NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
99.86 |
101.45 |
1.59 |
1.6% |
100.39 |
| High |
101.12 |
102.30 |
1.18 |
1.2% |
102.55 |
| Low |
99.27 |
100.70 |
1.43 |
1.4% |
99.43 |
| Close |
100.70 |
101.08 |
0.38 |
0.4% |
99.61 |
| Range |
1.85 |
1.60 |
-0.25 |
-13.5% |
3.12 |
| ATR |
1.72 |
1.72 |
-0.01 |
-0.5% |
0.00 |
| Volume |
6,981 |
9,432 |
2,451 |
35.1% |
44,583 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.16 |
105.22 |
101.96 |
|
| R3 |
104.56 |
103.62 |
101.52 |
|
| R2 |
102.96 |
102.96 |
101.37 |
|
| R1 |
102.02 |
102.02 |
101.23 |
101.69 |
| PP |
101.36 |
101.36 |
101.36 |
101.20 |
| S1 |
100.42 |
100.42 |
100.93 |
100.09 |
| S2 |
99.76 |
99.76 |
100.79 |
|
| S3 |
98.16 |
98.82 |
100.64 |
|
| S4 |
96.56 |
97.22 |
100.20 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.89 |
107.87 |
101.33 |
|
| R3 |
106.77 |
104.75 |
100.47 |
|
| R2 |
103.65 |
103.65 |
100.18 |
|
| R1 |
101.63 |
101.63 |
99.90 |
101.08 |
| PP |
100.53 |
100.53 |
100.53 |
100.26 |
| S1 |
98.51 |
98.51 |
99.32 |
97.96 |
| S2 |
97.41 |
97.41 |
99.04 |
|
| S3 |
94.29 |
95.39 |
98.75 |
|
| S4 |
91.17 |
92.27 |
97.89 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.10 |
|
2.618 |
106.49 |
|
1.618 |
104.89 |
|
1.000 |
103.90 |
|
0.618 |
103.29 |
|
HIGH |
102.30 |
|
0.618 |
101.69 |
|
0.500 |
101.50 |
|
0.382 |
101.31 |
|
LOW |
100.70 |
|
0.618 |
99.71 |
|
1.000 |
99.10 |
|
1.618 |
98.11 |
|
2.618 |
96.51 |
|
4.250 |
93.90 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
101.50 |
100.98 |
| PP |
101.36 |
100.88 |
| S1 |
101.22 |
100.79 |
|