NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 10-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
101.92 |
101.30 |
-0.62 |
-0.6% |
99.70 |
| High |
102.15 |
103.41 |
1.26 |
1.2% |
103.74 |
| Low |
100.10 |
101.30 |
1.20 |
1.2% |
99.65 |
| Close |
101.31 |
102.24 |
0.93 |
0.9% |
101.56 |
| Range |
2.05 |
2.11 |
0.06 |
2.9% |
4.09 |
| ATR |
2.47 |
2.44 |
-0.03 |
-1.0% |
0.00 |
| Volume |
286,039 |
266,882 |
-19,157 |
-6.7% |
1,061,635 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.65 |
107.55 |
103.40 |
|
| R3 |
106.54 |
105.44 |
102.82 |
|
| R2 |
104.43 |
104.43 |
102.63 |
|
| R1 |
103.33 |
103.33 |
102.43 |
103.88 |
| PP |
102.32 |
102.32 |
102.32 |
102.59 |
| S1 |
101.22 |
101.22 |
102.05 |
101.77 |
| S2 |
100.21 |
100.21 |
101.85 |
|
| S3 |
98.10 |
99.11 |
101.66 |
|
| S4 |
95.99 |
97.00 |
101.08 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.92 |
111.83 |
103.81 |
|
| R3 |
109.83 |
107.74 |
102.68 |
|
| R2 |
105.74 |
105.74 |
102.31 |
|
| R1 |
103.65 |
103.65 |
101.93 |
104.70 |
| PP |
101.65 |
101.65 |
101.65 |
102.17 |
| S1 |
99.56 |
99.56 |
101.19 |
100.61 |
| S2 |
97.56 |
97.56 |
100.81 |
|
| S3 |
93.47 |
95.47 |
100.44 |
|
| S4 |
89.38 |
91.38 |
99.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.74 |
100.10 |
3.64 |
3.6% |
2.07 |
2.0% |
59% |
False |
False |
271,415 |
| 10 |
103.74 |
98.30 |
5.44 |
5.3% |
2.21 |
2.2% |
72% |
False |
False |
214,867 |
| 20 |
103.74 |
92.70 |
11.04 |
10.8% |
2.45 |
2.4% |
86% |
False |
False |
181,962 |
| 40 |
103.74 |
92.70 |
11.04 |
10.8% |
2.56 |
2.5% |
86% |
False |
False |
124,396 |
| 60 |
103.74 |
84.50 |
19.24 |
18.8% |
2.67 |
2.6% |
92% |
False |
False |
96,216 |
| 80 |
103.74 |
75.66 |
28.08 |
27.5% |
2.79 |
2.7% |
95% |
False |
False |
77,086 |
| 100 |
103.74 |
75.66 |
28.08 |
27.5% |
2.76 |
2.7% |
95% |
False |
False |
63,753 |
| 120 |
103.74 |
75.66 |
28.08 |
27.5% |
2.79 |
2.7% |
95% |
False |
False |
54,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.38 |
|
2.618 |
108.93 |
|
1.618 |
106.82 |
|
1.000 |
105.52 |
|
0.618 |
104.71 |
|
HIGH |
103.41 |
|
0.618 |
102.60 |
|
0.500 |
102.36 |
|
0.382 |
102.11 |
|
LOW |
101.30 |
|
0.618 |
100.00 |
|
1.000 |
99.19 |
|
1.618 |
97.89 |
|
2.618 |
95.78 |
|
4.250 |
92.33 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.36 |
102.08 |
| PP |
102.32 |
101.92 |
| S1 |
102.28 |
101.76 |
|