NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 19-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
94.97 |
93.50 |
-1.47 |
-1.5% |
99.30 |
| High |
95.17 |
94.78 |
-0.39 |
-0.4% |
101.30 |
| Low |
93.45 |
93.50 |
0.05 |
0.1% |
93.45 |
| Close |
94.33 |
94.38 |
0.05 |
0.1% |
94.33 |
| Range |
1.72 |
1.28 |
-0.44 |
-25.6% |
7.85 |
| ATR |
2.22 |
2.15 |
-0.07 |
-3.0% |
0.00 |
| Volume |
7,139 |
6,550 |
-589 |
-8.3% |
30,760 |
|
| Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.06 |
97.50 |
95.08 |
|
| R3 |
96.78 |
96.22 |
94.73 |
|
| R2 |
95.50 |
95.50 |
94.61 |
|
| R1 |
94.94 |
94.94 |
94.50 |
95.22 |
| PP |
94.22 |
94.22 |
94.22 |
94.36 |
| S1 |
93.66 |
93.66 |
94.26 |
93.94 |
| S2 |
92.94 |
92.94 |
94.15 |
|
| S3 |
91.66 |
92.38 |
94.03 |
|
| S4 |
90.38 |
91.10 |
93.68 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.91 |
114.97 |
98.65 |
|
| R3 |
112.06 |
107.12 |
96.49 |
|
| R2 |
104.21 |
104.21 |
95.77 |
|
| R1 |
99.27 |
99.27 |
95.05 |
97.82 |
| PP |
96.36 |
96.36 |
96.36 |
95.63 |
| S1 |
91.42 |
91.42 |
93.61 |
89.97 |
| S2 |
88.51 |
88.51 |
92.89 |
|
| S3 |
80.66 |
83.57 |
92.17 |
|
| S4 |
72.81 |
75.72 |
90.01 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.22 |
|
2.618 |
98.13 |
|
1.618 |
96.85 |
|
1.000 |
96.06 |
|
0.618 |
95.57 |
|
HIGH |
94.78 |
|
0.618 |
94.29 |
|
0.500 |
94.14 |
|
0.382 |
93.99 |
|
LOW |
93.50 |
|
0.618 |
92.71 |
|
1.000 |
92.22 |
|
1.618 |
91.43 |
|
2.618 |
90.15 |
|
4.250 |
88.06 |
|
|
| Fisher Pivots for day following 19-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.30 |
94.98 |
| PP |
94.22 |
94.78 |
| S1 |
94.14 |
94.58 |
|