NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 28-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
99.86 |
101.53 |
1.67 |
1.7% |
94.68 |
| High |
102.00 |
101.89 |
-0.11 |
-0.1% |
100.50 |
| Low |
99.86 |
99.67 |
-0.19 |
-0.2% |
93.80 |
| Close |
101.62 |
99.82 |
-1.80 |
-1.8% |
100.03 |
| Range |
2.14 |
2.22 |
0.08 |
3.7% |
6.70 |
| ATR |
2.24 |
2.24 |
0.00 |
-0.1% |
0.00 |
| Volume |
6,349 |
6,402 |
53 |
0.8% |
75,338 |
|
| Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.12 |
105.69 |
101.04 |
|
| R3 |
104.90 |
103.47 |
100.43 |
|
| R2 |
102.68 |
102.68 |
100.23 |
|
| R1 |
101.25 |
101.25 |
100.02 |
100.86 |
| PP |
100.46 |
100.46 |
100.46 |
100.26 |
| S1 |
99.03 |
99.03 |
99.62 |
98.64 |
| S2 |
98.24 |
98.24 |
99.41 |
|
| S3 |
96.02 |
96.81 |
99.21 |
|
| S4 |
93.80 |
94.59 |
98.60 |
|
|
| 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 |
97.40 |
4.60 |
4.6% |
1.66 |
1.7% |
53% |
False |
False |
12,083 |
| 10 |
102.00 |
93.52 |
8.48 |
8.5% |
2.22 |
2.2% |
74% |
False |
False |
15,329 |
| 20 |
102.45 |
93.52 |
8.93 |
8.9% |
2.18 |
2.2% |
71% |
False |
False |
16,254 |
| 40 |
102.80 |
88.58 |
14.22 |
14.2% |
2.20 |
2.2% |
79% |
False |
False |
14,648 |
| 60 |
102.80 |
76.44 |
26.36 |
26.4% |
2.29 |
2.3% |
89% |
False |
False |
13,506 |
| 80 |
102.80 |
76.44 |
26.36 |
26.4% |
2.36 |
2.4% |
89% |
False |
False |
11,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.33 |
|
2.618 |
107.70 |
|
1.618 |
105.48 |
|
1.000 |
104.11 |
|
0.618 |
103.26 |
|
HIGH |
101.89 |
|
0.618 |
101.04 |
|
0.500 |
100.78 |
|
0.382 |
100.52 |
|
LOW |
99.67 |
|
0.618 |
98.30 |
|
1.000 |
97.45 |
|
1.618 |
96.08 |
|
2.618 |
93.86 |
|
4.250 |
90.24 |
|
|
| Fisher Pivots for day following 28-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.78 |
100.84 |
| PP |
100.46 |
100.50 |
| S1 |
100.14 |
100.16 |
|