NYMEX Light Sweet Crude Oil Future August 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 |
98.71 |
100.47 |
1.76 |
1.8% |
101.17 |
| High |
101.00 |
100.54 |
-0.46 |
-0.5% |
103.00 |
| Low |
98.71 |
99.79 |
1.08 |
1.1% |
99.38 |
| Close |
100.69 |
100.33 |
-0.36 |
-0.4% |
99.62 |
| Range |
2.29 |
0.75 |
-1.54 |
-67.2% |
3.62 |
| ATR |
1.83 |
1.76 |
-0.07 |
-3.6% |
0.00 |
| Volume |
10,099 |
3,778 |
-6,321 |
-62.6% |
31,284 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.47 |
102.15 |
100.74 |
|
| R3 |
101.72 |
101.40 |
100.54 |
|
| R2 |
100.97 |
100.97 |
100.47 |
|
| R1 |
100.65 |
100.65 |
100.40 |
100.44 |
| PP |
100.22 |
100.22 |
100.22 |
100.11 |
| S1 |
99.90 |
99.90 |
100.26 |
99.69 |
| S2 |
99.47 |
99.47 |
100.19 |
|
| S3 |
98.72 |
99.15 |
100.12 |
|
| S4 |
97.97 |
98.40 |
99.92 |
|
|
| 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 |
103.73 |
|
2.618 |
102.50 |
|
1.618 |
101.75 |
|
1.000 |
101.29 |
|
0.618 |
101.00 |
|
HIGH |
100.54 |
|
0.618 |
100.25 |
|
0.500 |
100.17 |
|
0.382 |
100.08 |
|
LOW |
99.79 |
|
0.618 |
99.33 |
|
1.000 |
99.04 |
|
1.618 |
98.58 |
|
2.618 |
97.83 |
|
4.250 |
96.60 |
|
|
| Fisher Pivots for day following 24-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
100.28 |
100.17 |
| PP |
100.22 |
100.01 |
| S1 |
100.17 |
99.86 |
|