NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 22-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
97.68 |
98.89 |
1.21 |
1.2% |
99.12 |
| High |
98.70 |
99.59 |
0.89 |
0.9% |
101.08 |
| Low |
97.68 |
98.57 |
0.89 |
0.9% |
93.46 |
| Close |
98.57 |
99.28 |
0.71 |
0.7% |
94.14 |
| Range |
1.02 |
1.02 |
0.00 |
0.0% |
7.62 |
| ATR |
1.92 |
1.86 |
-0.06 |
-3.4% |
0.00 |
| Volume |
3,258 |
4,260 |
1,002 |
30.8% |
22,313 |
|
| Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.21 |
101.76 |
99.84 |
|
| R3 |
101.19 |
100.74 |
99.56 |
|
| R2 |
100.17 |
100.17 |
99.47 |
|
| R1 |
99.72 |
99.72 |
99.37 |
99.95 |
| PP |
99.15 |
99.15 |
99.15 |
99.26 |
| S1 |
98.70 |
98.70 |
99.19 |
98.93 |
| S2 |
98.13 |
98.13 |
99.09 |
|
| S3 |
97.11 |
97.68 |
99.00 |
|
| S4 |
96.09 |
96.66 |
98.72 |
|
|
| 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 |
103.93 |
|
2.618 |
102.26 |
|
1.618 |
101.24 |
|
1.000 |
100.61 |
|
0.618 |
100.22 |
|
HIGH |
99.59 |
|
0.618 |
99.20 |
|
0.500 |
99.08 |
|
0.382 |
98.96 |
|
LOW |
98.57 |
|
0.618 |
97.94 |
|
1.000 |
97.55 |
|
1.618 |
96.92 |
|
2.618 |
95.90 |
|
4.250 |
94.24 |
|
|
| Fisher Pivots for day following 22-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.21 |
98.64 |
| PP |
99.15 |
98.01 |
| S1 |
99.08 |
97.37 |
|