59 |
97.53 |
99.59 |
|
| S4 |
95.06 |
96.00 |
99.17 |
|
|
| 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 |
98.70 |
3.31 |
3.3% |
1.74 |
1.7% |
40% |
False |
True |
17,633 |
| 10 |
102.01 |
93.27 |
8.74 |
8.7% |
2.04 |
2.0% |
77% |
False |
False |
20,315 |
| 20 |
102.55 |
93.27 |
9.28 |
9.3% |
2.30 |
2.3% |
73% |
False |
False |
22,881 |
| 40 |
103.08 |
90.40 |
12.68 |
12.7% |
2.37 |
2.4% |
76% |
False |
False |
19,780 |
| 60 |
103.08 |
78.03 |
25.05 |
25.0% |
2.43 |
2.4% |
88% |
False |
False |
17,623 |
| 80 |
103.08 |
76.15 |
26.93 |
26.9% |
2.55 |
2.6% |
89% |
False |
False |
15,083 |
| 100 |
103.08 |
76.15 |
26.93 |
26.9% |
2.57 |
2.6% |
89% |
False |
False |
13,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.73 |
|
2.618 |
104.24 |
|
1.618 |
102.71 |
|
1.000 |
101.76 |
|
0.618 |
101.18 |
|
HIGH |
100.23 |
|
0.618 |
99.65 |
|
0.500 |
99.47 |
|
0.382 |
99.28 |
|
LOW |
98.70 |
|
0.618 |
97.75 |
|
1.000 |
97.17 |
|
1.618 |
96.22 |
|
2.618 |
94.69 |
|
4.250 |
92.20 |
|
|
| Fisher Pivots for day following 29-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.83 |
100.36 |
| PP |
99.65 |
100.24 |
| S1 |
99.47 |
100.13 |
|