NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 17-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
100.19 |
99.50 |
-0.69 |
-0.7% |
102.32 |
| High |
100.97 |
101.76 |
0.79 |
0.8% |
103.95 |
| Low |
98.66 |
99.50 |
0.84 |
0.9% |
98.66 |
| Close |
99.41 |
101.43 |
2.02 |
2.0% |
99.41 |
| Range |
2.31 |
2.26 |
-0.05 |
-2.2% |
5.29 |
| ATR |
2.26 |
2.27 |
0.01 |
0.3% |
0.00 |
| Volume |
29,641 |
46,387 |
16,746 |
56.5% |
154,580 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.68 |
106.81 |
102.67 |
|
| R3 |
105.42 |
104.55 |
102.05 |
|
| R2 |
103.16 |
103.16 |
101.84 |
|
| R1 |
102.29 |
102.29 |
101.64 |
102.73 |
| PP |
100.90 |
100.90 |
100.90 |
101.11 |
| S1 |
100.03 |
100.03 |
101.22 |
100.47 |
| S2 |
98.64 |
98.64 |
101.02 |
|
| S3 |
96.38 |
97.77 |
100.81 |
|
| S4 |
94.12 |
95.51 |
100.19 |
|
|
| 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 |
5.2% |
2.48 |
2.4% |
52% |
False |
False |
33,994 |
| 10 |
104.18 |
98.66 |
5.52 |
5.4% |
2.28 |
2.3% |
50% |
False |
False |
30,404 |
| 20 |
104.18 |
93.52 |
10.66 |
10.5% |
2.00 |
2.0% |
74% |
False |
False |
21,854 |
| 40 |
104.18 |
93.52 |
10.66 |
10.5% |
2.22 |
2.2% |
74% |
False |
False |
19,235 |
| 60 |
104.18 |
84.95 |
19.23 |
19.0% |
2.21 |
2.2% |
86% |
False |
False |
17,096 |
| 80 |
104.18 |
76.44 |
27.74 |
27.3% |
2.38 |
2.4% |
90% |
False |
False |
14,822 |
| 100 |
104.18 |
76.44 |
27.74 |
27.3% |
2.27 |
2.2% |
90% |
False |
False |
13,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.37 |
|
2.618 |
107.68 |
|
1.618 |
105.42 |
|
1.000 |
104.02 |
|
0.618 |
103.16 |
|
HIGH |
101.76 |
|
0.618 |
100.90 |
|
0.500 |
100.63 |
|
0.382 |
100.36 |
|
LOW |
99.50 |
|
0.618 |
98.10 |
|
1.000 |
97.24 |
|
1.618 |
95.84 |
|
2.618 |
93.58 |
|
4.250 |
89.90 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
101.16 |
101.33 |
| PP |
100.90 |
101.23 |
| S1 |
100.63 |
101.13 |
|