NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 30-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
100.00 |
100.25 |
0.25 |
0.3% |
99.96 |
High |
100.07 |
100.25 |
0.18 |
0.2% |
101.61 |
Low |
98.90 |
99.21 |
0.31 |
0.3% |
98.90 |
Close |
100.01 |
99.38 |
-0.63 |
-0.6% |
99.38 |
Range |
1.17 |
1.04 |
-0.13 |
-11.1% |
2.71 |
ATR |
1.94 |
1.87 |
-0.06 |
-3.3% |
0.00 |
Volume |
3,994 |
5,205 |
1,211 |
30.3% |
13,926 |
|
Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.73 |
102.10 |
99.95 |
|
R3 |
101.69 |
101.06 |
99.67 |
|
R2 |
100.65 |
100.65 |
99.57 |
|
R1 |
100.02 |
100.02 |
99.48 |
99.82 |
PP |
99.61 |
99.61 |
99.61 |
99.51 |
S1 |
98.98 |
98.98 |
99.28 |
98.78 |
S2 |
98.57 |
98.57 |
99.19 |
|
S3 |
97.53 |
97.94 |
99.09 |
|
S4 |
96.49 |
96.90 |
98.81 |
|
|
Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.09 |
106.45 |
100.87 |
|
R3 |
105.38 |
103.74 |
100.13 |
|
R2 |
102.67 |
102.67 |
99.88 |
|
R1 |
101.03 |
101.03 |
99.63 |
100.50 |
PP |
99.96 |
99.96 |
99.96 |
99.70 |
S1 |
98.32 |
98.32 |
99.13 |
97.79 |
S2 |
97.25 |
97.25 |
98.88 |
|
S3 |
94.54 |
95.61 |
98.63 |
|
S4 |
91.83 |
92.90 |
97.89 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.67 |
2.618 |
102.97 |
1.618 |
101.93 |
1.000 |
101.29 |
0.618 |
100.89 |
HIGH |
100.25 |
0.618 |
99.85 |
0.500 |
99.73 |
0.382 |
99.61 |
LOW |
99.21 |
0.618 |
98.57 |
1.000 |
98.17 |
1.618 |
97.53 |
2.618 |
96.49 |
4.250 |
94.79 |
|
|
Fisher Pivots for day following 30-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
99.73 |
100.06 |
PP |
99.61 |
99.83 |
S1 |
99.50 |
99.61 |
|