NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
96.07 |
94.77 |
-1.30 |
-1.4% |
99.12 |
| High |
96.07 |
94.93 |
-1.14 |
-1.2% |
101.08 |
| Low |
94.38 |
93.46 |
-0.92 |
-1.0% |
93.46 |
| Close |
94.42 |
94.14 |
-0.28 |
-0.3% |
94.14 |
| Range |
1.69 |
1.47 |
-0.22 |
-13.0% |
7.62 |
| ATR |
1.94 |
1.91 |
-0.03 |
-1.7% |
0.00 |
| Volume |
2,989 |
4,476 |
1,487 |
49.7% |
22,313 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.59 |
97.83 |
94.95 |
|
| R3 |
97.12 |
96.36 |
94.54 |
|
| R2 |
95.65 |
95.65 |
94.41 |
|
| R1 |
94.89 |
94.89 |
94.27 |
94.54 |
| PP |
94.18 |
94.18 |
94.18 |
94.00 |
| S1 |
93.42 |
93.42 |
94.01 |
93.07 |
| S2 |
92.71 |
92.71 |
93.87 |
|
| S3 |
91.24 |
91.95 |
93.74 |
|
| S4 |
89.77 |
90.48 |
93.33 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.09 |
114.23 |
98.33 |
|
| R3 |
111.47 |
106.61 |
96.24 |
|
| R2 |
103.85 |
103.85 |
95.54 |
|
| R1 |
98.99 |
98.99 |
94.84 |
97.61 |
| PP |
96.23 |
96.23 |
96.23 |
95.54 |
| S1 |
91.37 |
91.37 |
93.44 |
89.99 |
| S2 |
88.61 |
88.61 |
92.74 |
|
| S3 |
80.99 |
83.75 |
92.04 |
|
| S4 |
73.37 |
76.13 |
89.95 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.18 |
|
2.618 |
98.78 |
|
1.618 |
97.31 |
|
1.000 |
96.40 |
|
0.618 |
95.84 |
|
HIGH |
94.93 |
|
0.618 |
94.37 |
|
0.500 |
94.20 |
|
0.382 |
94.02 |
|
LOW |
93.46 |
|
0.618 |
92.55 |
|
1.000 |
91.99 |
|
1.618 |
91.08 |
|
2.618 |
89.61 |
|
4.250 |
87.21 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
94.20 |
96.58 |
| PP |
94.18 |
95.76 |
| S1 |
94.16 |
94.95 |
|