NYMEX Light Sweet Crude Oil Future August 2012
Trading Metrics calculated at close of trading on 23-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
98.89 |
99.74 |
0.85 |
0.9% |
93.40 |
High |
99.59 |
99.84 |
0.25 |
0.3% |
99.84 |
Low |
98.57 |
99.35 |
0.78 |
0.8% |
93.40 |
Close |
99.28 |
99.38 |
0.10 |
0.1% |
99.38 |
Range |
1.02 |
0.49 |
-0.53 |
-52.0% |
6.44 |
ATR |
1.86 |
1.77 |
-0.09 |
-5.0% |
0.00 |
Volume |
4,260 |
1,553 |
-2,707 |
-63.5% |
15,227 |
|
Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.99 |
100.68 |
99.65 |
|
R3 |
100.50 |
100.19 |
99.51 |
|
R2 |
100.01 |
100.01 |
99.47 |
|
R1 |
99.70 |
99.70 |
99.42 |
99.61 |
PP |
99.52 |
99.52 |
99.52 |
99.48 |
S1 |
99.21 |
99.21 |
99.34 |
99.12 |
S2 |
99.03 |
99.03 |
99.29 |
|
S3 |
98.54 |
98.72 |
99.25 |
|
S4 |
98.05 |
98.23 |
99.11 |
|
|
Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.86 |
114.56 |
102.92 |
|
R3 |
110.42 |
108.12 |
101.15 |
|
R2 |
103.98 |
103.98 |
100.56 |
|
R1 |
101.68 |
101.68 |
99.97 |
102.83 |
PP |
97.54 |
97.54 |
97.54 |
98.12 |
S1 |
95.24 |
95.24 |
98.79 |
96.39 |
S2 |
91.10 |
91.10 |
98.20 |
|
S3 |
84.66 |
88.80 |
97.61 |
|
S4 |
78.22 |
82.36 |
95.84 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.92 |
2.618 |
101.12 |
1.618 |
100.63 |
1.000 |
100.33 |
0.618 |
100.14 |
HIGH |
99.84 |
0.618 |
99.65 |
0.500 |
99.60 |
0.382 |
99.54 |
LOW |
99.35 |
0.618 |
99.05 |
1.000 |
98.86 |
1.618 |
98.56 |
2.618 |
98.07 |
4.250 |
97.27 |
|
|
Fisher Pivots for day following 23-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
99.60 |
99.17 |
PP |
99.52 |
98.97 |
S1 |
99.45 |
98.76 |
|