NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 23-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
99.25 |
100.22 |
0.97 |
1.0% |
93.50 |
High |
99.81 |
100.23 |
0.42 |
0.4% |
100.23 |
Low |
98.76 |
99.58 |
0.82 |
0.8% |
93.50 |
Close |
99.58 |
99.68 |
0.10 |
0.1% |
99.68 |
Range |
1.05 |
0.65 |
-0.40 |
-38.1% |
6.73 |
ATR |
2.11 |
2.01 |
-0.10 |
-4.9% |
0.00 |
Volume |
5,806 |
2,930 |
-2,876 |
-49.5% |
22,954 |
|
Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.78 |
101.38 |
100.04 |
|
R3 |
101.13 |
100.73 |
99.86 |
|
R2 |
100.48 |
100.48 |
99.80 |
|
R1 |
100.08 |
100.08 |
99.74 |
99.96 |
PP |
99.83 |
99.83 |
99.83 |
99.77 |
S1 |
99.43 |
99.43 |
99.62 |
99.31 |
S2 |
99.18 |
99.18 |
99.56 |
|
S3 |
98.53 |
98.78 |
99.50 |
|
S4 |
97.88 |
98.13 |
99.32 |
|
|
Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.99 |
115.57 |
103.38 |
|
R3 |
111.26 |
108.84 |
101.53 |
|
R2 |
104.53 |
104.53 |
100.91 |
|
R1 |
102.11 |
102.11 |
100.30 |
103.32 |
PP |
97.80 |
97.80 |
97.80 |
98.41 |
S1 |
95.38 |
95.38 |
99.06 |
96.59 |
S2 |
91.07 |
91.07 |
98.45 |
|
S3 |
84.34 |
88.65 |
97.83 |
|
S4 |
77.61 |
81.92 |
95.98 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.99 |
2.618 |
101.93 |
1.618 |
101.28 |
1.000 |
100.88 |
0.618 |
100.63 |
HIGH |
100.23 |
0.618 |
99.98 |
0.500 |
99.91 |
0.382 |
99.83 |
LOW |
99.58 |
0.618 |
99.18 |
1.000 |
98.93 |
1.618 |
98.53 |
2.618 |
97.88 |
4.250 |
96.82 |
|
|
Fisher Pivots for day following 23-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
99.91 |
99.38 |
PP |
99.83 |
99.09 |
S1 |
99.76 |
98.79 |
|