NYMEX Light Sweet Crude Oil Future August 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 |
100.26 |
101.17 |
0.91 |
0.9% |
102.75 |
| High |
100.26 |
101.94 |
1.68 |
1.7% |
103.95 |
| Low |
99.37 |
101.12 |
1.75 |
1.8% |
99.37 |
| Close |
99.82 |
101.75 |
1.93 |
1.9% |
99.82 |
| Range |
0.89 |
0.82 |
-0.07 |
-7.9% |
4.58 |
| ATR |
1.74 |
1.77 |
0.03 |
1.5% |
0.00 |
| Volume |
7,330 |
9,984 |
2,654 |
36.2% |
34,700 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.06 |
103.73 |
102.20 |
|
| R3 |
103.24 |
102.91 |
101.98 |
|
| R2 |
102.42 |
102.42 |
101.90 |
|
| R1 |
102.09 |
102.09 |
101.83 |
102.26 |
| PP |
101.60 |
101.60 |
101.60 |
101.69 |
| S1 |
101.27 |
101.27 |
101.67 |
101.44 |
| S2 |
100.78 |
100.78 |
101.60 |
|
| S3 |
99.96 |
100.45 |
101.52 |
|
| S4 |
99.14 |
99.63 |
101.30 |
|
|
| 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 |
105.43 |
|
2.618 |
104.09 |
|
1.618 |
103.27 |
|
1.000 |
102.76 |
|
0.618 |
102.45 |
|
HIGH |
101.94 |
|
0.618 |
101.63 |
|
0.500 |
101.53 |
|
0.382 |
101.43 |
|
LOW |
101.12 |
|
0.618 |
100.61 |
|
1.000 |
100.30 |
|
1.618 |
99.79 |
|
2.618 |
98.97 |
|
4.250 |
97.64 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
101.68 |
101.65 |
| PP |
101.60 |
101.55 |
| S1 |
101.53 |
101.45 |
|