NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 10-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
102.32 |
102.30 |
-0.02 |
0.0% |
100.30 |
| High |
102.72 |
103.95 |
1.23 |
1.2% |
104.18 |
| Low |
100.91 |
102.16 |
1.25 |
1.2% |
100.30 |
| Close |
102.06 |
102.85 |
0.79 |
0.8% |
102.30 |
| Range |
1.81 |
1.79 |
-0.02 |
-1.1% |
3.88 |
| ATR |
2.15 |
2.13 |
-0.02 |
-0.9% |
0.00 |
| Volume |
30,995 |
28,879 |
-2,116 |
-6.8% |
103,079 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.36 |
107.39 |
103.83 |
|
| R3 |
106.57 |
105.60 |
103.34 |
|
| R2 |
104.78 |
104.78 |
103.18 |
|
| R1 |
103.81 |
103.81 |
103.01 |
104.30 |
| PP |
102.99 |
102.99 |
102.99 |
103.23 |
| S1 |
102.02 |
102.02 |
102.69 |
102.51 |
| S2 |
101.20 |
101.20 |
102.52 |
|
| S3 |
99.41 |
100.23 |
102.36 |
|
| S4 |
97.62 |
98.44 |
101.87 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.90 |
111.98 |
104.43 |
|
| R3 |
110.02 |
108.10 |
103.37 |
|
| R2 |
106.14 |
106.14 |
103.01 |
|
| R1 |
104.22 |
104.22 |
102.66 |
105.18 |
| PP |
102.26 |
102.26 |
102.26 |
102.74 |
| S1 |
100.34 |
100.34 |
101.94 |
101.30 |
| S2 |
98.38 |
98.38 |
101.59 |
|
| S3 |
94.50 |
96.46 |
101.23 |
|
| S4 |
90.62 |
92.58 |
100.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.18 |
100.91 |
3.27 |
3.2% |
1.79 |
1.7% |
59% |
False |
False |
29,721 |
| 10 |
104.18 |
98.88 |
5.30 |
5.2% |
1.94 |
1.9% |
75% |
False |
False |
19,769 |
| 20 |
104.18 |
93.52 |
10.66 |
10.4% |
2.10 |
2.0% |
88% |
False |
False |
18,671 |
| 40 |
104.18 |
93.52 |
10.66 |
10.4% |
2.18 |
2.1% |
88% |
False |
False |
16,834 |
| 60 |
104.18 |
84.95 |
19.23 |
18.7% |
2.22 |
2.2% |
93% |
False |
False |
15,331 |
| 80 |
104.18 |
76.44 |
27.74 |
27.0% |
2.37 |
2.3% |
95% |
False |
False |
13,310 |
| 100 |
104.18 |
76.44 |
27.74 |
27.0% |
2.29 |
2.2% |
95% |
False |
False |
11,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.56 |
|
2.618 |
108.64 |
|
1.618 |
106.85 |
|
1.000 |
105.74 |
|
0.618 |
105.06 |
|
HIGH |
103.95 |
|
0.618 |
103.27 |
|
0.500 |
103.06 |
|
0.382 |
102.84 |
|
LOW |
102.16 |
|
0.618 |
101.05 |
|
1.000 |
100.37 |
|
1.618 |
99.26 |
|
2.618 |
97.47 |
|
4.250 |
94.55 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.06 |
102.71 |
| PP |
102.99 |
102.57 |
| S1 |
102.92 |
102.43 |
|