NYMEX Light Sweet Crude Oil Future June 2012
Trading Metrics calculated at close of trading on 30-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
100.05 |
100.40 |
0.35 |
0.3% |
100.07 |
High |
100.27 |
100.57 |
0.30 |
0.3% |
101.89 |
Low |
98.83 |
99.11 |
0.28 |
0.3% |
98.83 |
Close |
100.16 |
99.48 |
-0.68 |
-0.7% |
99.48 |
Range |
1.44 |
1.46 |
0.02 |
1.4% |
3.06 |
ATR |
2.28 |
2.22 |
-0.06 |
-2.6% |
0.00 |
Volume |
16,452 |
19,752 |
3,300 |
20.1% |
58,737 |
|
Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.10 |
103.25 |
100.28 |
|
R3 |
102.64 |
101.79 |
99.88 |
|
R2 |
101.18 |
101.18 |
99.75 |
|
R1 |
100.33 |
100.33 |
99.61 |
100.03 |
PP |
99.72 |
99.72 |
99.72 |
99.57 |
S1 |
98.87 |
98.87 |
99.35 |
98.57 |
S2 |
98.26 |
98.26 |
99.21 |
|
S3 |
96.80 |
97.41 |
99.08 |
|
S4 |
95.34 |
95.95 |
98.68 |
|
|
Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.25 |
107.42 |
101.16 |
|
R3 |
106.19 |
104.36 |
100.32 |
|
R2 |
103.13 |
103.13 |
100.04 |
|
R1 |
101.30 |
101.30 |
99.76 |
100.69 |
PP |
100.07 |
100.07 |
100.07 |
99.76 |
S1 |
98.24 |
98.24 |
99.20 |
97.63 |
S2 |
97.01 |
97.01 |
98.92 |
|
S3 |
93.95 |
95.18 |
98.64 |
|
S4 |
90.89 |
92.12 |
97.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.89 |
98.83 |
3.06 |
3.1% |
1.58 |
1.6% |
21% |
False |
False |
16,212 |
10 |
101.89 |
93.40 |
8.49 |
8.5% |
1.84 |
1.8% |
72% |
False |
False |
20,078 |
20 |
102.30 |
93.40 |
8.90 |
8.9% |
2.19 |
2.2% |
68% |
False |
False |
25,931 |
40 |
102.55 |
90.12 |
12.43 |
12.5% |
2.33 |
2.3% |
75% |
False |
False |
29,433 |
60 |
102.55 |
80.26 |
22.29 |
22.4% |
2.44 |
2.5% |
86% |
False |
False |
29,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.78 |
2.618 |
104.39 |
1.618 |
102.93 |
1.000 |
102.03 |
0.618 |
101.47 |
HIGH |
100.57 |
0.618 |
100.01 |
0.500 |
99.84 |
0.382 |
99.67 |
LOW |
99.11 |
0.618 |
98.21 |
1.000 |
97.65 |
1.618 |
96.75 |
2.618 |
95.29 |
4.250 |
92.91 |
|
|
Fisher Pivots for day following 30-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
99.84 |
100.25 |
PP |
99.72 |
99.99 |
S1 |
99.60 |
99.74 |
|