NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 04-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
100.30 |
103.30 |
3.00 |
3.0% |
100.10 |
| High |
103.50 |
104.08 |
0.58 |
0.6% |
102.01 |
| Low |
100.30 |
102.25 |
1.95 |
1.9% |
98.70 |
| Close |
103.32 |
103.60 |
0.28 |
0.3% |
99.21 |
| Range |
3.20 |
1.83 |
-1.37 |
-42.8% |
3.31 |
| ATR |
2.43 |
2.39 |
-0.04 |
-1.8% |
0.00 |
| Volume |
23,871 |
55,786 |
31,915 |
133.7% |
56,304 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.80 |
108.03 |
104.61 |
|
| R3 |
106.97 |
106.20 |
104.10 |
|
| R2 |
105.14 |
105.14 |
103.94 |
|
| R1 |
104.37 |
104.37 |
103.77 |
104.76 |
| PP |
103.31 |
103.31 |
103.31 |
103.50 |
| S1 |
102.54 |
102.54 |
103.43 |
102.93 |
| S2 |
101.48 |
101.48 |
103.26 |
|
| S3 |
99.65 |
100.71 |
103.10 |
|
| S4 |
97.82 |
98.88 |
102.59 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.90 |
107.87 |
101.03 |
|
| R3 |
106.59 |
104.56 |
100.12 |
|
| R2 |
103.28 |
103.28 |
99.82 |
|
| R1 |
101.25 |
101.25 |
99.51 |
100.61 |
| PP |
99.97 |
99.97 |
99.97 |
99.66 |
| S1 |
97.94 |
97.94 |
98.91 |
97.30 |
| S2 |
96.66 |
96.66 |
98.60 |
|
| S3 |
93.35 |
94.63 |
98.30 |
|
| S4 |
90.04 |
91.32 |
97.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.08 |
98.70 |
5.38 |
5.2% |
2.11 |
2.0% |
91% |
True |
False |
25,439 |
| 10 |
104.08 |
94.80 |
9.28 |
9.0% |
2.07 |
2.0% |
95% |
True |
False |
22,265 |
| 20 |
104.08 |
93.27 |
10.81 |
10.4% |
2.34 |
2.3% |
96% |
True |
False |
24,678 |
| 40 |
104.08 |
93.27 |
10.81 |
10.4% |
2.35 |
2.3% |
96% |
True |
False |
21,050 |
| 60 |
104.08 |
83.95 |
20.13 |
19.4% |
2.40 |
2.3% |
98% |
True |
False |
18,810 |
| 80 |
104.08 |
76.15 |
27.93 |
27.0% |
2.53 |
2.4% |
98% |
True |
False |
16,075 |
| 100 |
104.08 |
76.15 |
27.93 |
27.0% |
2.51 |
2.4% |
98% |
True |
False |
14,149 |
| 120 |
104.08 |
76.15 |
27.93 |
27.0% |
2.49 |
2.4% |
98% |
True |
False |
12,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.86 |
|
2.618 |
108.87 |
|
1.618 |
107.04 |
|
1.000 |
105.91 |
|
0.618 |
105.21 |
|
HIGH |
104.08 |
|
0.618 |
103.38 |
|
0.500 |
103.17 |
|
0.382 |
102.95 |
|
LOW |
102.25 |
|
0.618 |
101.12 |
|
1.000 |
100.42 |
|
1.618 |
99.29 |
|
2.618 |
97.46 |
|
4.250 |
94.47 |
|
|
| Fisher Pivots for day following 04-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.46 |
102.91 |
| PP |
103.31 |
102.21 |
| S1 |
103.17 |
101.52 |
|