NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
99.54 |
100.20 |
0.66 |
0.7% |
99.40 |
| High |
100.70 |
101.70 |
1.00 |
1.0% |
102.48 |
| Low |
97.88 |
99.59 |
1.71 |
1.7% |
98.33 |
| Close |
99.73 |
100.04 |
0.31 |
0.3% |
98.65 |
| Range |
2.82 |
2.11 |
-0.71 |
-25.2% |
4.15 |
| ATR |
2.42 |
2.40 |
-0.02 |
-0.9% |
0.00 |
| Volume |
65,829 |
65,464 |
-365 |
-0.6% |
229,700 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.77 |
105.52 |
101.20 |
|
| R3 |
104.66 |
103.41 |
100.62 |
|
| R2 |
102.55 |
102.55 |
100.43 |
|
| R1 |
101.30 |
101.30 |
100.23 |
100.87 |
| PP |
100.44 |
100.44 |
100.44 |
100.23 |
| S1 |
99.19 |
99.19 |
99.85 |
98.76 |
| S2 |
98.33 |
98.33 |
99.65 |
|
| S3 |
96.22 |
97.08 |
99.46 |
|
| S4 |
94.11 |
94.97 |
98.88 |
|
|
| 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 |
101.70 |
97.71 |
3.99 |
4.0% |
2.48 |
2.5% |
58% |
True |
False |
63,292 |
| 10 |
103.40 |
97.71 |
5.69 |
5.7% |
2.59 |
2.6% |
41% |
False |
False |
58,364 |
| 20 |
104.10 |
97.71 |
6.39 |
6.4% |
2.32 |
2.3% |
36% |
False |
False |
47,289 |
| 40 |
104.10 |
93.27 |
10.83 |
10.8% |
2.33 |
2.3% |
63% |
False |
False |
35,269 |
| 60 |
104.10 |
89.34 |
14.76 |
14.8% |
2.36 |
2.4% |
72% |
False |
False |
28,788 |
| 80 |
104.10 |
76.15 |
27.95 |
27.9% |
2.42 |
2.4% |
85% |
False |
False |
24,842 |
| 100 |
104.10 |
76.15 |
27.95 |
27.9% |
2.52 |
2.5% |
85% |
False |
False |
21,359 |
| 120 |
104.10 |
76.15 |
27.95 |
27.9% |
2.56 |
2.6% |
85% |
False |
False |
18,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.67 |
|
2.618 |
107.22 |
|
1.618 |
105.11 |
|
1.000 |
103.81 |
|
0.618 |
103.00 |
|
HIGH |
101.70 |
|
0.618 |
100.89 |
|
0.500 |
100.65 |
|
0.382 |
100.40 |
|
LOW |
99.59 |
|
0.618 |
98.29 |
|
1.000 |
97.48 |
|
1.618 |
96.18 |
|
2.618 |
94.07 |
|
4.250 |
90.62 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
100.65 |
99.96 |
| PP |
100.44 |
99.87 |
| S1 |
100.24 |
99.79 |
|