NYMEX Light Sweet Crude Oil Future August 2012
Trading Metrics calculated at close of trading on 30-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
99.43 |
100.13 |
0.70 |
0.7% |
99.65 |
High |
99.76 |
100.13 |
0.37 |
0.4% |
101.18 |
Low |
99.43 |
99.15 |
-0.28 |
-0.3% |
99.15 |
Close |
99.76 |
99.15 |
-0.61 |
-0.6% |
99.15 |
Range |
0.33 |
0.98 |
0.65 |
197.0% |
2.03 |
ATR |
1.67 |
1.62 |
-0.05 |
-2.9% |
0.00 |
Volume |
3,076 |
2,466 |
-610 |
-19.8% |
9,148 |
|
Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.42 |
101.76 |
99.69 |
|
R3 |
101.44 |
100.78 |
99.42 |
|
R2 |
100.46 |
100.46 |
99.33 |
|
R1 |
99.80 |
99.80 |
99.24 |
99.64 |
PP |
99.48 |
99.48 |
99.48 |
99.40 |
S1 |
98.82 |
98.82 |
99.06 |
98.66 |
S2 |
98.50 |
98.50 |
98.97 |
|
S3 |
97.52 |
97.84 |
98.88 |
|
S4 |
96.54 |
96.86 |
98.61 |
|
|
Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.92 |
104.56 |
100.27 |
|
R3 |
103.89 |
102.53 |
99.71 |
|
R2 |
101.86 |
101.86 |
99.52 |
|
R1 |
100.50 |
100.50 |
99.34 |
100.17 |
PP |
99.83 |
99.83 |
99.83 |
99.66 |
S1 |
98.47 |
98.47 |
98.96 |
98.14 |
S2 |
97.80 |
97.80 |
98.78 |
|
S3 |
95.77 |
96.44 |
98.59 |
|
S4 |
93.74 |
94.41 |
98.03 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.30 |
2.618 |
102.70 |
1.618 |
101.72 |
1.000 |
101.11 |
0.618 |
100.74 |
HIGH |
100.13 |
0.618 |
99.76 |
0.500 |
99.64 |
0.382 |
99.52 |
LOW |
99.15 |
0.618 |
98.54 |
1.000 |
98.17 |
1.618 |
97.56 |
2.618 |
96.58 |
4.250 |
94.99 |
|
|
Fisher Pivots for day following 30-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
99.64 |
99.77 |
PP |
99.48 |
99.56 |
S1 |
99.31 |
99.36 |
|