NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 09-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
102.07 |
103.03 |
0.96 |
0.9% |
100.70 |
| High |
103.51 |
103.03 |
-0.48 |
-0.5% |
104.32 |
| Low |
101.75 |
101.13 |
-0.62 |
-0.6% |
100.70 |
| Close |
102.46 |
102.26 |
-0.20 |
-0.2% |
102.46 |
| Range |
1.76 |
1.90 |
0.14 |
8.0% |
3.62 |
| ATR |
2.26 |
2.24 |
-0.03 |
-1.1% |
0.00 |
| Volume |
35,769 |
41,777 |
6,008 |
16.8% |
170,430 |
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.84 |
106.95 |
103.31 |
|
| R3 |
105.94 |
105.05 |
102.78 |
|
| R2 |
104.04 |
104.04 |
102.61 |
|
| R1 |
103.15 |
103.15 |
102.43 |
102.65 |
| PP |
102.14 |
102.14 |
102.14 |
101.89 |
| S1 |
101.25 |
101.25 |
102.09 |
100.75 |
| S2 |
100.24 |
100.24 |
101.91 |
|
| S3 |
98.34 |
99.35 |
101.74 |
|
| S4 |
96.44 |
97.45 |
101.22 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.35 |
111.53 |
104.45 |
|
| R3 |
109.73 |
107.91 |
103.46 |
|
| R2 |
106.11 |
106.11 |
103.12 |
|
| R1 |
104.29 |
104.29 |
102.79 |
105.20 |
| PP |
102.49 |
102.49 |
102.49 |
102.95 |
| S1 |
100.67 |
100.67 |
102.13 |
101.58 |
| S2 |
98.87 |
98.87 |
101.80 |
|
| S3 |
95.25 |
97.05 |
101.46 |
|
| S4 |
91.63 |
93.43 |
100.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.32 |
100.70 |
3.62 |
3.5% |
2.09 |
2.0% |
43% |
False |
False |
42,441 |
| 10 |
104.32 |
98.83 |
5.49 |
5.4% |
1.84 |
1.8% |
62% |
False |
False |
29,326 |
| 20 |
104.32 |
93.40 |
10.92 |
10.7% |
2.20 |
2.2% |
81% |
False |
False |
28,638 |
| 40 |
104.32 |
93.40 |
10.92 |
10.7% |
2.31 |
2.3% |
81% |
False |
False |
31,655 |
| 60 |
104.32 |
84.37 |
19.95 |
19.5% |
2.40 |
2.3% |
90% |
False |
False |
30,849 |
| 80 |
104.32 |
76.65 |
27.67 |
27.1% |
2.53 |
2.5% |
93% |
False |
False |
28,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.11 |
|
2.618 |
108.00 |
|
1.618 |
106.10 |
|
1.000 |
104.93 |
|
0.618 |
104.20 |
|
HIGH |
103.03 |
|
0.618 |
102.30 |
|
0.500 |
102.08 |
|
0.382 |
101.86 |
|
LOW |
101.13 |
|
0.618 |
99.96 |
|
1.000 |
99.23 |
|
1.618 |
98.06 |
|
2.618 |
96.16 |
|
4.250 |
93.06 |
|
|
| Fisher Pivots for day following 09-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.20 |
102.73 |
| PP |
102.14 |
102.57 |
| S1 |
102.08 |
102.42 |
|