NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 13-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
99.30 |
98.53 |
-0.77 |
-0.8% |
101.00 |
High |
99.30 |
101.30 |
2.00 |
2.0% |
101.71 |
Low |
98.11 |
98.53 |
0.42 |
0.4% |
98.22 |
Close |
98.26 |
100.36 |
2.10 |
2.1% |
99.57 |
Range |
1.19 |
2.77 |
1.58 |
132.8% |
3.49 |
ATR |
1.92 |
2.00 |
0.08 |
4.2% |
0.00 |
Volume |
5,073 |
6,212 |
1,139 |
22.5% |
26,591 |
|
Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.37 |
107.14 |
101.88 |
|
R3 |
105.60 |
104.37 |
101.12 |
|
R2 |
102.83 |
102.83 |
100.87 |
|
R1 |
101.60 |
101.60 |
100.61 |
102.22 |
PP |
100.06 |
100.06 |
100.06 |
100.37 |
S1 |
98.83 |
98.83 |
100.11 |
99.45 |
S2 |
97.29 |
97.29 |
99.85 |
|
S3 |
94.52 |
96.06 |
99.60 |
|
S4 |
91.75 |
93.29 |
98.84 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.30 |
108.43 |
101.49 |
|
R3 |
106.81 |
104.94 |
100.53 |
|
R2 |
103.32 |
103.32 |
100.21 |
|
R1 |
101.45 |
101.45 |
99.89 |
100.64 |
PP |
99.83 |
99.83 |
99.83 |
99.43 |
S1 |
97.96 |
97.96 |
99.25 |
97.15 |
S2 |
96.34 |
96.34 |
98.93 |
|
S3 |
92.85 |
94.47 |
98.61 |
|
S4 |
89.36 |
90.98 |
97.65 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.07 |
2.618 |
108.55 |
1.618 |
105.78 |
1.000 |
104.07 |
0.618 |
103.01 |
HIGH |
101.30 |
0.618 |
100.24 |
0.500 |
99.92 |
0.382 |
99.59 |
LOW |
98.53 |
0.618 |
96.82 |
1.000 |
95.76 |
1.618 |
94.05 |
2.618 |
91.28 |
4.250 |
86.76 |
|
|
Fisher Pivots for day following 13-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
100.21 |
100.14 |
PP |
100.06 |
99.92 |
S1 |
99.92 |
99.71 |
|