NYMEX Light Sweet Crude Oil Future February 2012
| Trading Metrics calculated at close of trading on 20-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
101.14 |
100.39 |
-0.75 |
-0.7% |
98.95 |
| High |
102.06 |
100.74 |
-1.32 |
-1.3% |
102.06 |
| Low |
99.98 |
97.91 |
-2.07 |
-2.1% |
97.91 |
| Close |
100.39 |
98.46 |
-1.93 |
-1.9% |
98.46 |
| Range |
2.08 |
2.83 |
0.75 |
36.1% |
4.15 |
| ATR |
2.48 |
2.51 |
0.02 |
1.0% |
0.00 |
| Volume |
87,720 |
31,083 |
-56,637 |
-64.6% |
681,426 |
|
| Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.53 |
105.82 |
100.02 |
|
| R3 |
104.70 |
102.99 |
99.24 |
|
| R2 |
101.87 |
101.87 |
98.98 |
|
| R1 |
100.16 |
100.16 |
98.72 |
99.60 |
| PP |
99.04 |
99.04 |
99.04 |
98.76 |
| S1 |
97.33 |
97.33 |
98.20 |
96.77 |
| S2 |
96.21 |
96.21 |
97.94 |
|
| S3 |
93.38 |
94.50 |
97.68 |
|
| S4 |
90.55 |
91.67 |
96.90 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.93 |
109.34 |
100.74 |
|
| R3 |
107.78 |
105.19 |
99.60 |
|
| R2 |
103.63 |
103.63 |
99.22 |
|
| R1 |
101.04 |
101.04 |
98.84 |
100.26 |
| PP |
99.48 |
99.48 |
99.48 |
99.09 |
| S1 |
96.89 |
96.89 |
98.08 |
96.11 |
| S2 |
95.33 |
95.33 |
97.70 |
|
| S3 |
91.18 |
92.74 |
97.32 |
|
| S4 |
87.03 |
88.59 |
96.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.06 |
97.70 |
4.36 |
4.4% |
2.41 |
2.4% |
17% |
False |
False |
194,438 |
| 10 |
103.41 |
97.70 |
5.71 |
5.8% |
2.45 |
2.5% |
13% |
False |
False |
241,681 |
| 20 |
103.74 |
96.80 |
6.94 |
7.0% |
2.27 |
2.3% |
24% |
False |
False |
208,535 |
| 40 |
103.74 |
92.70 |
11.04 |
11.2% |
2.49 |
2.5% |
52% |
False |
False |
153,552 |
| 60 |
103.74 |
88.96 |
14.78 |
15.0% |
2.61 |
2.6% |
64% |
False |
False |
119,756 |
| 80 |
103.74 |
75.66 |
28.08 |
28.5% |
2.73 |
2.8% |
81% |
False |
False |
95,607 |
| 100 |
103.74 |
75.66 |
28.08 |
28.5% |
2.73 |
2.8% |
81% |
False |
False |
79,183 |
| 120 |
103.74 |
75.66 |
28.08 |
28.5% |
2.84 |
2.9% |
81% |
False |
False |
67,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.77 |
|
2.618 |
108.15 |
|
1.618 |
105.32 |
|
1.000 |
103.57 |
|
0.618 |
102.49 |
|
HIGH |
100.74 |
|
0.618 |
99.66 |
|
0.500 |
99.33 |
|
0.382 |
98.99 |
|
LOW |
97.91 |
|
0.618 |
96.16 |
|
1.000 |
95.08 |
|
1.618 |
93.33 |
|
2.618 |
90.50 |
|
4.250 |
85.88 |
|
|
| Fisher Pivots for day following 20-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
99.33 |
99.99 |
| PP |
99.04 |
99.48 |
| S1 |
98.75 |
98.97 |
|