NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 18-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
99.40 |
101.50 |
2.10 |
2.1% |
102.50 |
| High |
101.48 |
102.45 |
0.97 |
1.0% |
103.80 |
| Low |
99.10 |
100.30 |
1.20 |
1.2% |
98.25 |
| Close |
101.14 |
100.98 |
-0.16 |
-0.2% |
99.12 |
| Range |
2.38 |
2.15 |
-0.23 |
-9.7% |
5.55 |
| ATR |
2.42 |
2.40 |
-0.02 |
-0.8% |
0.00 |
| Volume |
60,761 |
70,847 |
10,086 |
16.6% |
235,691 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.69 |
106.49 |
102.16 |
|
| R3 |
105.54 |
104.34 |
101.57 |
|
| R2 |
103.39 |
103.39 |
101.37 |
|
| R1 |
102.19 |
102.19 |
101.18 |
101.72 |
| PP |
101.24 |
101.24 |
101.24 |
101.01 |
| S1 |
100.04 |
100.04 |
100.78 |
99.57 |
| S2 |
99.09 |
99.09 |
100.59 |
|
| S3 |
96.94 |
97.89 |
100.39 |
|
| S4 |
94.79 |
95.74 |
99.80 |
|
|
| 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 |
103.40 |
98.25 |
5.15 |
5.1% |
2.62 |
2.6% |
53% |
False |
False |
52,389 |
| 10 |
104.10 |
98.25 |
5.85 |
5.8% |
2.32 |
2.3% |
47% |
False |
False |
50,823 |
| 20 |
104.10 |
93.29 |
10.81 |
10.7% |
2.19 |
2.2% |
71% |
False |
False |
35,005 |
| 40 |
104.10 |
93.27 |
10.83 |
10.7% |
2.33 |
2.3% |
71% |
False |
False |
28,728 |
| 60 |
104.10 |
86.65 |
17.45 |
17.3% |
2.38 |
2.4% |
82% |
False |
False |
24,724 |
| 80 |
104.10 |
76.15 |
27.95 |
27.7% |
2.51 |
2.5% |
89% |
False |
False |
20,782 |
| 100 |
104.10 |
76.15 |
27.95 |
27.7% |
2.50 |
2.5% |
89% |
False |
False |
18,123 |
| 120 |
104.10 |
76.15 |
27.95 |
27.7% |
2.56 |
2.5% |
89% |
False |
False |
15,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.59 |
|
2.618 |
108.08 |
|
1.618 |
105.93 |
|
1.000 |
104.60 |
|
0.618 |
103.78 |
|
HIGH |
102.45 |
|
0.618 |
101.63 |
|
0.500 |
101.38 |
|
0.382 |
101.12 |
|
LOW |
100.30 |
|
0.618 |
98.97 |
|
1.000 |
98.15 |
|
1.618 |
96.82 |
|
2.618 |
94.67 |
|
4.250 |
91.16 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
101.38 |
100.77 |
| PP |
101.24 |
100.56 |
| S1 |
101.11 |
100.35 |
|