NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 04-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
99.70 |
102.99 |
3.29 |
3.3% |
99.92 |
| High |
103.18 |
103.74 |
0.56 |
0.5% |
101.77 |
| Low |
99.65 |
101.88 |
2.23 |
2.2% |
98.30 |
| Close |
102.96 |
103.22 |
0.26 |
0.3% |
98.83 |
| Range |
3.53 |
1.86 |
-1.67 |
-47.3% |
3.47 |
| ATR |
2.60 |
2.55 |
-0.05 |
-2.0% |
0.00 |
| Volume |
257,479 |
255,238 |
-2,241 |
-0.9% |
534,115 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.53 |
107.73 |
104.24 |
|
| R3 |
106.67 |
105.87 |
103.73 |
|
| R2 |
104.81 |
104.81 |
103.56 |
|
| R1 |
104.01 |
104.01 |
103.39 |
104.41 |
| PP |
102.95 |
102.95 |
102.95 |
103.15 |
| S1 |
102.15 |
102.15 |
103.05 |
102.55 |
| S2 |
101.09 |
101.09 |
102.88 |
|
| S3 |
99.23 |
100.29 |
102.71 |
|
| S4 |
97.37 |
98.43 |
102.20 |
|
|
| 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 |
103.74 |
98.30 |
5.44 |
5.3% |
2.23 |
2.2% |
90% |
True |
False |
187,570 |
| 10 |
103.74 |
94.24 |
9.50 |
9.2% |
2.19 |
2.1% |
95% |
True |
False |
170,473 |
| 20 |
103.74 |
92.70 |
11.04 |
10.7% |
2.52 |
2.4% |
95% |
True |
False |
142,650 |
| 40 |
103.74 |
92.70 |
11.04 |
10.7% |
2.62 |
2.5% |
95% |
True |
False |
101,327 |
| 60 |
103.74 |
83.22 |
20.52 |
19.9% |
2.69 |
2.6% |
97% |
True |
False |
79,702 |
| 80 |
103.74 |
75.66 |
28.08 |
27.2% |
2.80 |
2.7% |
98% |
True |
False |
64,134 |
| 100 |
103.74 |
75.66 |
28.08 |
27.2% |
2.77 |
2.7% |
98% |
True |
False |
53,149 |
| 120 |
103.74 |
75.66 |
28.08 |
27.2% |
2.80 |
2.7% |
98% |
True |
False |
45,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.65 |
|
2.618 |
108.61 |
|
1.618 |
106.75 |
|
1.000 |
105.60 |
|
0.618 |
104.89 |
|
HIGH |
103.74 |
|
0.618 |
103.03 |
|
0.500 |
102.81 |
|
0.382 |
102.59 |
|
LOW |
101.88 |
|
0.618 |
100.73 |
|
1.000 |
100.02 |
|
1.618 |
98.87 |
|
2.618 |
97.01 |
|
4.250 |
93.98 |
|
|
| Fisher Pivots for day following 04-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.08 |
102.54 |
| PP |
102.95 |
101.86 |
| S1 |
102.81 |
101.18 |
|