NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 13-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
102.00 |
100.19 |
-1.81 |
-1.8% |
102.32 |
| High |
103.60 |
100.97 |
-2.63 |
-2.5% |
103.95 |
| Low |
99.29 |
98.66 |
-0.63 |
-0.6% |
98.66 |
| Close |
99.83 |
99.41 |
-0.42 |
-0.4% |
99.41 |
| Range |
4.31 |
2.31 |
-2.00 |
-46.4% |
5.29 |
| ATR |
2.26 |
2.26 |
0.00 |
0.2% |
0.00 |
| Volume |
30,973 |
29,641 |
-1,332 |
-4.3% |
154,580 |
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.61 |
105.32 |
100.68 |
|
| R3 |
104.30 |
103.01 |
100.05 |
|
| R2 |
101.99 |
101.99 |
99.83 |
|
| R1 |
100.70 |
100.70 |
99.62 |
100.19 |
| PP |
99.68 |
99.68 |
99.68 |
99.43 |
| S1 |
98.39 |
98.39 |
99.20 |
97.88 |
| S2 |
97.37 |
97.37 |
98.99 |
|
| S3 |
95.06 |
96.08 |
98.77 |
|
| S4 |
92.75 |
93.77 |
98.14 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.54 |
113.27 |
102.32 |
|
| R3 |
111.25 |
107.98 |
100.86 |
|
| R2 |
105.96 |
105.96 |
100.38 |
|
| R1 |
102.69 |
102.69 |
99.89 |
101.68 |
| PP |
100.67 |
100.67 |
100.67 |
100.17 |
| S1 |
97.40 |
97.40 |
98.93 |
96.39 |
| S2 |
95.38 |
95.38 |
98.44 |
|
| S3 |
90.09 |
92.11 |
97.96 |
|
| S4 |
84.80 |
86.82 |
96.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.95 |
98.66 |
5.29 |
5.3% |
2.39 |
2.4% |
14% |
False |
True |
30,916 |
| 10 |
104.18 |
98.66 |
5.52 |
5.6% |
2.20 |
2.2% |
14% |
False |
True |
26,993 |
| 20 |
104.18 |
93.52 |
10.66 |
10.7% |
2.00 |
2.0% |
55% |
False |
False |
20,415 |
| 40 |
104.18 |
93.52 |
10.66 |
10.7% |
2.27 |
2.3% |
55% |
False |
False |
18,322 |
| 60 |
104.18 |
84.95 |
19.23 |
19.3% |
2.23 |
2.2% |
75% |
False |
False |
16,473 |
| 80 |
104.18 |
76.44 |
27.74 |
27.9% |
2.39 |
2.4% |
83% |
False |
False |
14,318 |
| 100 |
104.18 |
76.44 |
27.74 |
27.9% |
2.27 |
2.3% |
83% |
False |
False |
12,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.79 |
|
2.618 |
107.02 |
|
1.618 |
104.71 |
|
1.000 |
103.28 |
|
0.618 |
102.40 |
|
HIGH |
100.97 |
|
0.618 |
100.09 |
|
0.500 |
99.82 |
|
0.382 |
99.54 |
|
LOW |
98.66 |
|
0.618 |
97.23 |
|
1.000 |
96.35 |
|
1.618 |
94.92 |
|
2.618 |
92.61 |
|
4.250 |
88.84 |
|
|
| Fisher Pivots for day following 13-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
99.82 |
101.13 |
| PP |
99.68 |
100.56 |
| S1 |
99.55 |
99.98 |
|