NYMEX Light Sweet Crude Oil Future March 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 |
101.19 |
99.47 |
-1.72 |
-1.7% |
102.14 |
| High |
103.19 |
100.41 |
-2.78 |
-2.7% |
103.60 |
| Low |
98.73 |
97.93 |
-0.80 |
-0.8% |
97.93 |
| Close |
99.31 |
98.88 |
-0.43 |
-0.4% |
98.88 |
| Range |
4.46 |
2.48 |
-1.98 |
-44.4% |
5.67 |
| ATR |
2.51 |
2.50 |
0.00 |
-0.1% |
0.00 |
| Volume |
112,672 |
134,038 |
21,366 |
19.0% |
589,424 |
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.51 |
105.18 |
100.24 |
|
| R3 |
104.03 |
102.70 |
99.56 |
|
| R2 |
101.55 |
101.55 |
99.33 |
|
| R1 |
100.22 |
100.22 |
99.11 |
99.65 |
| PP |
99.07 |
99.07 |
99.07 |
98.79 |
| S1 |
97.74 |
97.74 |
98.65 |
97.17 |
| S2 |
96.59 |
96.59 |
98.43 |
|
| S3 |
94.11 |
95.26 |
98.20 |
|
| S4 |
91.63 |
92.78 |
97.52 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.15 |
113.68 |
102.00 |
|
| R3 |
111.48 |
108.01 |
100.44 |
|
| R2 |
105.81 |
105.81 |
99.92 |
|
| R1 |
102.34 |
102.34 |
99.40 |
101.24 |
| PP |
100.14 |
100.14 |
100.14 |
99.59 |
| S1 |
96.67 |
96.67 |
98.36 |
95.57 |
| S2 |
94.47 |
94.47 |
97.84 |
|
| S3 |
88.80 |
91.00 |
97.32 |
|
| S4 |
83.13 |
85.33 |
95.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.60 |
97.93 |
5.67 |
5.7% |
2.57 |
2.6% |
17% |
False |
True |
117,884 |
| 10 |
103.90 |
97.93 |
5.97 |
6.0% |
2.41 |
2.4% |
16% |
False |
True |
96,085 |
| 20 |
103.90 |
92.95 |
10.95 |
11.1% |
2.27 |
2.3% |
54% |
False |
False |
68,861 |
| 40 |
103.90 |
92.95 |
10.95 |
11.1% |
2.58 |
2.6% |
54% |
False |
False |
59,372 |
| 60 |
103.90 |
84.69 |
19.21 |
19.4% |
2.60 |
2.6% |
74% |
False |
False |
51,064 |
| 80 |
103.90 |
75.90 |
28.00 |
28.3% |
2.73 |
2.8% |
82% |
False |
False |
42,919 |
| 100 |
103.90 |
75.90 |
28.00 |
28.3% |
2.64 |
2.7% |
82% |
False |
False |
36,937 |
| 120 |
103.90 |
75.90 |
28.00 |
28.3% |
2.76 |
2.8% |
82% |
False |
False |
32,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.95 |
|
2.618 |
106.90 |
|
1.618 |
104.42 |
|
1.000 |
102.89 |
|
0.618 |
101.94 |
|
HIGH |
100.41 |
|
0.618 |
99.46 |
|
0.500 |
99.17 |
|
0.382 |
98.88 |
|
LOW |
97.93 |
|
0.618 |
96.40 |
|
1.000 |
95.45 |
|
1.618 |
93.92 |
|
2.618 |
91.44 |
|
4.250 |
87.39 |
|
|
| Fisher Pivots for day following 13-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
99.17 |
100.56 |
| PP |
99.07 |
100.00 |
| S1 |
98.98 |
99.44 |
|