NYMEX Light Sweet Crude Oil Future June 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 |
100.35 |
99.85 |
-0.50 |
-0.5% |
103.03 |
| High |
101.17 |
102.03 |
0.86 |
0.9% |
104.10 |
| Low |
98.89 |
99.75 |
0.86 |
0.9% |
98.89 |
| Close |
99.66 |
101.66 |
2.00 |
2.0% |
99.66 |
| Range |
2.28 |
2.28 |
0.00 |
0.0% |
5.21 |
| ATR |
2.33 |
2.33 |
0.00 |
0.1% |
0.00 |
| Volume |
50,964 |
54,960 |
3,996 |
7.8% |
218,682 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.99 |
107.10 |
102.91 |
|
| R3 |
105.71 |
104.82 |
102.29 |
|
| R2 |
103.43 |
103.43 |
102.08 |
|
| R1 |
102.54 |
102.54 |
101.87 |
102.99 |
| PP |
101.15 |
101.15 |
101.15 |
101.37 |
| S1 |
100.26 |
100.26 |
101.45 |
100.71 |
| S2 |
98.87 |
98.87 |
101.24 |
|
| S3 |
96.59 |
97.98 |
101.03 |
|
| S4 |
94.31 |
95.70 |
100.41 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.51 |
113.30 |
102.53 |
|
| R3 |
111.30 |
108.09 |
101.09 |
|
| R2 |
106.09 |
106.09 |
100.62 |
|
| R1 |
102.88 |
102.88 |
100.14 |
101.88 |
| PP |
100.88 |
100.88 |
100.88 |
100.39 |
| S1 |
97.67 |
97.67 |
99.18 |
96.67 |
| S2 |
95.67 |
95.67 |
98.70 |
|
| S3 |
90.46 |
92.46 |
98.23 |
|
| S4 |
85.25 |
87.25 |
96.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.10 |
98.89 |
5.21 |
5.1% |
2.49 |
2.5% |
53% |
False |
False |
46,373 |
| 10 |
104.32 |
98.89 |
5.43 |
5.3% |
2.29 |
2.3% |
51% |
False |
False |
44,407 |
| 20 |
104.32 |
93.40 |
10.92 |
10.7% |
2.07 |
2.0% |
76% |
False |
False |
32,242 |
| 40 |
104.32 |
93.40 |
10.92 |
10.7% |
2.31 |
2.3% |
76% |
False |
False |
33,620 |
| 60 |
104.32 |
85.00 |
19.32 |
19.0% |
2.38 |
2.3% |
86% |
False |
False |
32,699 |
| 80 |
104.32 |
76.65 |
27.67 |
27.2% |
2.55 |
2.5% |
90% |
False |
False |
30,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.72 |
|
2.618 |
108.00 |
|
1.618 |
105.72 |
|
1.000 |
104.31 |
|
0.618 |
103.44 |
|
HIGH |
102.03 |
|
0.618 |
101.16 |
|
0.500 |
100.89 |
|
0.382 |
100.62 |
|
LOW |
99.75 |
|
0.618 |
98.34 |
|
1.000 |
97.47 |
|
1.618 |
96.06 |
|
2.618 |
93.78 |
|
4.250 |
90.06 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
101.40 |
101.56 |
| PP |
101.15 |
101.46 |
| S1 |
100.89 |
101.37 |
|