NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 29-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
101.14 |
100.00 |
-1.14 |
-1.1% |
93.50 |
High |
101.22 |
100.07 |
-1.15 |
-1.1% |
100.23 |
Low |
99.34 |
98.90 |
-0.44 |
-0.4% |
93.50 |
Close |
99.59 |
100.01 |
0.42 |
0.4% |
99.68 |
Range |
1.88 |
1.17 |
-0.71 |
-37.8% |
6.73 |
ATR |
1.99 |
1.94 |
-0.06 |
-3.0% |
0.00 |
Volume |
1,890 |
3,994 |
2,104 |
111.3% |
22,954 |
|
Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.17 |
102.76 |
100.65 |
|
R3 |
102.00 |
101.59 |
100.33 |
|
R2 |
100.83 |
100.83 |
100.22 |
|
R1 |
100.42 |
100.42 |
100.12 |
100.63 |
PP |
99.66 |
99.66 |
99.66 |
99.76 |
S1 |
99.25 |
99.25 |
99.90 |
99.46 |
S2 |
98.49 |
98.49 |
99.80 |
|
S3 |
97.32 |
98.08 |
99.69 |
|
S4 |
96.15 |
96.91 |
99.37 |
|
|
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 |
105.04 |
2.618 |
103.13 |
1.618 |
101.96 |
1.000 |
101.24 |
0.618 |
100.79 |
HIGH |
100.07 |
0.618 |
99.62 |
0.500 |
99.49 |
0.382 |
99.35 |
LOW |
98.90 |
0.618 |
98.18 |
1.000 |
97.73 |
1.618 |
97.01 |
2.618 |
95.84 |
4.250 |
93.93 |
|
|
Fisher Pivots for day following 29-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
99.84 |
100.26 |
PP |
99.66 |
100.17 |
S1 |
99.49 |
100.09 |
|