NYMEX Light Sweet Crude Oil Future May 2012
Trading Metrics calculated at close of trading on 29-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
101.53 |
100.26 |
-1.27 |
-1.3% |
94.68 |
High |
101.89 |
100.28 |
-1.61 |
-1.6% |
100.50 |
Low |
99.67 |
98.88 |
-0.79 |
-0.8% |
93.80 |
Close |
99.82 |
100.16 |
0.34 |
0.3% |
100.03 |
Range |
2.22 |
1.40 |
-0.82 |
-36.9% |
6.70 |
ATR |
2.24 |
2.18 |
-0.06 |
-2.7% |
0.00 |
Volume |
6,402 |
9,720 |
3,318 |
51.8% |
75,338 |
|
Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.97 |
103.47 |
100.93 |
|
R3 |
102.57 |
102.07 |
100.55 |
|
R2 |
101.17 |
101.17 |
100.42 |
|
R1 |
100.67 |
100.67 |
100.29 |
100.22 |
PP |
99.77 |
99.77 |
99.77 |
99.55 |
S1 |
99.27 |
99.27 |
100.03 |
98.82 |
S2 |
98.37 |
98.37 |
99.90 |
|
S3 |
96.97 |
97.87 |
99.78 |
|
S4 |
95.57 |
96.47 |
99.39 |
|
|
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 |
98.88 |
3.12 |
3.1% |
1.54 |
1.5% |
41% |
False |
True |
11,088 |
10 |
102.00 |
93.52 |
8.48 |
8.5% |
1.80 |
1.8% |
78% |
False |
False |
13,838 |
20 |
102.45 |
93.52 |
8.93 |
8.9% |
2.13 |
2.1% |
74% |
False |
False |
16,038 |
40 |
102.80 |
90.61 |
12.19 |
12.2% |
2.17 |
2.2% |
78% |
False |
False |
14,740 |
60 |
102.80 |
78.34 |
24.46 |
24.4% |
2.27 |
2.3% |
89% |
False |
False |
13,593 |
80 |
102.80 |
76.44 |
26.36 |
26.3% |
2.35 |
2.3% |
90% |
False |
False |
11,778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.23 |
2.618 |
103.95 |
1.618 |
102.55 |
1.000 |
101.68 |
0.618 |
101.15 |
HIGH |
100.28 |
0.618 |
99.75 |
0.500 |
99.58 |
0.382 |
99.41 |
LOW |
98.88 |
0.618 |
98.01 |
1.000 |
97.48 |
1.618 |
96.61 |
2.618 |
95.21 |
4.250 |
92.93 |
|
|
Fisher Pivots for day following 29-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
99.97 |
100.44 |
PP |
99.77 |
100.35 |
S1 |
99.58 |
100.25 |
|