NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 12-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
102.59 |
101.49 |
-1.10 |
-1.1% |
100.30 |
| High |
102.80 |
103.40 |
0.60 |
0.6% |
104.10 |
| Low |
101.03 |
99.00 |
-2.03 |
-2.0% |
100.30 |
| Close |
101.33 |
99.56 |
-1.77 |
-1.7% |
102.04 |
| Range |
1.77 |
4.40 |
2.63 |
148.6% |
3.80 |
| ATR |
2.27 |
2.42 |
0.15 |
6.7% |
0.00 |
| Volume |
44,455 |
41,788 |
-2,667 |
-6.0% |
164,804 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.85 |
111.11 |
101.98 |
|
| R3 |
109.45 |
106.71 |
100.77 |
|
| R2 |
105.05 |
105.05 |
100.37 |
|
| R1 |
102.31 |
102.31 |
99.96 |
101.48 |
| PP |
100.65 |
100.65 |
100.65 |
100.24 |
| S1 |
97.91 |
97.91 |
99.16 |
97.08 |
| S2 |
96.25 |
96.25 |
98.75 |
|
| S3 |
91.85 |
93.51 |
98.35 |
|
| S4 |
87.45 |
89.11 |
97.14 |
|
|
| 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 |
103.80 |
99.00 |
4.80 |
4.8% |
2.40 |
2.4% |
12% |
False |
True |
46,650 |
| 10 |
104.10 |
98.70 |
5.40 |
5.4% |
2.25 |
2.3% |
16% |
False |
False |
39,067 |
| 20 |
104.10 |
93.27 |
10.83 |
10.9% |
2.35 |
2.4% |
58% |
False |
False |
30,750 |
| 40 |
104.10 |
93.27 |
10.83 |
10.9% |
2.41 |
2.4% |
58% |
False |
False |
25,694 |
| 60 |
104.10 |
84.94 |
19.16 |
19.2% |
2.41 |
2.4% |
76% |
False |
False |
22,222 |
| 80 |
104.10 |
76.15 |
27.95 |
28.1% |
2.54 |
2.6% |
84% |
False |
False |
18,851 |
| 100 |
104.10 |
76.15 |
27.95 |
28.1% |
2.50 |
2.5% |
84% |
False |
False |
16,523 |
| 120 |
104.10 |
76.15 |
27.95 |
28.1% |
2.54 |
2.5% |
84% |
False |
False |
14,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.10 |
|
2.618 |
114.92 |
|
1.618 |
110.52 |
|
1.000 |
107.80 |
|
0.618 |
106.12 |
|
HIGH |
103.40 |
|
0.618 |
101.72 |
|
0.500 |
101.20 |
|
0.382 |
100.68 |
|
LOW |
99.00 |
|
0.618 |
96.28 |
|
1.000 |
94.60 |
|
1.618 |
91.88 |
|
2.618 |
87.48 |
|
4.250 |
80.30 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
101.20 |
101.40 |
| PP |
100.65 |
100.79 |
| S1 |
100.11 |
100.17 |
|