NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 27-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
100.20 |
100.19 |
-0.01 |
0.0% |
98.48 |
| High |
101.70 |
100.94 |
-0.76 |
-0.7% |
101.70 |
| Low |
99.59 |
99.47 |
-0.12 |
-0.1% |
97.71 |
| Close |
100.04 |
99.91 |
-0.13 |
-0.1% |
99.91 |
| Range |
2.11 |
1.47 |
-0.64 |
-30.3% |
3.99 |
| ATR |
2.40 |
2.34 |
-0.07 |
-2.8% |
0.00 |
| Volume |
65,464 |
57,610 |
-7,854 |
-12.0% |
325,670 |
|
| Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.52 |
103.68 |
100.72 |
|
| R3 |
103.05 |
102.21 |
100.31 |
|
| R2 |
101.58 |
101.58 |
100.18 |
|
| R1 |
100.74 |
100.74 |
100.04 |
100.43 |
| PP |
100.11 |
100.11 |
100.11 |
99.95 |
| S1 |
99.27 |
99.27 |
99.78 |
98.96 |
| S2 |
98.64 |
98.64 |
99.64 |
|
| S3 |
97.17 |
97.80 |
99.51 |
|
| S4 |
95.70 |
96.33 |
99.10 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.74 |
109.82 |
102.10 |
|
| R3 |
107.75 |
105.83 |
101.01 |
|
| R2 |
103.76 |
103.76 |
100.64 |
|
| R1 |
101.84 |
101.84 |
100.28 |
102.80 |
| PP |
99.77 |
99.77 |
99.77 |
100.26 |
| S1 |
97.85 |
97.85 |
99.54 |
98.81 |
| S2 |
95.78 |
95.78 |
99.18 |
|
| S3 |
91.79 |
93.86 |
98.81 |
|
| S4 |
87.80 |
89.87 |
97.72 |
|
|
| 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% |
2.21 |
2.2% |
55% |
False |
False |
65,134 |
| 10 |
102.48 |
97.71 |
4.77 |
4.8% |
2.29 |
2.3% |
46% |
False |
False |
59,946 |
| 20 |
104.10 |
97.71 |
6.39 |
6.4% |
2.27 |
2.3% |
34% |
False |
False |
49,506 |
| 40 |
104.10 |
93.27 |
10.83 |
10.8% |
2.31 |
2.3% |
61% |
False |
False |
36,253 |
| 60 |
104.10 |
89.34 |
14.76 |
14.8% |
2.35 |
2.3% |
72% |
False |
False |
29,546 |
| 80 |
104.10 |
76.15 |
27.95 |
28.0% |
2.40 |
2.4% |
85% |
False |
False |
25,472 |
| 100 |
104.10 |
76.15 |
27.95 |
28.0% |
2.51 |
2.5% |
85% |
False |
False |
21,883 |
| 120 |
104.10 |
76.15 |
27.95 |
28.0% |
2.54 |
2.5% |
85% |
False |
False |
19,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.19 |
|
2.618 |
104.79 |
|
1.618 |
103.32 |
|
1.000 |
102.41 |
|
0.618 |
101.85 |
|
HIGH |
100.94 |
|
0.618 |
100.38 |
|
0.500 |
100.21 |
|
0.382 |
100.03 |
|
LOW |
99.47 |
|
0.618 |
98.56 |
|
1.000 |
98.00 |
|
1.618 |
97.09 |
|
2.618 |
95.62 |
|
4.250 |
93.22 |
|
|
| Fisher Pivots for day following 27-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
100.21 |
99.87 |
| PP |
100.11 |
99.83 |
| S1 |
100.01 |
99.79 |
|