NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
102.99 |
103.29 |
0.30 |
0.3% |
99.92 |
| High |
103.74 |
103.73 |
-0.01 |
0.0% |
101.77 |
| Low |
101.88 |
101.30 |
-0.58 |
-0.6% |
98.30 |
| Close |
103.22 |
101.81 |
-1.41 |
-1.4% |
98.83 |
| Range |
1.86 |
2.43 |
0.57 |
30.6% |
3.47 |
| ATR |
2.55 |
2.54 |
-0.01 |
-0.3% |
0.00 |
| Volume |
255,238 |
279,458 |
24,220 |
9.5% |
534,115 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.57 |
108.12 |
103.15 |
|
| R3 |
107.14 |
105.69 |
102.48 |
|
| R2 |
104.71 |
104.71 |
102.26 |
|
| R1 |
103.26 |
103.26 |
102.03 |
102.77 |
| PP |
102.28 |
102.28 |
102.28 |
102.04 |
| S1 |
100.83 |
100.83 |
101.59 |
100.34 |
| S2 |
99.85 |
99.85 |
101.36 |
|
| S3 |
97.42 |
98.40 |
101.14 |
|
| S4 |
94.99 |
95.97 |
100.47 |
|
|
| 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% |
2.20 |
2.2% |
65% |
False |
False |
213,027 |
| 10 |
103.74 |
96.80 |
6.94 |
6.8% |
2.10 |
2.1% |
72% |
False |
False |
175,390 |
| 20 |
103.74 |
92.70 |
11.04 |
10.8% |
2.58 |
2.5% |
83% |
False |
False |
154,037 |
| 40 |
103.74 |
92.70 |
11.04 |
10.8% |
2.61 |
2.6% |
83% |
False |
False |
107,515 |
| 60 |
103.74 |
83.90 |
19.84 |
19.5% |
2.68 |
2.6% |
90% |
False |
False |
83,947 |
| 80 |
103.74 |
75.66 |
28.08 |
27.6% |
2.79 |
2.7% |
93% |
False |
False |
67,436 |
| 100 |
103.74 |
75.66 |
28.08 |
27.6% |
2.77 |
2.7% |
93% |
False |
False |
55,807 |
| 120 |
103.74 |
75.66 |
28.08 |
27.6% |
2.80 |
2.7% |
93% |
False |
False |
47,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.06 |
|
2.618 |
110.09 |
|
1.618 |
107.66 |
|
1.000 |
106.16 |
|
0.618 |
105.23 |
|
HIGH |
103.73 |
|
0.618 |
102.80 |
|
0.500 |
102.52 |
|
0.382 |
102.23 |
|
LOW |
101.30 |
|
0.618 |
99.80 |
|
1.000 |
98.87 |
|
1.618 |
97.37 |
|
2.618 |
94.94 |
|
4.250 |
90.97 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.52 |
101.77 |
| PP |
102.28 |
101.73 |
| S1 |
102.05 |
101.70 |
|