NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 27-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
99.74 |
99.65 |
-0.09 |
-0.1% |
93.40 |
| High |
99.84 |
101.18 |
1.34 |
1.3% |
99.84 |
| Low |
99.35 |
99.65 |
0.30 |
0.3% |
93.40 |
| Close |
99.38 |
100.87 |
1.49 |
1.5% |
99.38 |
| Range |
0.49 |
1.53 |
1.04 |
212.2% |
6.44 |
| ATR |
1.77 |
1.77 |
0.00 |
0.1% |
0.00 |
| Volume |
1,553 |
2,157 |
604 |
38.9% |
15,227 |
|
| Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.16 |
104.54 |
101.71 |
|
| R3 |
103.63 |
103.01 |
101.29 |
|
| R2 |
102.10 |
102.10 |
101.15 |
|
| R1 |
101.48 |
101.48 |
101.01 |
101.79 |
| PP |
100.57 |
100.57 |
100.57 |
100.72 |
| S1 |
99.95 |
99.95 |
100.73 |
100.26 |
| S2 |
99.04 |
99.04 |
100.59 |
|
| S3 |
97.51 |
98.42 |
100.45 |
|
| S4 |
95.98 |
96.89 |
100.03 |
|
|
| 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 |
107.68 |
|
2.618 |
105.19 |
|
1.618 |
103.66 |
|
1.000 |
102.71 |
|
0.618 |
102.13 |
|
HIGH |
101.18 |
|
0.618 |
100.60 |
|
0.500 |
100.42 |
|
0.382 |
100.23 |
|
LOW |
99.65 |
|
0.618 |
98.70 |
|
1.000 |
98.12 |
|
1.618 |
97.17 |
|
2.618 |
95.64 |
|
4.250 |
93.15 |
|
|
| Fisher Pivots for day following 27-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
100.72 |
100.54 |
| PP |
100.57 |
100.21 |
| S1 |
100.42 |
99.88 |
|