NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 24-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
98.34 |
99.88 |
1.54 |
1.6% |
99.05 |
| High |
100.24 |
100.18 |
-0.06 |
-0.1% |
102.24 |
| Low |
97.40 |
98.25 |
0.85 |
0.9% |
98.02 |
| Close |
99.58 |
98.95 |
-0.63 |
-0.6% |
98.33 |
| Range |
2.84 |
1.93 |
-0.91 |
-32.0% |
4.22 |
| ATR |
2.51 |
2.47 |
-0.04 |
-1.6% |
0.00 |
| Volume |
221,711 |
225,258 |
3,547 |
1.6% |
907,152 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.92 |
103.86 |
100.01 |
|
| R3 |
102.99 |
101.93 |
99.48 |
|
| R2 |
101.06 |
101.06 |
99.30 |
|
| R1 |
100.00 |
100.00 |
99.13 |
99.57 |
| PP |
99.13 |
99.13 |
99.13 |
98.91 |
| S1 |
98.07 |
98.07 |
98.77 |
97.64 |
| S2 |
97.20 |
97.20 |
98.60 |
|
| S3 |
95.27 |
96.14 |
98.42 |
|
| S4 |
93.34 |
94.21 |
97.89 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.19 |
109.48 |
100.65 |
|
| R3 |
107.97 |
105.26 |
99.49 |
|
| R2 |
103.75 |
103.75 |
99.10 |
|
| R1 |
101.04 |
101.04 |
98.72 |
100.29 |
| PP |
99.53 |
99.53 |
99.53 |
99.15 |
| S1 |
96.82 |
96.82 |
97.94 |
96.07 |
| S2 |
95.31 |
95.31 |
97.56 |
|
| S3 |
91.09 |
92.60 |
97.17 |
|
| S4 |
86.87 |
88.38 |
96.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.24 |
97.40 |
4.84 |
4.9% |
2.40 |
2.4% |
32% |
False |
False |
236,675 |
| 10 |
103.60 |
97.40 |
6.20 |
6.3% |
2.53 |
2.6% |
25% |
False |
False |
184,834 |
| 20 |
103.90 |
97.40 |
6.50 |
6.6% |
2.30 |
2.3% |
24% |
False |
False |
122,437 |
| 40 |
103.90 |
92.95 |
10.95 |
11.1% |
2.46 |
2.5% |
55% |
False |
False |
85,544 |
| 60 |
103.90 |
88.85 |
15.05 |
15.2% |
2.52 |
2.5% |
67% |
False |
False |
69,902 |
| 80 |
103.90 |
75.90 |
28.00 |
28.3% |
2.63 |
2.7% |
82% |
False |
False |
58,697 |
| 100 |
103.90 |
75.90 |
28.00 |
28.3% |
2.66 |
2.7% |
82% |
False |
False |
50,035 |
| 120 |
103.90 |
75.90 |
28.00 |
28.3% |
2.77 |
2.8% |
82% |
False |
False |
43,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.38 |
|
2.618 |
105.23 |
|
1.618 |
103.30 |
|
1.000 |
102.11 |
|
0.618 |
101.37 |
|
HIGH |
100.18 |
|
0.618 |
99.44 |
|
0.500 |
99.22 |
|
0.382 |
98.99 |
|
LOW |
98.25 |
|
0.618 |
97.06 |
|
1.000 |
96.32 |
|
1.618 |
95.13 |
|
2.618 |
93.20 |
|
4.250 |
90.05 |
|
|
| Fisher Pivots for day following 24-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
99.22 |
99.16 |
| PP |
99.13 |
99.09 |
| S1 |
99.04 |
99.02 |
|