NYMEX Light Sweet Crude Oil Future June 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 |
98.29 |
100.63 |
2.34 |
2.4% |
101.18 |
| High |
101.65 |
100.63 |
-1.02 |
-1.0% |
102.30 |
| Low |
98.28 |
95.00 |
-3.28 |
-3.3% |
98.07 |
| Close |
100.60 |
95.68 |
-4.92 |
-4.9% |
99.80 |
| Range |
3.37 |
5.63 |
2.26 |
67.1% |
4.23 |
| ATR |
2.45 |
2.68 |
0.23 |
9.3% |
0.00 |
| Volume |
24,516 |
42,114 |
17,598 |
71.8% |
150,117 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.99 |
110.47 |
98.78 |
|
| R3 |
108.36 |
104.84 |
97.23 |
|
| R2 |
102.73 |
102.73 |
96.71 |
|
| R1 |
99.21 |
99.21 |
96.20 |
98.16 |
| PP |
97.10 |
97.10 |
97.10 |
96.58 |
| S1 |
93.58 |
93.58 |
95.16 |
92.53 |
| S2 |
91.47 |
91.47 |
94.65 |
|
| S3 |
85.84 |
87.95 |
94.13 |
|
| S4 |
80.21 |
82.32 |
92.58 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.75 |
110.50 |
102.13 |
|
| R3 |
108.52 |
106.27 |
100.96 |
|
| R2 |
104.29 |
104.29 |
100.58 |
|
| R1 |
102.04 |
102.04 |
100.19 |
101.05 |
| PP |
100.06 |
100.06 |
100.06 |
99.56 |
| S1 |
97.81 |
97.81 |
99.41 |
96.82 |
| S2 |
95.83 |
95.83 |
99.02 |
|
| S3 |
91.60 |
93.58 |
98.64 |
|
| S4 |
87.37 |
89.35 |
97.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.99 |
95.00 |
6.99 |
7.3% |
3.25 |
3.4% |
10% |
False |
True |
32,654 |
| 10 |
102.30 |
95.00 |
7.30 |
7.6% |
2.50 |
2.6% |
9% |
False |
True |
32,728 |
| 20 |
102.55 |
95.00 |
7.55 |
7.9% |
2.65 |
2.8% |
9% |
False |
True |
34,775 |
| 40 |
102.55 |
85.00 |
17.55 |
18.3% |
2.56 |
2.7% |
61% |
False |
False |
32,783 |
| 60 |
102.55 |
76.65 |
25.90 |
27.1% |
2.72 |
2.8% |
73% |
False |
False |
29,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.56 |
|
2.618 |
115.37 |
|
1.618 |
109.74 |
|
1.000 |
106.26 |
|
0.618 |
104.11 |
|
HIGH |
100.63 |
|
0.618 |
98.48 |
|
0.500 |
97.82 |
|
0.382 |
97.15 |
|
LOW |
95.00 |
|
0.618 |
91.52 |
|
1.000 |
89.37 |
|
1.618 |
85.89 |
|
2.618 |
80.26 |
|
4.250 |
71.07 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
97.82 |
98.33 |
| PP |
97.10 |
97.44 |
| S1 |
96.39 |
96.56 |
|