NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 19-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
101.06 |
101.35 |
0.29 |
0.3% |
102.14 |
| High |
102.24 |
102.24 |
0.00 |
0.0% |
103.60 |
| Low |
100.00 |
100.12 |
0.12 |
0.1% |
97.93 |
| Close |
100.76 |
100.54 |
-0.22 |
-0.2% |
98.88 |
| Range |
2.24 |
2.12 |
-0.12 |
-5.4% |
5.67 |
| ATR |
2.48 |
2.45 |
-0.03 |
-1.0% |
0.00 |
| Volume |
180,845 |
267,958 |
87,113 |
48.2% |
589,424 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.33 |
106.05 |
101.71 |
|
| R3 |
105.21 |
103.93 |
101.12 |
|
| R2 |
103.09 |
103.09 |
100.93 |
|
| R1 |
101.81 |
101.81 |
100.73 |
101.39 |
| PP |
100.97 |
100.97 |
100.97 |
100.76 |
| S1 |
99.69 |
99.69 |
100.35 |
99.27 |
| S2 |
98.85 |
98.85 |
100.15 |
|
| S3 |
96.73 |
97.57 |
99.96 |
|
| S4 |
94.61 |
95.45 |
99.37 |
|
|
| 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 |
103.19 |
97.93 |
5.26 |
5.2% |
2.74 |
2.7% |
50% |
False |
False |
173,251 |
| 10 |
103.87 |
97.93 |
5.94 |
5.9% |
2.39 |
2.4% |
44% |
False |
False |
136,724 |
| 20 |
103.90 |
94.53 |
9.37 |
9.3% |
2.28 |
2.3% |
64% |
False |
False |
92,322 |
| 40 |
103.90 |
92.95 |
10.95 |
10.9% |
2.44 |
2.4% |
69% |
False |
False |
70,650 |
| 60 |
103.90 |
87.40 |
16.50 |
16.4% |
2.56 |
2.5% |
80% |
False |
False |
60,284 |
| 80 |
103.90 |
75.90 |
28.00 |
27.8% |
2.67 |
2.7% |
88% |
False |
False |
50,116 |
| 100 |
103.90 |
75.90 |
28.00 |
27.8% |
2.65 |
2.6% |
88% |
False |
False |
42,880 |
| 120 |
103.90 |
75.90 |
28.00 |
27.8% |
2.77 |
2.8% |
88% |
False |
False |
37,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.25 |
|
2.618 |
107.79 |
|
1.618 |
105.67 |
|
1.000 |
104.36 |
|
0.618 |
103.55 |
|
HIGH |
102.24 |
|
0.618 |
101.43 |
|
0.500 |
101.18 |
|
0.382 |
100.93 |
|
LOW |
100.12 |
|
0.618 |
98.81 |
|
1.000 |
98.00 |
|
1.618 |
96.69 |
|
2.618 |
94.57 |
|
4.250 |
91.11 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
101.18 |
100.53 |
| PP |
100.97 |
100.52 |
| S1 |
100.75 |
100.52 |
|