NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 20-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
102.19 |
101.20 |
-0.99 |
-1.0% |
99.50 |
| High |
102.66 |
101.50 |
-1.16 |
-1.1% |
102.69 |
| Low |
100.74 |
98.66 |
-2.08 |
-2.1% |
98.66 |
| Close |
101.12 |
99.02 |
-2.10 |
-2.1% |
99.02 |
| Range |
1.92 |
2.84 |
0.92 |
47.9% |
4.03 |
| ATR |
2.23 |
2.28 |
0.04 |
1.9% |
0.00 |
| Volume |
34,967 |
29,206 |
-5,761 |
-16.5% |
156,268 |
|
| Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.25 |
106.47 |
100.58 |
|
| R3 |
105.41 |
103.63 |
99.80 |
|
| R2 |
102.57 |
102.57 |
99.54 |
|
| R1 |
100.79 |
100.79 |
99.28 |
100.26 |
| PP |
99.73 |
99.73 |
99.73 |
99.46 |
| S1 |
97.95 |
97.95 |
98.76 |
97.42 |
| S2 |
96.89 |
96.89 |
98.50 |
|
| S3 |
94.05 |
95.11 |
98.24 |
|
| S4 |
91.21 |
92.27 |
97.46 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.21 |
109.65 |
101.24 |
|
| R3 |
108.18 |
105.62 |
100.13 |
|
| R2 |
104.15 |
104.15 |
99.76 |
|
| R1 |
101.59 |
101.59 |
99.39 |
100.86 |
| PP |
100.12 |
100.12 |
100.12 |
99.76 |
| S1 |
97.56 |
97.56 |
98.65 |
96.83 |
| S2 |
96.09 |
96.09 |
98.28 |
|
| S3 |
92.06 |
93.53 |
97.91 |
|
| S4 |
88.03 |
89.50 |
96.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.69 |
98.66 |
4.03 |
4.1% |
2.29 |
2.3% |
9% |
False |
True |
37,181 |
| 10 |
103.95 |
98.66 |
5.29 |
5.3% |
2.29 |
2.3% |
7% |
False |
True |
33,474 |
| 20 |
104.18 |
97.40 |
6.78 |
6.8% |
2.04 |
2.1% |
24% |
False |
False |
24,816 |
| 40 |
104.18 |
93.52 |
10.66 |
10.8% |
2.16 |
2.2% |
52% |
False |
False |
20,469 |
| 60 |
104.18 |
88.58 |
15.60 |
15.8% |
2.19 |
2.2% |
67% |
False |
False |
18,576 |
| 80 |
104.18 |
76.44 |
27.74 |
28.0% |
2.31 |
2.3% |
81% |
False |
False |
15,915 |
| 100 |
104.18 |
76.44 |
27.74 |
28.0% |
2.28 |
2.3% |
81% |
False |
False |
14,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.57 |
|
2.618 |
108.94 |
|
1.618 |
106.10 |
|
1.000 |
104.34 |
|
0.618 |
103.26 |
|
HIGH |
101.50 |
|
0.618 |
100.42 |
|
0.500 |
100.08 |
|
0.382 |
99.74 |
|
LOW |
98.66 |
|
0.618 |
96.90 |
|
1.000 |
95.82 |
|
1.618 |
94.06 |
|
2.618 |
91.22 |
|
4.250 |
86.59 |
|
|
| Fisher Pivots for day following 20-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
100.08 |
100.68 |
| PP |
99.73 |
100.12 |
| S1 |
99.37 |
99.57 |
|