NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 20-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
102.32 |
100.40 |
-1.92 |
-1.9% |
101.17 |
| High |
102.84 |
100.40 |
-2.44 |
-2.4% |
103.00 |
| Low |
101.35 |
99.38 |
-1.97 |
-1.9% |
99.38 |
| Close |
101.52 |
99.62 |
-1.90 |
-1.9% |
99.62 |
| Range |
1.49 |
1.02 |
-0.47 |
-31.5% |
3.62 |
| ATR |
1.76 |
1.79 |
0.03 |
1.5% |
0.00 |
| Volume |
6,203 |
8,564 |
2,361 |
38.1% |
31,284 |
|
| Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.86 |
102.26 |
100.18 |
|
| R3 |
101.84 |
101.24 |
99.90 |
|
| R2 |
100.82 |
100.82 |
99.81 |
|
| R1 |
100.22 |
100.22 |
99.71 |
100.01 |
| PP |
99.80 |
99.80 |
99.80 |
99.70 |
| S1 |
99.20 |
99.20 |
99.53 |
98.99 |
| S2 |
98.78 |
98.78 |
99.43 |
|
| S3 |
97.76 |
98.18 |
99.34 |
|
| S4 |
96.74 |
97.16 |
99.06 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.53 |
109.19 |
101.61 |
|
| R3 |
107.91 |
105.57 |
100.62 |
|
| R2 |
104.29 |
104.29 |
100.28 |
|
| R1 |
101.95 |
101.95 |
99.95 |
101.31 |
| PP |
100.67 |
100.67 |
100.67 |
100.35 |
| S1 |
98.33 |
98.33 |
99.29 |
97.69 |
| S2 |
97.05 |
97.05 |
98.96 |
|
| S3 |
93.43 |
94.71 |
98.62 |
|
| S4 |
89.81 |
91.09 |
97.63 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.74 |
|
2.618 |
103.07 |
|
1.618 |
102.05 |
|
1.000 |
101.42 |
|
0.618 |
101.03 |
|
HIGH |
100.40 |
|
0.618 |
100.01 |
|
0.500 |
99.89 |
|
0.382 |
99.77 |
|
LOW |
99.38 |
|
0.618 |
98.75 |
|
1.000 |
98.36 |
|
1.618 |
97.73 |
|
2.618 |
96.71 |
|
4.250 |
95.05 |
|
|
| Fisher Pivots for day following 20-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
99.89 |
101.19 |
| PP |
99.80 |
100.67 |
| S1 |
99.71 |
100.14 |
|