NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 13-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
101.00 |
99.20 |
-1.80 |
-1.8% |
101.92 |
| High |
102.98 |
100.19 |
-2.79 |
-2.7% |
103.41 |
| Low |
98.50 |
97.70 |
-0.80 |
-0.8% |
97.70 |
| Close |
99.10 |
98.70 |
-0.40 |
-0.4% |
98.70 |
| Range |
4.48 |
2.49 |
-1.99 |
-44.4% |
5.71 |
| ATR |
2.55 |
2.55 |
0.00 |
-0.2% |
0.00 |
| Volume |
341,400 |
290,768 |
-50,632 |
-14.8% |
1,465,924 |
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.33 |
105.01 |
100.07 |
|
| R3 |
103.84 |
102.52 |
99.38 |
|
| R2 |
101.35 |
101.35 |
99.16 |
|
| R1 |
100.03 |
100.03 |
98.93 |
99.45 |
| PP |
98.86 |
98.86 |
98.86 |
98.57 |
| S1 |
97.54 |
97.54 |
98.47 |
96.96 |
| S2 |
96.37 |
96.37 |
98.24 |
|
| S3 |
93.88 |
95.05 |
98.02 |
|
| S4 |
91.39 |
92.56 |
97.33 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.07 |
113.59 |
101.84 |
|
| R3 |
111.36 |
107.88 |
100.27 |
|
| R2 |
105.65 |
105.65 |
99.75 |
|
| R1 |
102.17 |
102.17 |
99.22 |
101.06 |
| PP |
99.94 |
99.94 |
99.94 |
99.38 |
| S1 |
96.46 |
96.46 |
98.18 |
95.35 |
| S2 |
94.23 |
94.23 |
97.65 |
|
| S3 |
88.52 |
90.75 |
97.13 |
|
| S4 |
82.81 |
85.04 |
95.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.41 |
97.70 |
5.71 |
5.8% |
2.61 |
2.6% |
18% |
False |
True |
293,184 |
| 10 |
103.74 |
97.70 |
6.04 |
6.1% |
2.43 |
2.5% |
17% |
False |
True |
265,935 |
| 20 |
103.74 |
92.70 |
11.04 |
11.2% |
2.31 |
2.3% |
54% |
False |
False |
209,987 |
| 40 |
103.74 |
92.70 |
11.04 |
11.2% |
2.64 |
2.7% |
54% |
False |
False |
143,856 |
| 60 |
103.74 |
84.57 |
19.17 |
19.4% |
2.67 |
2.7% |
74% |
False |
False |
110,228 |
| 80 |
103.74 |
75.66 |
28.08 |
28.4% |
2.81 |
2.9% |
82% |
False |
False |
88,044 |
| 100 |
103.74 |
75.66 |
28.08 |
28.4% |
2.73 |
2.8% |
82% |
False |
False |
72,660 |
| 120 |
103.74 |
75.66 |
28.08 |
28.4% |
2.82 |
2.9% |
82% |
False |
False |
61,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.77 |
|
2.618 |
106.71 |
|
1.618 |
104.22 |
|
1.000 |
102.68 |
|
0.618 |
101.73 |
|
HIGH |
100.19 |
|
0.618 |
99.24 |
|
0.500 |
98.95 |
|
0.382 |
98.65 |
|
LOW |
97.70 |
|
0.618 |
96.16 |
|
1.000 |
95.21 |
|
1.618 |
93.67 |
|
2.618 |
91.18 |
|
4.250 |
87.12 |
|
|
| Fisher Pivots for day following 13-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
98.95 |
100.34 |
| PP |
98.86 |
99.79 |
| S1 |
98.78 |
99.25 |
|