NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 15-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
99.67 |
96.07 |
-3.60 |
-3.6% |
101.00 |
High |
99.68 |
96.50 |
-3.18 |
-3.2% |
101.71 |
Low |
94.77 |
94.16 |
-0.61 |
-0.6% |
98.22 |
Close |
95.52 |
94.61 |
-0.91 |
-1.0% |
99.57 |
Range |
4.91 |
2.34 |
-2.57 |
-52.3% |
3.49 |
ATR |
2.25 |
2.26 |
0.01 |
0.3% |
0.00 |
Volume |
7,977 |
4,359 |
-3,618 |
-45.4% |
26,591 |
|
Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.11 |
100.70 |
95.90 |
|
R3 |
99.77 |
98.36 |
95.25 |
|
R2 |
97.43 |
97.43 |
95.04 |
|
R1 |
96.02 |
96.02 |
94.82 |
95.56 |
PP |
95.09 |
95.09 |
95.09 |
94.86 |
S1 |
93.68 |
93.68 |
94.40 |
93.22 |
S2 |
92.75 |
92.75 |
94.18 |
|
S3 |
90.41 |
91.34 |
93.97 |
|
S4 |
88.07 |
89.00 |
93.32 |
|
|
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 |
106.45 |
2.618 |
102.63 |
1.618 |
100.29 |
1.000 |
98.84 |
0.618 |
97.95 |
HIGH |
96.50 |
0.618 |
95.61 |
0.500 |
95.33 |
0.382 |
95.05 |
LOW |
94.16 |
0.618 |
92.71 |
1.000 |
91.82 |
1.618 |
90.37 |
2.618 |
88.03 |
4.250 |
84.22 |
|
|
Fisher Pivots for day following 15-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
95.33 |
97.73 |
PP |
95.09 |
96.69 |
S1 |
94.85 |
95.65 |
|