NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 24-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
98.48 |
100.10 |
1.62 |
1.6% |
99.40 |
| High |
100.51 |
100.41 |
-0.10 |
-0.1% |
102.48 |
| Low |
97.71 |
98.56 |
0.85 |
0.9% |
98.33 |
| Close |
99.86 |
99.29 |
-0.57 |
-0.6% |
98.65 |
| Range |
2.80 |
1.85 |
-0.95 |
-33.9% |
4.15 |
| ATR |
2.44 |
2.39 |
-0.04 |
-1.7% |
0.00 |
| Volume |
83,872 |
52,895 |
-30,977 |
-36.9% |
229,700 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.97 |
103.98 |
100.31 |
|
| R3 |
103.12 |
102.13 |
99.80 |
|
| R2 |
101.27 |
101.27 |
99.63 |
|
| R1 |
100.28 |
100.28 |
99.46 |
99.85 |
| PP |
99.42 |
99.42 |
99.42 |
99.21 |
| S1 |
98.43 |
98.43 |
99.12 |
98.00 |
| S2 |
97.57 |
97.57 |
98.95 |
|
| S3 |
95.72 |
96.58 |
98.78 |
|
| S4 |
93.87 |
94.73 |
98.27 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.27 |
109.61 |
100.93 |
|
| R3 |
108.12 |
105.46 |
99.79 |
|
| R2 |
103.97 |
103.97 |
99.41 |
|
| R1 |
101.31 |
101.31 |
99.03 |
100.57 |
| PP |
99.82 |
99.82 |
99.82 |
99.45 |
| S1 |
97.16 |
97.16 |
98.27 |
96.42 |
| S2 |
95.67 |
95.67 |
97.89 |
|
| S3 |
91.52 |
93.01 |
97.51 |
|
| S4 |
87.37 |
88.86 |
96.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.48 |
97.71 |
4.77 |
4.8% |
2.34 |
2.4% |
33% |
False |
False |
61,141 |
| 10 |
103.80 |
97.71 |
6.09 |
6.1% |
2.47 |
2.5% |
26% |
False |
False |
54,902 |
| 20 |
104.10 |
97.71 |
6.39 |
6.4% |
2.24 |
2.3% |
25% |
False |
False |
42,187 |
| 40 |
104.10 |
93.27 |
10.83 |
10.9% |
2.34 |
2.4% |
56% |
False |
False |
32,663 |
| 60 |
104.10 |
89.34 |
14.76 |
14.9% |
2.35 |
2.4% |
67% |
False |
False |
27,151 |
| 80 |
104.10 |
76.15 |
27.95 |
28.1% |
2.46 |
2.5% |
83% |
False |
False |
23,349 |
| 100 |
104.10 |
76.15 |
27.95 |
28.1% |
2.50 |
2.5% |
83% |
False |
False |
20,297 |
| 120 |
104.10 |
76.15 |
27.95 |
28.1% |
2.58 |
2.6% |
83% |
False |
False |
17,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.27 |
|
2.618 |
105.25 |
|
1.618 |
103.40 |
|
1.000 |
102.26 |
|
0.618 |
101.55 |
|
HIGH |
100.41 |
|
0.618 |
99.70 |
|
0.500 |
99.49 |
|
0.382 |
99.27 |
|
LOW |
98.56 |
|
0.618 |
97.42 |
|
1.000 |
96.71 |
|
1.618 |
95.57 |
|
2.618 |
93.72 |
|
4.250 |
90.70 |
|
|
| Fisher Pivots for day following 24-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
99.49 |
99.44 |
| PP |
99.42 |
99.39 |
| S1 |
99.36 |
99.34 |
|