NYMEX Light Sweet Crude Oil Future March 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 |
102.43 |
101.19 |
-1.24 |
-1.2% |
99.75 |
| High |
102.64 |
103.19 |
0.55 |
0.5% |
103.90 |
| Low |
100.78 |
98.73 |
-2.05 |
-2.0% |
99.75 |
| Close |
101.09 |
99.31 |
-1.78 |
-1.8% |
101.78 |
| Range |
1.86 |
4.46 |
2.60 |
139.8% |
4.15 |
| ATR |
2.35 |
2.51 |
0.15 |
6.4% |
0.00 |
| Volume |
129,190 |
112,672 |
-16,518 |
-12.8% |
320,939 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.79 |
111.01 |
101.76 |
|
| R3 |
109.33 |
106.55 |
100.54 |
|
| R2 |
104.87 |
104.87 |
100.13 |
|
| R1 |
102.09 |
102.09 |
99.72 |
101.25 |
| PP |
100.41 |
100.41 |
100.41 |
99.99 |
| S1 |
97.63 |
97.63 |
98.90 |
96.79 |
| S2 |
95.95 |
95.95 |
98.49 |
|
| S3 |
91.49 |
93.17 |
98.08 |
|
| S4 |
87.03 |
88.71 |
96.86 |
|
|
| 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 |
103.60 |
98.73 |
4.87 |
4.9% |
2.45 |
2.5% |
12% |
False |
True |
106,213 |
| 10 |
103.90 |
98.45 |
5.45 |
5.5% |
2.33 |
2.3% |
16% |
False |
False |
86,892 |
| 20 |
103.90 |
92.95 |
10.95 |
11.0% |
2.44 |
2.5% |
58% |
False |
False |
66,256 |
| 40 |
103.90 |
92.95 |
10.95 |
11.0% |
2.57 |
2.6% |
58% |
False |
False |
56,892 |
| 60 |
103.90 |
84.69 |
19.21 |
19.3% |
2.61 |
2.6% |
76% |
False |
False |
49,113 |
| 80 |
103.90 |
75.90 |
28.00 |
28.2% |
2.72 |
2.7% |
84% |
False |
False |
41,379 |
| 100 |
103.90 |
75.90 |
28.00 |
28.2% |
2.65 |
2.7% |
84% |
False |
False |
35,677 |
| 120 |
103.90 |
75.90 |
28.00 |
28.2% |
2.74 |
2.8% |
84% |
False |
False |
31,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.15 |
|
2.618 |
114.87 |
|
1.618 |
110.41 |
|
1.000 |
107.65 |
|
0.618 |
105.95 |
|
HIGH |
103.19 |
|
0.618 |
101.49 |
|
0.500 |
100.96 |
|
0.382 |
100.43 |
|
LOW |
98.73 |
|
0.618 |
95.97 |
|
1.000 |
94.27 |
|
1.618 |
91.51 |
|
2.618 |
87.05 |
|
4.250 |
79.78 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
100.96 |
101.17 |
| PP |
100.41 |
100.55 |
| S1 |
99.86 |
99.93 |
|