NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 12-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
102.20 |
101.00 |
-1.20 |
-1.2% |
99.70 |
| High |
102.46 |
102.98 |
0.52 |
0.5% |
103.74 |
| Low |
100.55 |
98.50 |
-2.05 |
-2.0% |
99.65 |
| Close |
100.87 |
99.10 |
-1.77 |
-1.8% |
101.56 |
| Range |
1.91 |
4.48 |
2.57 |
134.6% |
4.09 |
| ATR |
2.40 |
2.55 |
0.15 |
6.2% |
0.00 |
| Volume |
280,835 |
341,400 |
60,565 |
21.6% |
1,061,635 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.63 |
110.85 |
101.56 |
|
| R3 |
109.15 |
106.37 |
100.33 |
|
| R2 |
104.67 |
104.67 |
99.92 |
|
| R1 |
101.89 |
101.89 |
99.51 |
101.04 |
| PP |
100.19 |
100.19 |
100.19 |
99.77 |
| S1 |
97.41 |
97.41 |
98.69 |
96.56 |
| S2 |
95.71 |
95.71 |
98.28 |
|
| S3 |
91.23 |
92.93 |
97.87 |
|
| S4 |
86.75 |
88.45 |
96.64 |
|
|
| 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 |
103.41 |
98.50 |
4.91 |
5.0% |
2.49 |
2.5% |
12% |
False |
True |
288,923 |
| 10 |
103.74 |
98.30 |
5.44 |
5.5% |
2.35 |
2.4% |
15% |
False |
False |
250,975 |
| 20 |
103.74 |
92.70 |
11.04 |
11.1% |
2.48 |
2.5% |
58% |
False |
False |
203,286 |
| 40 |
103.74 |
92.70 |
11.04 |
11.1% |
2.63 |
2.7% |
58% |
False |
False |
137,773 |
| 60 |
103.74 |
84.57 |
19.17 |
19.3% |
2.69 |
2.7% |
76% |
False |
False |
105,786 |
| 80 |
103.74 |
75.66 |
28.08 |
28.3% |
2.81 |
2.8% |
83% |
False |
False |
84,543 |
| 100 |
103.74 |
75.66 |
28.08 |
28.3% |
2.73 |
2.8% |
83% |
False |
False |
69,811 |
| 120 |
103.74 |
75.66 |
28.08 |
28.3% |
2.81 |
2.8% |
83% |
False |
False |
59,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.02 |
|
2.618 |
114.71 |
|
1.618 |
110.23 |
|
1.000 |
107.46 |
|
0.618 |
105.75 |
|
HIGH |
102.98 |
|
0.618 |
101.27 |
|
0.500 |
100.74 |
|
0.382 |
100.21 |
|
LOW |
98.50 |
|
0.618 |
95.73 |
|
1.000 |
94.02 |
|
1.618 |
91.25 |
|
2.618 |
86.77 |
|
4.250 |
79.46 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
100.74 |
100.96 |
| PP |
100.19 |
100.34 |
| S1 |
99.65 |
99.72 |
|