NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 10-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
102.50 |
101.80 |
-0.70 |
-0.7% |
100.30 |
| High |
102.60 |
103.80 |
1.20 |
1.2% |
104.10 |
| Low |
100.63 |
101.80 |
1.17 |
1.2% |
100.30 |
| Close |
101.78 |
102.64 |
0.86 |
0.8% |
102.04 |
| Range |
1.97 |
2.00 |
0.03 |
1.5% |
3.80 |
| ATR |
2.33 |
2.30 |
-0.02 |
-0.9% |
0.00 |
| Volume |
53,129 |
52,224 |
-905 |
-1.7% |
164,804 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.75 |
107.69 |
103.74 |
|
| R3 |
106.75 |
105.69 |
103.19 |
|
| R2 |
104.75 |
104.75 |
103.01 |
|
| R1 |
103.69 |
103.69 |
102.82 |
104.22 |
| PP |
102.75 |
102.75 |
102.75 |
103.01 |
| S1 |
101.69 |
101.69 |
102.46 |
102.22 |
| S2 |
100.75 |
100.75 |
102.27 |
|
| S3 |
98.75 |
99.69 |
102.09 |
|
| S4 |
96.75 |
97.69 |
101.54 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.55 |
111.59 |
104.13 |
|
| R3 |
109.75 |
107.79 |
103.09 |
|
| R2 |
105.95 |
105.95 |
102.74 |
|
| R1 |
103.99 |
103.99 |
102.39 |
104.97 |
| PP |
102.15 |
102.15 |
102.15 |
102.64 |
| S1 |
100.19 |
100.19 |
101.69 |
101.17 |
| S2 |
98.35 |
98.35 |
101.34 |
|
| S3 |
94.55 |
96.39 |
101.00 |
|
| S4 |
90.75 |
92.59 |
99.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.10 |
100.63 |
3.47 |
3.4% |
2.01 |
2.0% |
58% |
False |
False |
49,257 |
| 10 |
104.10 |
98.70 |
5.40 |
5.3% |
2.11 |
2.1% |
73% |
False |
False |
32,646 |
| 20 |
104.10 |
93.27 |
10.83 |
10.6% |
2.30 |
2.2% |
87% |
False |
False |
28,514 |
| 40 |
104.10 |
93.27 |
10.83 |
10.6% |
2.33 |
2.3% |
87% |
False |
False |
24,289 |
| 60 |
104.10 |
84.82 |
19.28 |
18.8% |
2.39 |
2.3% |
92% |
False |
False |
21,130 |
| 80 |
104.10 |
76.15 |
27.95 |
27.2% |
2.52 |
2.5% |
95% |
False |
False |
17,937 |
| 100 |
104.10 |
76.15 |
27.95 |
27.2% |
2.53 |
2.5% |
95% |
False |
False |
15,806 |
| 120 |
104.10 |
76.15 |
27.95 |
27.2% |
2.51 |
2.4% |
95% |
False |
False |
13,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.30 |
|
2.618 |
109.04 |
|
1.618 |
107.04 |
|
1.000 |
105.80 |
|
0.618 |
105.04 |
|
HIGH |
103.80 |
|
0.618 |
103.04 |
|
0.500 |
102.80 |
|
0.382 |
102.56 |
|
LOW |
101.80 |
|
0.618 |
100.56 |
|
1.000 |
99.80 |
|
1.618 |
98.56 |
|
2.618 |
96.56 |
|
4.250 |
93.30 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.80 |
102.50 |
| PP |
102.75 |
102.36 |
| S1 |
102.69 |
102.22 |
|