NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 27-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
100.04 |
99.86 |
-0.18 |
-0.2% |
94.68 |
| High |
100.50 |
102.00 |
1.50 |
1.5% |
100.50 |
| Low |
99.97 |
99.86 |
-0.11 |
-0.1% |
93.80 |
| Close |
100.03 |
101.62 |
1.59 |
1.6% |
100.03 |
| Range |
0.53 |
2.14 |
1.61 |
303.8% |
6.70 |
| ATR |
2.25 |
2.24 |
-0.01 |
-0.3% |
0.00 |
| Volume |
13,820 |
6,349 |
-7,471 |
-54.1% |
75,338 |
|
| Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.58 |
106.74 |
102.80 |
|
| R3 |
105.44 |
104.60 |
102.21 |
|
| R2 |
103.30 |
103.30 |
102.01 |
|
| R1 |
102.46 |
102.46 |
101.82 |
102.88 |
| PP |
101.16 |
101.16 |
101.16 |
101.37 |
| S1 |
100.32 |
100.32 |
101.42 |
100.74 |
| S2 |
99.02 |
99.02 |
101.23 |
|
| S3 |
96.88 |
98.18 |
101.03 |
|
| S4 |
94.74 |
96.04 |
100.44 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.21 |
115.82 |
103.72 |
|
| R3 |
111.51 |
109.12 |
101.87 |
|
| R2 |
104.81 |
104.81 |
101.26 |
|
| R1 |
102.42 |
102.42 |
100.64 |
103.62 |
| PP |
98.11 |
98.11 |
98.11 |
98.71 |
| S1 |
95.72 |
95.72 |
99.42 |
96.92 |
| S2 |
91.41 |
91.41 |
98.80 |
|
| S3 |
84.71 |
89.02 |
98.19 |
|
| S4 |
78.01 |
82.32 |
96.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.00 |
94.93 |
7.07 |
7.0% |
1.83 |
1.8% |
95% |
True |
False |
12,758 |
| 10 |
102.00 |
93.52 |
8.48 |
8.3% |
2.32 |
2.3% |
96% |
True |
False |
16,292 |
| 20 |
102.45 |
93.52 |
8.93 |
8.8% |
2.17 |
2.1% |
91% |
False |
False |
16,613 |
| 40 |
102.80 |
88.58 |
14.22 |
14.0% |
2.18 |
2.1% |
92% |
False |
False |
14,801 |
| 60 |
102.80 |
76.44 |
26.36 |
25.9% |
2.28 |
2.2% |
96% |
False |
False |
13,512 |
| 80 |
102.80 |
76.44 |
26.36 |
25.9% |
2.36 |
2.3% |
96% |
False |
False |
11,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.10 |
|
2.618 |
107.60 |
|
1.618 |
105.46 |
|
1.000 |
104.14 |
|
0.618 |
103.32 |
|
HIGH |
102.00 |
|
0.618 |
101.18 |
|
0.500 |
100.93 |
|
0.382 |
100.68 |
|
LOW |
99.86 |
|
0.618 |
98.54 |
|
1.000 |
97.72 |
|
1.618 |
96.40 |
|
2.618 |
94.26 |
|
4.250 |
90.77 |
|
|
| Fisher Pivots for day following 27-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
101.39 |
101.23 |
| PP |
101.16 |
100.84 |
| S1 |
100.93 |
100.45 |
|