NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 12-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
102.40 |
102.00 |
-0.40 |
-0.4% |
100.30 |
| High |
103.02 |
103.60 |
0.58 |
0.6% |
104.18 |
| Low |
101.30 |
99.29 |
-2.01 |
-2.0% |
100.30 |
| Close |
101.57 |
99.83 |
-1.74 |
-1.7% |
102.30 |
| Range |
1.72 |
4.31 |
2.59 |
150.6% |
3.88 |
| ATR |
2.10 |
2.26 |
0.16 |
7.5% |
0.00 |
| Volume |
34,092 |
30,973 |
-3,119 |
-9.1% |
103,079 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.84 |
111.14 |
102.20 |
|
| R3 |
109.53 |
106.83 |
101.02 |
|
| R2 |
105.22 |
105.22 |
100.62 |
|
| R1 |
102.52 |
102.52 |
100.23 |
101.72 |
| PP |
100.91 |
100.91 |
100.91 |
100.50 |
| S1 |
98.21 |
98.21 |
99.43 |
97.41 |
| S2 |
96.60 |
96.60 |
99.04 |
|
| S3 |
92.29 |
93.90 |
98.64 |
|
| S4 |
87.98 |
89.59 |
97.46 |
|
|
| 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 |
103.95 |
99.29 |
4.66 |
4.7% |
2.28 |
2.3% |
12% |
False |
True |
29,768 |
| 10 |
104.18 |
98.88 |
5.30 |
5.3% |
2.11 |
2.1% |
18% |
False |
False |
25,001 |
| 20 |
104.18 |
93.52 |
10.66 |
10.7% |
2.16 |
2.2% |
59% |
False |
False |
20,165 |
| 40 |
104.18 |
93.52 |
10.66 |
10.7% |
2.25 |
2.3% |
59% |
False |
False |
17,862 |
| 60 |
104.18 |
84.95 |
19.23 |
19.3% |
2.24 |
2.2% |
77% |
False |
False |
16,072 |
| 80 |
104.18 |
76.44 |
27.74 |
27.8% |
2.39 |
2.4% |
84% |
False |
False |
14,003 |
| 100 |
104.18 |
76.44 |
27.74 |
27.8% |
2.27 |
2.3% |
84% |
False |
False |
12,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.92 |
|
2.618 |
114.88 |
|
1.618 |
110.57 |
|
1.000 |
107.91 |
|
0.618 |
106.26 |
|
HIGH |
103.60 |
|
0.618 |
101.95 |
|
0.500 |
101.45 |
|
0.382 |
100.94 |
|
LOW |
99.29 |
|
0.618 |
96.63 |
|
1.000 |
94.98 |
|
1.618 |
92.32 |
|
2.618 |
88.01 |
|
4.250 |
80.97 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
101.45 |
101.62 |
| PP |
100.91 |
101.02 |
| S1 |
100.37 |
100.43 |
|