NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
101.77 |
102.94 |
1.17 |
1.1% |
99.90 |
| High |
103.13 |
103.16 |
0.03 |
0.0% |
100.49 |
| Low |
101.65 |
101.84 |
0.19 |
0.2% |
98.28 |
| Close |
103.13 |
102.00 |
-1.13 |
-1.1% |
98.87 |
| Range |
1.48 |
1.32 |
-0.16 |
-10.8% |
2.21 |
| ATR |
1.87 |
1.83 |
-0.04 |
-2.1% |
0.00 |
| Volume |
10,668 |
7,142 |
-3,526 |
-33.1% |
9,356 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.29 |
105.47 |
102.73 |
|
| R3 |
104.97 |
104.15 |
102.36 |
|
| R2 |
103.65 |
103.65 |
102.24 |
|
| R1 |
102.83 |
102.83 |
102.12 |
102.58 |
| PP |
102.33 |
102.33 |
102.33 |
102.21 |
| S1 |
101.51 |
101.51 |
101.88 |
101.26 |
| S2 |
101.01 |
101.01 |
101.76 |
|
| S3 |
99.69 |
100.19 |
101.64 |
|
| S4 |
98.37 |
98.87 |
101.27 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.84 |
104.57 |
100.09 |
|
| R3 |
103.63 |
102.36 |
99.48 |
|
| R2 |
101.42 |
101.42 |
99.28 |
|
| R1 |
100.15 |
100.15 |
99.07 |
99.68 |
| PP |
99.21 |
99.21 |
99.21 |
98.98 |
| S1 |
97.94 |
97.94 |
98.67 |
97.47 |
| S2 |
97.00 |
97.00 |
98.46 |
|
| S3 |
94.79 |
95.73 |
98.26 |
|
| S4 |
92.58 |
93.52 |
97.65 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.77 |
|
2.618 |
106.62 |
|
1.618 |
105.30 |
|
1.000 |
104.48 |
|
0.618 |
103.98 |
|
HIGH |
103.16 |
|
0.618 |
102.66 |
|
0.500 |
102.50 |
|
0.382 |
102.34 |
|
LOW |
101.84 |
|
0.618 |
101.02 |
|
1.000 |
100.52 |
|
1.618 |
99.70 |
|
2.618 |
98.38 |
|
4.250 |
96.23 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.50 |
101.95 |
| PP |
102.33 |
101.90 |
| S1 |
102.17 |
101.85 |
|