NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 22-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
98.00 |
99.25 |
1.25 |
1.3% |
99.30 |
High |
98.94 |
99.81 |
0.87 |
0.9% |
101.30 |
Low |
97.35 |
98.76 |
1.41 |
1.4% |
93.45 |
Close |
98.83 |
99.58 |
0.75 |
0.8% |
94.33 |
Range |
1.59 |
1.05 |
-0.54 |
-34.0% |
7.85 |
ATR |
2.19 |
2.11 |
-0.08 |
-3.7% |
0.00 |
Volume |
4,573 |
5,806 |
1,233 |
27.0% |
30,760 |
|
Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.53 |
102.11 |
100.16 |
|
R3 |
101.48 |
101.06 |
99.87 |
|
R2 |
100.43 |
100.43 |
99.77 |
|
R1 |
100.01 |
100.01 |
99.68 |
100.22 |
PP |
99.38 |
99.38 |
99.38 |
99.49 |
S1 |
98.96 |
98.96 |
99.48 |
99.17 |
S2 |
98.33 |
98.33 |
99.39 |
|
S3 |
97.28 |
97.91 |
99.29 |
|
S4 |
96.23 |
96.86 |
99.00 |
|
|
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 |
104.27 |
2.618 |
102.56 |
1.618 |
101.51 |
1.000 |
100.86 |
0.618 |
100.46 |
HIGH |
99.81 |
0.618 |
99.41 |
0.500 |
99.29 |
0.382 |
99.16 |
LOW |
98.76 |
0.618 |
98.11 |
1.000 |
97.71 |
1.618 |
97.06 |
2.618 |
96.01 |
4.250 |
94.30 |
|
|
Fisher Pivots for day following 22-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
99.48 |
98.80 |
PP |
99.38 |
98.01 |
S1 |
99.29 |
97.23 |
|