NYMEX Light Sweet Crude Oil Future August 2012
Trading Metrics calculated at close of trading on 29-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
100.19 |
99.43 |
-0.76 |
-0.8% |
93.40 |
High |
100.38 |
99.76 |
-0.62 |
-0.6% |
99.84 |
Low |
99.17 |
99.43 |
0.26 |
0.3% |
93.40 |
Close |
99.33 |
99.76 |
0.43 |
0.4% |
99.38 |
Range |
1.21 |
0.33 |
-0.88 |
-72.7% |
6.44 |
ATR |
1.76 |
1.67 |
-0.10 |
-5.4% |
0.00 |
Volume |
1,449 |
3,076 |
1,627 |
112.3% |
15,227 |
|
Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.64 |
100.53 |
99.94 |
|
R3 |
100.31 |
100.20 |
99.85 |
|
R2 |
99.98 |
99.98 |
99.82 |
|
R1 |
99.87 |
99.87 |
99.79 |
99.93 |
PP |
99.65 |
99.65 |
99.65 |
99.68 |
S1 |
99.54 |
99.54 |
99.73 |
99.60 |
S2 |
99.32 |
99.32 |
99.70 |
|
S3 |
98.99 |
99.21 |
99.67 |
|
S4 |
98.66 |
98.88 |
99.58 |
|
|
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 |
101.16 |
2.618 |
100.62 |
1.618 |
100.29 |
1.000 |
100.09 |
0.618 |
99.96 |
HIGH |
99.76 |
0.618 |
99.63 |
0.500 |
99.60 |
0.382 |
99.56 |
LOW |
99.43 |
0.618 |
99.23 |
1.000 |
99.10 |
1.618 |
98.90 |
2.618 |
98.57 |
4.250 |
98.03 |
|
|
Fisher Pivots for day following 29-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
99.71 |
100.18 |
PP |
99.65 |
100.04 |
S1 |
99.60 |
99.90 |
|