NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 17-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
99.72 |
99.40 |
-0.32 |
-0.3% |
102.50 |
| High |
100.67 |
101.48 |
0.81 |
0.8% |
103.80 |
| Low |
98.25 |
99.10 |
0.85 |
0.9% |
98.25 |
| Close |
99.12 |
101.14 |
2.02 |
2.0% |
99.12 |
| Range |
2.42 |
2.38 |
-0.04 |
-1.7% |
5.55 |
| ATR |
2.42 |
2.42 |
0.00 |
-0.1% |
0.00 |
| Volume |
44,095 |
60,761 |
16,666 |
37.8% |
235,691 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.71 |
106.81 |
102.45 |
|
| R3 |
105.33 |
104.43 |
101.79 |
|
| R2 |
102.95 |
102.95 |
101.58 |
|
| R1 |
102.05 |
102.05 |
101.36 |
102.50 |
| PP |
100.57 |
100.57 |
100.57 |
100.80 |
| S1 |
99.67 |
99.67 |
100.92 |
100.12 |
| S2 |
98.19 |
98.19 |
100.70 |
|
| S3 |
95.81 |
97.29 |
100.49 |
|
| S4 |
93.43 |
94.91 |
99.83 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.04 |
113.63 |
102.17 |
|
| R3 |
111.49 |
108.08 |
100.65 |
|
| R2 |
105.94 |
105.94 |
100.14 |
|
| R1 |
102.53 |
102.53 |
99.63 |
101.46 |
| PP |
100.39 |
100.39 |
100.39 |
99.86 |
| S1 |
96.98 |
96.98 |
98.61 |
95.91 |
| S2 |
94.84 |
94.84 |
98.10 |
|
| S3 |
89.29 |
91.43 |
97.59 |
|
| S4 |
83.74 |
85.88 |
96.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.80 |
98.25 |
5.55 |
5.5% |
2.59 |
2.6% |
52% |
False |
False |
48,664 |
| 10 |
104.10 |
98.25 |
5.85 |
5.8% |
2.42 |
2.4% |
49% |
False |
False |
46,125 |
| 20 |
104.10 |
93.27 |
10.83 |
10.7% |
2.18 |
2.2% |
73% |
False |
False |
32,608 |
| 40 |
104.10 |
93.27 |
10.83 |
10.7% |
2.38 |
2.4% |
73% |
False |
False |
27,688 |
| 60 |
104.10 |
84.94 |
19.16 |
18.9% |
2.39 |
2.4% |
85% |
False |
False |
23,648 |
| 80 |
104.10 |
76.15 |
27.95 |
27.6% |
2.54 |
2.5% |
89% |
False |
False |
20,004 |
| 100 |
104.10 |
76.15 |
27.95 |
27.6% |
2.49 |
2.5% |
89% |
False |
False |
17,466 |
| 120 |
104.10 |
76.15 |
27.95 |
27.6% |
2.55 |
2.5% |
89% |
False |
False |
15,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.60 |
|
2.618 |
107.71 |
|
1.618 |
105.33 |
|
1.000 |
103.86 |
|
0.618 |
102.95 |
|
HIGH |
101.48 |
|
0.618 |
100.57 |
|
0.500 |
100.29 |
|
0.382 |
100.01 |
|
LOW |
99.10 |
|
0.618 |
97.63 |
|
1.000 |
96.72 |
|
1.618 |
95.25 |
|
2.618 |
92.87 |
|
4.250 |
88.99 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
100.86 |
101.04 |
| PP |
100.57 |
100.93 |
| S1 |
100.29 |
100.83 |
|