NYMEX Light Sweet Crude Oil Future September 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 |
99.15 |
99.23 |
0.08 |
0.1% |
94.14 |
| High |
99.20 |
99.52 |
0.32 |
0.3% |
99.30 |
| Low |
98.95 |
98.28 |
-0.67 |
-0.7% |
93.44 |
| Close |
99.03 |
99.47 |
0.44 |
0.4% |
99.05 |
| Range |
0.25 |
1.24 |
0.99 |
396.0% |
5.86 |
| ATR |
1.86 |
1.82 |
-0.04 |
-2.4% |
0.00 |
| Volume |
1,824 |
3,805 |
1,981 |
108.6% |
24,287 |
|
| Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.81 |
102.38 |
100.15 |
|
| R3 |
101.57 |
101.14 |
99.81 |
|
| R2 |
100.33 |
100.33 |
99.70 |
|
| R1 |
99.90 |
99.90 |
99.58 |
100.12 |
| PP |
99.09 |
99.09 |
99.09 |
99.20 |
| S1 |
98.66 |
98.66 |
99.36 |
98.88 |
| S2 |
97.85 |
97.85 |
99.24 |
|
| S3 |
96.61 |
97.42 |
99.13 |
|
| S4 |
95.37 |
96.18 |
98.79 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.84 |
112.81 |
102.27 |
|
| R3 |
108.98 |
106.95 |
100.66 |
|
| R2 |
103.12 |
103.12 |
100.12 |
|
| R1 |
101.09 |
101.09 |
99.59 |
102.11 |
| PP |
97.26 |
97.26 |
97.26 |
97.77 |
| S1 |
95.23 |
95.23 |
98.51 |
96.25 |
| S2 |
91.40 |
91.40 |
97.98 |
|
| S3 |
85.54 |
89.37 |
97.44 |
|
| S4 |
79.68 |
83.51 |
95.83 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.79 |
|
2.618 |
102.77 |
|
1.618 |
101.53 |
|
1.000 |
100.76 |
|
0.618 |
100.29 |
|
HIGH |
99.52 |
|
0.618 |
99.05 |
|
0.500 |
98.90 |
|
0.382 |
98.75 |
|
LOW |
98.28 |
|
0.618 |
97.51 |
|
1.000 |
97.04 |
|
1.618 |
96.27 |
|
2.618 |
95.03 |
|
4.250 |
93.01 |
|
|
| Fisher Pivots for day following 29-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
99.28 |
99.44 |
| PP |
99.09 |
99.41 |
| S1 |
98.90 |
99.39 |
|