NYMEX Light Sweet Crude Oil Future April 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 |
100.00 |
100.19 |
0.19 |
0.2% |
100.10 |
High |
100.23 |
100.50 |
0.27 |
0.3% |
102.01 |
Low |
98.70 |
98.96 |
0.26 |
0.3% |
98.70 |
Close |
100.01 |
99.21 |
-0.80 |
-0.8% |
99.21 |
Range |
1.53 |
1.54 |
0.01 |
0.7% |
3.31 |
ATR |
2.35 |
2.29 |
-0.06 |
-2.5% |
0.00 |
Volume |
15,305 |
18,969 |
3,664 |
23.9% |
56,304 |
|
Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.18 |
103.23 |
100.06 |
|
R3 |
102.64 |
101.69 |
99.63 |
|
R2 |
101.10 |
101.10 |
99.49 |
|
R1 |
100.15 |
100.15 |
99.35 |
99.86 |
PP |
99.56 |
99.56 |
99.56 |
99.41 |
S1 |
98.61 |
98.61 |
99.07 |
98.32 |
S2 |
98.02 |
98.02 |
98.93 |
|
S3 |
96.48 |
97.07 |
98.79 |
|
S4 |
94.94 |
95.53 |
98.36 |
|
|
Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.90 |
107.87 |
101.03 |
|
R3 |
106.59 |
104.56 |
100.12 |
|
R2 |
103.28 |
103.28 |
99.82 |
|
R1 |
101.25 |
101.25 |
99.51 |
100.61 |
PP |
99.97 |
99.97 |
99.97 |
99.66 |
S1 |
97.94 |
97.94 |
98.91 |
97.30 |
S2 |
96.66 |
96.66 |
98.60 |
|
S3 |
93.35 |
94.63 |
98.30 |
|
S4 |
90.04 |
91.32 |
97.39 |
|
|
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% |
1.76 |
1.8% |
15% |
False |
False |
15,358 |
10 |
102.01 |
93.27 |
8.74 |
8.8% |
1.93 |
1.9% |
68% |
False |
False |
19,091 |
20 |
102.55 |
93.27 |
9.28 |
9.4% |
2.27 |
2.3% |
64% |
False |
False |
22,675 |
40 |
103.08 |
90.42 |
12.66 |
12.8% |
2.34 |
2.4% |
69% |
False |
False |
19,741 |
60 |
103.08 |
79.93 |
23.15 |
23.3% |
2.41 |
2.4% |
83% |
False |
False |
17,793 |
80 |
103.08 |
76.15 |
26.93 |
27.1% |
2.53 |
2.5% |
86% |
False |
False |
15,271 |
100 |
103.08 |
76.15 |
26.93 |
27.1% |
2.52 |
2.5% |
86% |
False |
False |
13,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.05 |
2.618 |
104.53 |
1.618 |
102.99 |
1.000 |
102.04 |
0.618 |
101.45 |
HIGH |
100.50 |
0.618 |
99.91 |
0.500 |
99.73 |
0.382 |
99.55 |
LOW |
98.96 |
0.618 |
98.01 |
1.000 |
97.42 |
1.618 |
96.47 |
2.618 |
94.93 |
4.250 |
92.42 |
|
|
Fisher Pivots for day following 30-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
99.73 |
100.30 |
PP |
99.56 |
99.93 |
S1 |
99.38 |
99.57 |
|