NYMEX Light Sweet Crude Oil Future May 2012
Trading Metrics calculated at close of trading on 22-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
98.22 |
99.38 |
1.16 |
1.2% |
99.83 |
High |
99.38 |
100.32 |
0.94 |
0.9% |
101.69 |
Low |
97.40 |
98.89 |
1.49 |
1.5% |
93.52 |
Close |
99.10 |
99.93 |
0.83 |
0.8% |
94.39 |
Range |
1.98 |
1.43 |
-0.55 |
-27.8% |
8.17 |
ATR |
2.45 |
2.38 |
-0.07 |
-3.0% |
0.00 |
Volume |
14,694 |
19,152 |
4,458 |
30.3% |
100,389 |
|
Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.00 |
103.40 |
100.72 |
|
R3 |
102.57 |
101.97 |
100.32 |
|
R2 |
101.14 |
101.14 |
100.19 |
|
R1 |
100.54 |
100.54 |
100.06 |
100.84 |
PP |
99.71 |
99.71 |
99.71 |
99.87 |
S1 |
99.11 |
99.11 |
99.80 |
99.41 |
S2 |
98.28 |
98.28 |
99.67 |
|
S3 |
96.85 |
97.68 |
99.54 |
|
S4 |
95.42 |
96.25 |
99.14 |
|
|
Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.04 |
115.89 |
98.88 |
|
R3 |
112.87 |
107.72 |
96.64 |
|
R2 |
104.70 |
104.70 |
95.89 |
|
R1 |
99.55 |
99.55 |
95.14 |
98.04 |
PP |
96.53 |
96.53 |
96.53 |
95.78 |
S1 |
91.38 |
91.38 |
93.64 |
89.87 |
S2 |
88.36 |
88.36 |
92.89 |
|
S3 |
80.19 |
83.21 |
92.14 |
|
S4 |
72.02 |
75.04 |
89.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.32 |
93.52 |
6.80 |
6.8% |
1.90 |
1.9% |
94% |
True |
False |
16,897 |
10 |
101.69 |
93.52 |
8.17 |
8.2% |
2.42 |
2.4% |
78% |
False |
False |
18,512 |
20 |
102.45 |
93.52 |
8.93 |
8.9% |
2.29 |
2.3% |
72% |
False |
False |
16,544 |
40 |
102.80 |
88.58 |
14.22 |
14.2% |
2.22 |
2.2% |
80% |
False |
False |
15,039 |
60 |
102.80 |
76.44 |
26.36 |
26.4% |
2.36 |
2.4% |
89% |
False |
False |
13,335 |
80 |
102.80 |
76.44 |
26.36 |
26.4% |
2.36 |
2.4% |
89% |
False |
False |
11,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.40 |
2.618 |
104.06 |
1.618 |
102.63 |
1.000 |
101.75 |
0.618 |
101.20 |
HIGH |
100.32 |
0.618 |
99.77 |
0.500 |
99.61 |
0.382 |
99.44 |
LOW |
98.89 |
0.618 |
98.01 |
1.000 |
97.46 |
1.618 |
96.58 |
2.618 |
95.15 |
4.250 |
92.81 |
|
|
Fisher Pivots for day following 22-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
99.82 |
99.16 |
PP |
99.71 |
98.39 |
S1 |
99.61 |
97.63 |
|