NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 12-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
102.98 |
102.00 |
-0.98 |
-1.0% |
100.70 |
| High |
103.21 |
103.84 |
0.63 |
0.6% |
104.32 |
| Low |
101.50 |
99.52 |
-1.98 |
-2.0% |
100.70 |
| Close |
101.76 |
100.05 |
-1.71 |
-1.7% |
102.46 |
| Range |
1.71 |
4.32 |
2.61 |
152.6% |
3.62 |
| ATR |
2.18 |
2.33 |
0.15 |
7.0% |
0.00 |
| Volume |
45,832 |
36,800 |
-9,032 |
-19.7% |
170,430 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.10 |
111.39 |
102.43 |
|
| R3 |
109.78 |
107.07 |
101.24 |
|
| R2 |
105.46 |
105.46 |
100.84 |
|
| R1 |
102.75 |
102.75 |
100.45 |
101.95 |
| PP |
101.14 |
101.14 |
101.14 |
100.73 |
| S1 |
98.43 |
98.43 |
99.65 |
97.63 |
| S2 |
96.82 |
96.82 |
99.26 |
|
| S3 |
92.50 |
94.11 |
98.86 |
|
| S4 |
88.18 |
89.79 |
97.67 |
|
|
| 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 |
104.10 |
99.52 |
4.58 |
4.6% |
2.31 |
2.3% |
12% |
False |
True |
40,697 |
| 10 |
104.32 |
98.83 |
5.49 |
5.5% |
2.13 |
2.1% |
22% |
False |
False |
37,435 |
| 20 |
104.32 |
93.40 |
10.92 |
10.9% |
2.25 |
2.2% |
61% |
False |
False |
30,720 |
| 40 |
104.32 |
93.40 |
10.92 |
10.9% |
2.35 |
2.4% |
61% |
False |
False |
32,419 |
| 60 |
104.32 |
85.00 |
19.32 |
19.3% |
2.41 |
2.4% |
78% |
False |
False |
31,670 |
| 80 |
104.32 |
76.65 |
27.67 |
27.7% |
2.55 |
2.6% |
85% |
False |
False |
29,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.20 |
|
2.618 |
115.15 |
|
1.618 |
110.83 |
|
1.000 |
108.16 |
|
0.618 |
106.51 |
|
HIGH |
103.84 |
|
0.618 |
102.19 |
|
0.500 |
101.68 |
|
0.382 |
101.17 |
|
LOW |
99.52 |
|
0.618 |
96.85 |
|
1.000 |
95.20 |
|
1.618 |
92.53 |
|
2.618 |
88.21 |
|
4.250 |
81.16 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
101.68 |
101.81 |
| PP |
101.14 |
101.22 |
| S1 |
100.59 |
100.64 |
|