NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 23-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
101.44 |
98.95 |
-2.49 |
-2.5% |
99.85 |
| High |
101.76 |
101.08 |
-0.68 |
-0.7% |
102.93 |
| Low |
99.00 |
98.56 |
-0.44 |
-0.4% |
99.00 |
| Close |
99.34 |
100.47 |
1.13 |
1.1% |
99.34 |
| Range |
2.76 |
2.52 |
-0.24 |
-8.7% |
3.93 |
| ATR |
2.31 |
2.33 |
0.01 |
0.6% |
0.00 |
| Volume |
49,333 |
60,837 |
11,504 |
23.3% |
201,981 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.60 |
106.55 |
101.86 |
|
| R3 |
105.08 |
104.03 |
101.16 |
|
| R2 |
102.56 |
102.56 |
100.93 |
|
| R1 |
101.51 |
101.51 |
100.70 |
102.04 |
| PP |
100.04 |
100.04 |
100.04 |
100.30 |
| S1 |
98.99 |
98.99 |
100.24 |
99.52 |
| S2 |
97.52 |
97.52 |
100.01 |
|
| S3 |
95.00 |
96.47 |
99.78 |
|
| S4 |
92.48 |
93.95 |
99.08 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.21 |
109.71 |
101.50 |
|
| R3 |
108.28 |
105.78 |
100.42 |
|
| R2 |
104.35 |
104.35 |
100.06 |
|
| R1 |
101.85 |
101.85 |
99.70 |
101.14 |
| PP |
100.42 |
100.42 |
100.42 |
100.07 |
| S1 |
97.92 |
97.92 |
98.98 |
97.21 |
| S2 |
96.49 |
96.49 |
98.62 |
|
| S3 |
92.56 |
93.99 |
98.26 |
|
| S4 |
88.63 |
90.06 |
97.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.93 |
98.56 |
4.37 |
4.3% |
2.29 |
2.3% |
44% |
False |
True |
52,563 |
| 10 |
104.10 |
98.56 |
5.54 |
5.5% |
2.36 |
2.3% |
34% |
False |
True |
48,150 |
| 20 |
104.32 |
98.56 |
5.76 |
5.7% |
2.07 |
2.1% |
33% |
False |
True |
37,980 |
| 40 |
104.32 |
93.40 |
10.92 |
10.9% |
2.25 |
2.2% |
65% |
False |
False |
34,104 |
| 60 |
104.32 |
88.43 |
15.89 |
15.8% |
2.35 |
2.3% |
76% |
False |
False |
33,972 |
| 80 |
104.32 |
76.65 |
27.67 |
27.5% |
2.47 |
2.5% |
86% |
False |
False |
31,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.79 |
|
2.618 |
107.68 |
|
1.618 |
105.16 |
|
1.000 |
103.60 |
|
0.618 |
102.64 |
|
HIGH |
101.08 |
|
0.618 |
100.12 |
|
0.500 |
99.82 |
|
0.382 |
99.52 |
|
LOW |
98.56 |
|
0.618 |
97.00 |
|
1.000 |
96.04 |
|
1.618 |
94.48 |
|
2.618 |
91.96 |
|
4.250 |
87.85 |
|
|
| Fisher Pivots for day following 23-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
100.25 |
100.75 |
| PP |
100.04 |
100.65 |
| S1 |
99.82 |
100.56 |
|