NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
103.30 |
103.52 |
0.22 |
0.2% |
100.10 |
| High |
104.08 |
104.10 |
0.02 |
0.0% |
102.01 |
| Low |
102.25 |
101.70 |
-0.55 |
-0.5% |
98.70 |
| Close |
103.60 |
102.21 |
-1.39 |
-1.3% |
99.21 |
| Range |
1.83 |
2.40 |
0.57 |
31.1% |
3.31 |
| ATR |
2.39 |
2.39 |
0.00 |
0.0% |
0.00 |
| Volume |
55,786 |
43,492 |
-12,294 |
-22.0% |
56,304 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.87 |
108.44 |
103.53 |
|
| R3 |
107.47 |
106.04 |
102.87 |
|
| R2 |
105.07 |
105.07 |
102.65 |
|
| R1 |
103.64 |
103.64 |
102.43 |
103.16 |
| PP |
102.67 |
102.67 |
102.67 |
102.43 |
| S1 |
101.24 |
101.24 |
101.99 |
100.76 |
| S2 |
100.27 |
100.27 |
101.77 |
|
| S3 |
97.87 |
98.84 |
101.55 |
|
| S4 |
95.47 |
96.44 |
100.89 |
|
|
| 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 |
104.10 |
98.70 |
5.40 |
5.3% |
2.10 |
2.1% |
65% |
True |
False |
31,484 |
| 10 |
104.10 |
97.19 |
6.91 |
6.8% |
2.00 |
2.0% |
73% |
True |
False |
25,220 |
| 20 |
104.10 |
93.27 |
10.83 |
10.6% |
2.41 |
2.4% |
83% |
True |
False |
25,977 |
| 40 |
104.10 |
93.27 |
10.83 |
10.6% |
2.36 |
2.3% |
83% |
True |
False |
21,880 |
| 60 |
104.10 |
84.22 |
19.88 |
19.5% |
2.39 |
2.3% |
90% |
True |
False |
19,419 |
| 80 |
104.10 |
76.15 |
27.95 |
27.3% |
2.52 |
2.5% |
93% |
True |
False |
16,502 |
| 100 |
104.10 |
76.15 |
27.95 |
27.3% |
2.51 |
2.5% |
93% |
True |
False |
14,485 |
| 120 |
104.10 |
76.15 |
27.95 |
27.3% |
2.50 |
2.4% |
93% |
True |
False |
12,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.30 |
|
2.618 |
110.38 |
|
1.618 |
107.98 |
|
1.000 |
106.50 |
|
0.618 |
105.58 |
|
HIGH |
104.10 |
|
0.618 |
103.18 |
|
0.500 |
102.90 |
|
0.382 |
102.62 |
|
LOW |
101.70 |
|
0.618 |
100.22 |
|
1.000 |
99.30 |
|
1.618 |
97.82 |
|
2.618 |
95.42 |
|
4.250 |
91.50 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.90 |
102.21 |
| PP |
102.67 |
102.20 |
| S1 |
102.44 |
102.20 |
|