NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 09-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
101.52 |
102.14 |
0.62 |
0.6% |
99.75 |
| High |
102.98 |
102.32 |
-0.66 |
-0.6% |
103.90 |
| Low |
101.08 |
100.34 |
-0.74 |
-0.7% |
99.75 |
| Close |
101.78 |
101.52 |
-0.26 |
-0.3% |
101.78 |
| Range |
1.90 |
1.98 |
0.08 |
4.2% |
4.15 |
| ATR |
2.45 |
2.42 |
-0.03 |
-1.4% |
0.00 |
| Volume |
75,681 |
95,204 |
19,523 |
25.8% |
320,939 |
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.33 |
106.41 |
102.61 |
|
| R3 |
105.35 |
104.43 |
102.06 |
|
| R2 |
103.37 |
103.37 |
101.88 |
|
| R1 |
102.45 |
102.45 |
101.70 |
101.92 |
| PP |
101.39 |
101.39 |
101.39 |
101.13 |
| S1 |
100.47 |
100.47 |
101.34 |
99.94 |
| S2 |
99.41 |
99.41 |
101.16 |
|
| S3 |
97.43 |
98.49 |
100.98 |
|
| S4 |
95.45 |
96.51 |
100.43 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.26 |
112.17 |
104.06 |
|
| R3 |
110.11 |
108.02 |
102.92 |
|
| R2 |
105.96 |
105.96 |
102.54 |
|
| R1 |
103.87 |
103.87 |
102.16 |
104.92 |
| PP |
101.81 |
101.81 |
101.81 |
102.33 |
| S1 |
99.72 |
99.72 |
101.40 |
100.77 |
| S2 |
97.66 |
97.66 |
101.02 |
|
| S3 |
93.51 |
95.57 |
100.64 |
|
| S4 |
89.36 |
91.42 |
99.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.90 |
99.75 |
4.15 |
4.1% |
2.34 |
2.3% |
43% |
False |
False |
83,228 |
| 10 |
103.90 |
98.45 |
5.45 |
5.4% |
2.07 |
2.0% |
56% |
False |
False |
60,041 |
| 20 |
103.90 |
92.95 |
10.95 |
10.8% |
2.42 |
2.4% |
78% |
False |
False |
56,532 |
| 40 |
103.90 |
92.95 |
10.95 |
10.8% |
2.52 |
2.5% |
78% |
False |
False |
50,685 |
| 60 |
103.90 |
84.05 |
19.85 |
19.6% |
2.59 |
2.6% |
88% |
False |
False |
44,334 |
| 80 |
103.90 |
75.90 |
28.00 |
27.6% |
2.70 |
2.7% |
92% |
False |
False |
37,425 |
| 100 |
103.90 |
75.90 |
28.00 |
27.6% |
2.69 |
2.6% |
92% |
False |
False |
32,362 |
| 120 |
103.90 |
75.90 |
28.00 |
27.6% |
2.72 |
2.7% |
92% |
False |
False |
28,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.74 |
|
2.618 |
107.50 |
|
1.618 |
105.52 |
|
1.000 |
104.30 |
|
0.618 |
103.54 |
|
HIGH |
102.32 |
|
0.618 |
101.56 |
|
0.500 |
101.33 |
|
0.382 |
101.10 |
|
LOW |
100.34 |
|
0.618 |
99.12 |
|
1.000 |
98.36 |
|
1.618 |
97.14 |
|
2.618 |
95.16 |
|
4.250 |
91.93 |
|
|
| Fisher Pivots for day following 09-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
101.46 |
102.11 |
| PP |
101.39 |
101.91 |
| S1 |
101.33 |
101.72 |
|