NYMEX Light Sweet Crude Oil Future February 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 |
99.78 |
99.70 |
-0.08 |
-0.1% |
99.92 |
| High |
100.16 |
103.18 |
3.02 |
3.0% |
101.77 |
| Low |
98.61 |
99.65 |
1.04 |
1.1% |
98.30 |
| Close |
98.83 |
102.96 |
4.13 |
4.2% |
98.83 |
| Range |
1.55 |
3.53 |
1.98 |
127.7% |
3.47 |
| ATR |
2.47 |
2.60 |
0.13 |
5.4% |
0.00 |
| Volume |
131,798 |
257,479 |
125,681 |
95.4% |
534,115 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.52 |
111.27 |
104.90 |
|
| R3 |
108.99 |
107.74 |
103.93 |
|
| R2 |
105.46 |
105.46 |
103.61 |
|
| R1 |
104.21 |
104.21 |
103.28 |
104.84 |
| PP |
101.93 |
101.93 |
101.93 |
102.24 |
| S1 |
100.68 |
100.68 |
102.64 |
101.31 |
| S2 |
98.40 |
98.40 |
102.31 |
|
| S3 |
94.87 |
97.15 |
101.99 |
|
| S4 |
91.34 |
93.62 |
101.02 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.04 |
107.91 |
100.74 |
|
| R3 |
106.57 |
104.44 |
99.78 |
|
| R2 |
103.10 |
103.10 |
99.47 |
|
| R1 |
100.97 |
100.97 |
99.15 |
100.30 |
| PP |
99.63 |
99.63 |
99.63 |
99.30 |
| S1 |
97.50 |
97.50 |
98.51 |
96.83 |
| S2 |
96.16 |
96.16 |
98.19 |
|
| S3 |
92.69 |
94.03 |
97.88 |
|
| S4 |
89.22 |
90.56 |
96.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.18 |
98.30 |
4.88 |
4.7% |
2.34 |
2.3% |
95% |
True |
False |
158,318 |
| 10 |
103.18 |
92.77 |
10.41 |
10.1% |
2.19 |
2.1% |
98% |
True |
False |
165,508 |
| 20 |
103.18 |
92.70 |
10.48 |
10.2% |
2.54 |
2.5% |
98% |
True |
False |
132,600 |
| 40 |
103.28 |
92.70 |
10.58 |
10.3% |
2.62 |
2.5% |
97% |
False |
False |
95,741 |
| 60 |
103.28 |
81.81 |
21.47 |
20.9% |
2.70 |
2.6% |
99% |
False |
False |
75,927 |
| 80 |
103.28 |
75.66 |
27.62 |
26.8% |
2.82 |
2.7% |
99% |
False |
False |
61,146 |
| 100 |
103.28 |
75.66 |
27.62 |
26.8% |
2.79 |
2.7% |
99% |
False |
False |
50,669 |
| 120 |
103.28 |
75.66 |
27.62 |
26.8% |
2.81 |
2.7% |
99% |
False |
False |
43,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.18 |
|
2.618 |
112.42 |
|
1.618 |
108.89 |
|
1.000 |
106.71 |
|
0.618 |
105.36 |
|
HIGH |
103.18 |
|
0.618 |
101.83 |
|
0.500 |
101.42 |
|
0.382 |
101.00 |
|
LOW |
99.65 |
|
0.618 |
97.47 |
|
1.000 |
96.12 |
|
1.618 |
93.94 |
|
2.618 |
90.41 |
|
4.250 |
84.65 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.45 |
102.22 |
| PP |
101.93 |
101.48 |
| S1 |
101.42 |
100.74 |
|