NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 03-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
100.01 |
99.75 |
-0.26 |
-0.3% |
99.94 |
| High |
100.33 |
103.36 |
3.03 |
3.0% |
101.88 |
| Low |
98.78 |
99.75 |
0.97 |
1.0% |
98.45 |
| Close |
99.00 |
103.14 |
4.14 |
4.2% |
99.00 |
| Range |
1.55 |
3.61 |
2.06 |
132.9% |
3.43 |
| ATR |
2.41 |
2.55 |
0.14 |
5.8% |
0.00 |
| Volume |
50,489 |
51,991 |
1,502 |
3.0% |
149,929 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.91 |
111.64 |
105.13 |
|
| R3 |
109.30 |
108.03 |
104.13 |
|
| R2 |
105.69 |
105.69 |
103.80 |
|
| R1 |
104.42 |
104.42 |
103.47 |
105.06 |
| PP |
102.08 |
102.08 |
102.08 |
102.40 |
| S1 |
100.81 |
100.81 |
102.81 |
101.45 |
| S2 |
98.47 |
98.47 |
102.48 |
|
| S3 |
94.86 |
97.20 |
102.15 |
|
| S4 |
91.25 |
93.59 |
101.15 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.07 |
107.96 |
100.89 |
|
| R3 |
106.64 |
104.53 |
99.94 |
|
| R2 |
103.21 |
103.21 |
99.63 |
|
| R1 |
101.10 |
101.10 |
99.31 |
100.44 |
| PP |
99.78 |
99.78 |
99.78 |
99.45 |
| S1 |
97.67 |
97.67 |
98.69 |
97.01 |
| S2 |
96.35 |
96.35 |
98.37 |
|
| S3 |
92.92 |
94.24 |
98.06 |
|
| S4 |
89.49 |
90.81 |
97.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.36 |
98.45 |
4.91 |
4.8% |
2.34 |
2.3% |
96% |
True |
False |
40,384 |
| 10 |
103.36 |
93.00 |
10.36 |
10.0% |
2.16 |
2.1% |
98% |
True |
False |
40,970 |
| 20 |
103.36 |
92.95 |
10.41 |
10.1% |
2.49 |
2.4% |
98% |
True |
False |
48,162 |
| 40 |
103.36 |
92.80 |
10.56 |
10.2% |
2.54 |
2.5% |
98% |
True |
False |
44,755 |
| 60 |
103.36 |
81.87 |
21.49 |
20.8% |
2.62 |
2.5% |
99% |
True |
False |
39,749 |
| 80 |
103.36 |
75.90 |
27.46 |
26.6% |
2.74 |
2.7% |
99% |
True |
False |
33,760 |
| 100 |
103.36 |
75.90 |
27.46 |
26.6% |
2.72 |
2.6% |
99% |
True |
False |
29,129 |
| 120 |
103.36 |
75.90 |
27.46 |
26.6% |
2.72 |
2.6% |
99% |
True |
False |
25,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.70 |
|
2.618 |
112.81 |
|
1.618 |
109.20 |
|
1.000 |
106.97 |
|
0.618 |
105.59 |
|
HIGH |
103.36 |
|
0.618 |
101.98 |
|
0.500 |
101.56 |
|
0.382 |
101.13 |
|
LOW |
99.75 |
|
0.618 |
97.52 |
|
1.000 |
96.14 |
|
1.618 |
93.91 |
|
2.618 |
90.30 |
|
4.250 |
84.41 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.61 |
102.40 |
| PP |
102.08 |
101.65 |
| S1 |
101.56 |
100.91 |
|