NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 27-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
99.96 |
99.93 |
-0.03 |
0.0% |
98.34 |
| High |
101.39 |
100.63 |
-0.76 |
-0.7% |
101.39 |
| Low |
99.23 |
99.13 |
-0.10 |
-0.1% |
97.40 |
| Close |
99.70 |
99.56 |
-0.14 |
-0.1% |
99.56 |
| Range |
2.16 |
1.50 |
-0.66 |
-30.6% |
3.99 |
| ATR |
2.47 |
2.40 |
-0.07 |
-2.8% |
0.00 |
| Volume |
249,035 |
238,695 |
-10,340 |
-4.2% |
1,239,812 |
|
| Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.27 |
103.42 |
100.39 |
|
| R3 |
102.77 |
101.92 |
99.97 |
|
| R2 |
101.27 |
101.27 |
99.84 |
|
| R1 |
100.42 |
100.42 |
99.70 |
100.10 |
| PP |
99.77 |
99.77 |
99.77 |
99.61 |
| S1 |
98.92 |
98.92 |
99.42 |
98.60 |
| S2 |
98.27 |
98.27 |
99.29 |
|
| S3 |
96.77 |
97.42 |
99.15 |
|
| S4 |
95.27 |
95.92 |
98.74 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.42 |
109.48 |
101.75 |
|
| R3 |
107.43 |
105.49 |
100.66 |
|
| R2 |
103.44 |
103.44 |
100.29 |
|
| R1 |
101.50 |
101.50 |
99.93 |
102.47 |
| PP |
99.45 |
99.45 |
99.45 |
99.94 |
| S1 |
97.51 |
97.51 |
99.19 |
98.48 |
| S2 |
95.46 |
95.46 |
98.83 |
|
| S3 |
91.47 |
93.52 |
98.46 |
|
| S4 |
87.48 |
89.53 |
97.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.39 |
97.40 |
3.99 |
4.0% |
2.26 |
2.3% |
54% |
False |
False |
247,962 |
| 10 |
102.24 |
97.40 |
4.84 |
4.9% |
2.34 |
2.4% |
45% |
False |
False |
228,100 |
| 20 |
103.90 |
97.40 |
6.50 |
6.5% |
2.33 |
2.3% |
33% |
False |
False |
157,496 |
| 40 |
103.90 |
92.95 |
10.95 |
11.0% |
2.41 |
2.4% |
60% |
False |
False |
102,530 |
| 60 |
103.90 |
88.85 |
15.05 |
15.1% |
2.51 |
2.5% |
71% |
False |
False |
81,381 |
| 80 |
103.90 |
75.90 |
28.00 |
28.1% |
2.57 |
2.6% |
85% |
False |
False |
68,109 |
| 100 |
103.90 |
75.90 |
28.00 |
28.1% |
2.67 |
2.7% |
85% |
False |
False |
57,383 |
| 120 |
103.90 |
75.90 |
28.00 |
28.1% |
2.72 |
2.7% |
85% |
False |
False |
49,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.01 |
|
2.618 |
104.56 |
|
1.618 |
103.06 |
|
1.000 |
102.13 |
|
0.618 |
101.56 |
|
HIGH |
100.63 |
|
0.618 |
100.06 |
|
0.500 |
99.88 |
|
0.382 |
99.70 |
|
LOW |
99.13 |
|
0.618 |
98.20 |
|
1.000 |
97.63 |
|
1.618 |
96.70 |
|
2.618 |
95.20 |
|
4.250 |
92.76 |
|
|
| Fisher Pivots for day following 27-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
99.88 |
99.53 |
| PP |
99.77 |
99.49 |
| S1 |
99.67 |
99.46 |
|