NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
98.50 |
100.58 |
2.08 |
2.1% |
101.46 |
| High |
101.69 |
100.61 |
-1.08 |
-1.1% |
102.45 |
| Low |
98.50 |
95.02 |
-3.48 |
-3.5% |
98.09 |
| Close |
100.72 |
95.72 |
-5.00 |
-5.0% |
99.93 |
| Range |
3.19 |
5.59 |
2.40 |
75.2% |
4.36 |
| ATR |
2.34 |
2.58 |
0.24 |
10.2% |
0.00 |
| Volume |
16,038 |
24,628 |
8,590 |
53.6% |
90,793 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.89 |
110.39 |
98.79 |
|
| R3 |
108.30 |
104.80 |
97.26 |
|
| R2 |
102.71 |
102.71 |
96.74 |
|
| R1 |
99.21 |
99.21 |
96.23 |
98.17 |
| PP |
97.12 |
97.12 |
97.12 |
96.59 |
| S1 |
93.62 |
93.62 |
95.21 |
92.58 |
| S2 |
91.53 |
91.53 |
94.70 |
|
| S3 |
85.94 |
88.03 |
94.18 |
|
| S4 |
80.35 |
82.44 |
92.65 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.24 |
110.94 |
102.33 |
|
| R3 |
108.88 |
106.58 |
101.13 |
|
| R2 |
104.52 |
104.52 |
100.73 |
|
| R1 |
102.22 |
102.22 |
100.33 |
101.19 |
| PP |
100.16 |
100.16 |
100.16 |
99.64 |
| S1 |
97.86 |
97.86 |
99.53 |
96.83 |
| S2 |
95.80 |
95.80 |
99.13 |
|
| S3 |
91.44 |
93.50 |
98.73 |
|
| S4 |
87.08 |
89.14 |
97.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.13 |
95.02 |
7.11 |
7.4% |
3.21 |
3.3% |
10% |
False |
True |
23,009 |
| 10 |
102.45 |
95.02 |
7.43 |
7.8% |
2.45 |
2.6% |
9% |
False |
True |
18,237 |
| 20 |
102.80 |
95.02 |
7.78 |
8.1% |
2.53 |
2.6% |
9% |
False |
True |
16,230 |
| 40 |
102.80 |
84.95 |
17.85 |
18.6% |
2.35 |
2.5% |
60% |
False |
False |
14,501 |
| 60 |
102.80 |
76.44 |
26.36 |
27.5% |
2.52 |
2.6% |
73% |
False |
False |
12,286 |
| 80 |
102.80 |
76.44 |
26.36 |
27.5% |
2.34 |
2.4% |
73% |
False |
False |
10,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.37 |
|
2.618 |
115.24 |
|
1.618 |
109.65 |
|
1.000 |
106.20 |
|
0.618 |
104.06 |
|
HIGH |
100.61 |
|
0.618 |
98.47 |
|
0.500 |
97.82 |
|
0.382 |
97.16 |
|
LOW |
95.02 |
|
0.618 |
91.57 |
|
1.000 |
89.43 |
|
1.618 |
85.98 |
|
2.618 |
80.39 |
|
4.250 |
71.26 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.82 |
98.36 |
| PP |
97.12 |
97.48 |
| S1 |
96.42 |
96.60 |
|