NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 24-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
98.95 |
100.48 |
1.53 |
1.5% |
99.85 |
| High |
101.08 |
100.80 |
-0.28 |
-0.3% |
102.93 |
| Low |
98.56 |
99.26 |
0.70 |
0.7% |
99.00 |
| Close |
100.47 |
99.99 |
-0.48 |
-0.5% |
99.34 |
| Range |
2.52 |
1.54 |
-0.98 |
-38.9% |
3.93 |
| ATR |
2.33 |
2.27 |
-0.06 |
-2.4% |
0.00 |
| Volume |
60,837 |
35,412 |
-25,425 |
-41.8% |
201,981 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.64 |
103.85 |
100.84 |
|
| R3 |
103.10 |
102.31 |
100.41 |
|
| R2 |
101.56 |
101.56 |
100.27 |
|
| R1 |
100.77 |
100.77 |
100.13 |
100.40 |
| PP |
100.02 |
100.02 |
100.02 |
99.83 |
| S1 |
99.23 |
99.23 |
99.85 |
98.86 |
| S2 |
98.48 |
98.48 |
99.71 |
|
| S3 |
96.94 |
97.69 |
99.57 |
|
| S4 |
95.40 |
96.15 |
99.14 |
|
|
| 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 |
4.4% |
2.14 |
2.1% |
33% |
False |
False |
48,654 |
| 10 |
104.10 |
98.56 |
5.54 |
5.5% |
2.32 |
2.3% |
26% |
False |
False |
47,513 |
| 20 |
104.32 |
98.56 |
5.76 |
5.8% |
2.08 |
2.1% |
25% |
False |
False |
38,420 |
| 40 |
104.32 |
93.40 |
10.92 |
10.9% |
2.24 |
2.2% |
60% |
False |
False |
34,100 |
| 60 |
104.32 |
88.43 |
15.89 |
15.9% |
2.32 |
2.3% |
73% |
False |
False |
33,444 |
| 80 |
104.32 |
76.65 |
27.67 |
27.7% |
2.45 |
2.4% |
84% |
False |
False |
31,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.35 |
|
2.618 |
104.83 |
|
1.618 |
103.29 |
|
1.000 |
102.34 |
|
0.618 |
101.75 |
|
HIGH |
100.80 |
|
0.618 |
100.21 |
|
0.500 |
100.03 |
|
0.382 |
99.85 |
|
LOW |
99.26 |
|
0.618 |
98.31 |
|
1.000 |
97.72 |
|
1.618 |
96.77 |
|
2.618 |
95.23 |
|
4.250 |
92.72 |
|
|
| Fisher Pivots for day following 24-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
100.03 |
100.16 |
| PP |
100.02 |
100.10 |
| S1 |
100.00 |
100.05 |
|