NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
99.12 |
98.63 |
-0.49 |
-0.5% |
100.90 |
| High |
99.12 |
101.08 |
1.96 |
2.0% |
101.48 |
| Low |
97.85 |
98.62 |
0.77 |
0.8% |
98.13 |
| Close |
98.04 |
100.07 |
2.03 |
2.1% |
99.30 |
| Range |
1.27 |
2.46 |
1.19 |
93.7% |
3.35 |
| ATR |
1.62 |
1.72 |
0.10 |
6.3% |
0.00 |
| Volume |
4,175 |
3,224 |
-951 |
-22.8% |
18,504 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.30 |
106.15 |
101.42 |
|
| R3 |
104.84 |
103.69 |
100.75 |
|
| R2 |
102.38 |
102.38 |
100.52 |
|
| R1 |
101.23 |
101.23 |
100.30 |
101.81 |
| PP |
99.92 |
99.92 |
99.92 |
100.21 |
| S1 |
98.77 |
98.77 |
99.84 |
99.35 |
| S2 |
97.46 |
97.46 |
99.62 |
|
| S3 |
95.00 |
96.31 |
99.39 |
|
| S4 |
92.54 |
93.85 |
98.72 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.69 |
107.84 |
101.14 |
|
| R3 |
106.34 |
104.49 |
100.22 |
|
| R2 |
102.99 |
102.99 |
99.91 |
|
| R1 |
101.14 |
101.14 |
99.61 |
100.39 |
| PP |
99.64 |
99.64 |
99.64 |
99.26 |
| S1 |
97.79 |
97.79 |
98.99 |
97.04 |
| S2 |
96.29 |
96.29 |
98.69 |
|
| S3 |
92.94 |
94.44 |
98.38 |
|
| S4 |
89.59 |
91.09 |
97.46 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.54 |
|
2.618 |
107.52 |
|
1.618 |
105.06 |
|
1.000 |
103.54 |
|
0.618 |
102.60 |
|
HIGH |
101.08 |
|
0.618 |
100.14 |
|
0.500 |
99.85 |
|
0.382 |
99.56 |
|
LOW |
98.62 |
|
0.618 |
97.10 |
|
1.000 |
96.16 |
|
1.618 |
94.64 |
|
2.618 |
92.18 |
|
4.250 |
88.17 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.00 |
99.87 |
| PP |
99.92 |
99.67 |
| S1 |
99.85 |
99.47 |
|