NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 11-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
102.23 |
102.98 |
0.75 |
0.7% |
100.70 |
| High |
104.10 |
103.21 |
-0.89 |
-0.9% |
104.32 |
| Low |
102.22 |
101.50 |
-0.72 |
-0.7% |
100.70 |
| Close |
103.00 |
101.76 |
-1.24 |
-1.2% |
102.46 |
| Range |
1.88 |
1.71 |
-0.17 |
-9.0% |
3.62 |
| ATR |
2.21 |
2.18 |
-0.04 |
-1.6% |
0.00 |
| Volume |
43,309 |
45,832 |
2,523 |
5.8% |
170,430 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.29 |
106.23 |
102.70 |
|
| R3 |
105.58 |
104.52 |
102.23 |
|
| R2 |
103.87 |
103.87 |
102.07 |
|
| R1 |
102.81 |
102.81 |
101.92 |
102.49 |
| PP |
102.16 |
102.16 |
102.16 |
101.99 |
| S1 |
101.10 |
101.10 |
101.60 |
100.78 |
| S2 |
100.45 |
100.45 |
101.45 |
|
| S3 |
98.74 |
99.39 |
101.29 |
|
| S4 |
97.03 |
97.68 |
100.82 |
|
|
| 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 |
101.13 |
3.19 |
3.1% |
1.88 |
1.8% |
20% |
False |
False |
43,452 |
| 10 |
104.32 |
98.83 |
5.49 |
5.4% |
1.92 |
1.9% |
53% |
False |
False |
34,953 |
| 20 |
104.32 |
93.40 |
10.92 |
10.7% |
2.20 |
2.2% |
77% |
False |
False |
30,105 |
| 40 |
104.32 |
93.40 |
10.92 |
10.7% |
2.29 |
2.2% |
77% |
False |
False |
32,230 |
| 60 |
104.32 |
85.00 |
19.32 |
19.0% |
2.37 |
2.3% |
87% |
False |
False |
31,556 |
| 80 |
104.32 |
76.65 |
27.67 |
27.2% |
2.53 |
2.5% |
91% |
False |
False |
29,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.48 |
|
2.618 |
107.69 |
|
1.618 |
105.98 |
|
1.000 |
104.92 |
|
0.618 |
104.27 |
|
HIGH |
103.21 |
|
0.618 |
102.56 |
|
0.500 |
102.36 |
|
0.382 |
102.15 |
|
LOW |
101.50 |
|
0.618 |
100.44 |
|
1.000 |
99.79 |
|
1.618 |
98.73 |
|
2.618 |
97.02 |
|
4.250 |
94.23 |
|
|
| Fisher Pivots for day following 11-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.36 |
102.62 |
| PP |
102.16 |
102.33 |
| S1 |
101.96 |
102.05 |
|