NYMEX Light Sweet Crude Oil Future September 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 |
102.01 |
100.59 |
-1.42 |
-1.4% |
101.82 |
| High |
103.67 |
101.12 |
-2.55 |
-2.5% |
103.67 |
| Low |
99.85 |
99.12 |
-0.73 |
-0.7% |
99.12 |
| Close |
99.98 |
99.77 |
-0.21 |
-0.2% |
99.77 |
| Range |
3.82 |
2.00 |
-1.82 |
-47.6% |
4.55 |
| ATR |
1.89 |
1.90 |
0.01 |
0.4% |
0.00 |
| Volume |
7,071 |
9,618 |
2,547 |
36.0% |
39,089 |
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.00 |
104.89 |
100.87 |
|
| R3 |
104.00 |
102.89 |
100.32 |
|
| R2 |
102.00 |
102.00 |
100.14 |
|
| R1 |
100.89 |
100.89 |
99.95 |
100.45 |
| PP |
100.00 |
100.00 |
100.00 |
99.78 |
| S1 |
98.89 |
98.89 |
99.59 |
98.45 |
| S2 |
98.00 |
98.00 |
99.40 |
|
| S3 |
96.00 |
96.89 |
99.22 |
|
| S4 |
94.00 |
94.89 |
98.67 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.50 |
111.69 |
102.27 |
|
| R3 |
109.95 |
107.14 |
101.02 |
|
| R2 |
105.40 |
105.40 |
100.60 |
|
| R1 |
102.59 |
102.59 |
100.19 |
101.72 |
| PP |
100.85 |
100.85 |
100.85 |
100.42 |
| S1 |
98.04 |
98.04 |
99.35 |
97.17 |
| S2 |
96.30 |
96.30 |
98.94 |
|
| S3 |
91.75 |
93.49 |
98.52 |
|
| S4 |
87.20 |
88.94 |
97.27 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.62 |
|
2.618 |
106.36 |
|
1.618 |
104.36 |
|
1.000 |
103.12 |
|
0.618 |
102.36 |
|
HIGH |
101.12 |
|
0.618 |
100.36 |
|
0.500 |
100.12 |
|
0.382 |
99.88 |
|
LOW |
99.12 |
|
0.618 |
97.88 |
|
1.000 |
97.12 |
|
1.618 |
95.88 |
|
2.618 |
93.88 |
|
4.250 |
90.62 |
|
|
| Fisher Pivots for day following 13-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
100.12 |
101.40 |
| PP |
100.00 |
100.85 |
| S1 |
99.89 |
100.31 |
|