NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 13-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
103.03 |
100.26 |
-2.77 |
-2.7% |
102.75 |
| High |
103.53 |
100.26 |
-3.27 |
-3.2% |
103.95 |
| Low |
100.00 |
99.37 |
-0.63 |
-0.6% |
99.37 |
| Close |
100.11 |
99.82 |
-0.29 |
-0.3% |
99.82 |
| Range |
3.53 |
0.89 |
-2.64 |
-74.8% |
4.58 |
| ATR |
1.81 |
1.74 |
-0.07 |
-3.6% |
0.00 |
| Volume |
5,896 |
7,330 |
1,434 |
24.3% |
34,700 |
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.49 |
102.04 |
100.31 |
|
| R3 |
101.60 |
101.15 |
100.06 |
|
| R2 |
100.71 |
100.71 |
99.98 |
|
| R1 |
100.26 |
100.26 |
99.90 |
100.04 |
| PP |
99.82 |
99.82 |
99.82 |
99.71 |
| S1 |
99.37 |
99.37 |
99.74 |
99.15 |
| S2 |
98.93 |
98.93 |
99.66 |
|
| S3 |
98.04 |
98.48 |
99.58 |
|
| S4 |
97.15 |
97.59 |
99.33 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.79 |
111.88 |
102.34 |
|
| R3 |
110.21 |
107.30 |
101.08 |
|
| R2 |
105.63 |
105.63 |
100.66 |
|
| R1 |
102.72 |
102.72 |
100.24 |
101.89 |
| PP |
101.05 |
101.05 |
101.05 |
100.63 |
| S1 |
98.14 |
98.14 |
99.40 |
97.31 |
| S2 |
96.47 |
96.47 |
98.98 |
|
| S3 |
91.89 |
93.56 |
98.56 |
|
| S4 |
87.31 |
88.98 |
97.30 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.04 |
|
2.618 |
102.59 |
|
1.618 |
101.70 |
|
1.000 |
101.15 |
|
0.618 |
100.81 |
|
HIGH |
100.26 |
|
0.618 |
99.92 |
|
0.500 |
99.82 |
|
0.382 |
99.71 |
|
LOW |
99.37 |
|
0.618 |
98.82 |
|
1.000 |
98.48 |
|
1.618 |
97.93 |
|
2.618 |
97.04 |
|
4.250 |
95.59 |
|
|
| Fisher Pivots for day following 13-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
99.82 |
101.45 |
| PP |
99.82 |
100.91 |
| S1 |
99.82 |
100.36 |
|