NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 31-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
100.30 |
99.36 |
-0.94 |
-0.9% |
98.48 |
| High |
100.34 |
101.59 |
1.25 |
1.2% |
101.70 |
| Low |
98.77 |
98.25 |
-0.52 |
-0.5% |
97.71 |
| Close |
99.12 |
98.85 |
-0.27 |
-0.3% |
99.91 |
| Range |
1.57 |
3.34 |
1.77 |
112.7% |
3.99 |
| ATR |
2.28 |
2.36 |
0.08 |
3.3% |
0.00 |
| Volume |
44,707 |
58,062 |
13,355 |
29.9% |
325,670 |
|
| Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.58 |
107.56 |
100.69 |
|
| R3 |
106.24 |
104.22 |
99.77 |
|
| R2 |
102.90 |
102.90 |
99.46 |
|
| R1 |
100.88 |
100.88 |
99.16 |
100.22 |
| PP |
99.56 |
99.56 |
99.56 |
99.24 |
| S1 |
97.54 |
97.54 |
98.54 |
96.88 |
| S2 |
96.22 |
96.22 |
98.24 |
|
| S3 |
92.88 |
94.20 |
97.93 |
|
| S4 |
89.54 |
90.86 |
97.01 |
|
|
| 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 |
97.88 |
3.82 |
3.9% |
2.26 |
2.3% |
25% |
False |
False |
58,334 |
| 10 |
102.48 |
97.71 |
4.77 |
4.8% |
2.30 |
2.3% |
24% |
False |
False |
59,737 |
| 20 |
104.10 |
97.71 |
6.39 |
6.5% |
2.36 |
2.4% |
18% |
False |
False |
52,931 |
| 40 |
104.10 |
93.27 |
10.83 |
11.0% |
2.32 |
2.3% |
52% |
False |
False |
37,803 |
| 60 |
104.10 |
90.42 |
13.68 |
13.8% |
2.35 |
2.4% |
62% |
False |
False |
30,805 |
| 80 |
104.10 |
79.93 |
24.17 |
24.5% |
2.40 |
2.4% |
78% |
False |
False |
26,577 |
| 100 |
104.10 |
76.15 |
27.95 |
28.3% |
2.50 |
2.5% |
81% |
False |
False |
22,803 |
| 120 |
104.10 |
76.15 |
27.95 |
28.3% |
2.49 |
2.5% |
81% |
False |
False |
20,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.79 |
|
2.618 |
110.33 |
|
1.618 |
106.99 |
|
1.000 |
104.93 |
|
0.618 |
103.65 |
|
HIGH |
101.59 |
|
0.618 |
100.31 |
|
0.500 |
99.92 |
|
0.382 |
99.53 |
|
LOW |
98.25 |
|
0.618 |
96.19 |
|
1.000 |
94.91 |
|
1.618 |
92.85 |
|
2.618 |
89.51 |
|
4.250 |
84.06 |
|
|
| Fisher Pivots for day following 31-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
99.92 |
99.92 |
| PP |
99.56 |
99.56 |
| S1 |
99.21 |
99.21 |
|