NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 30-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
101.53 |
100.31 |
-1.22 |
-1.2% |
99.53 |
| High |
101.68 |
100.70 |
-0.98 |
-1.0% |
102.30 |
| Low |
100.60 |
99.99 |
-0.61 |
-0.6% |
99.27 |
| Close |
100.91 |
100.29 |
-0.62 |
-0.6% |
100.91 |
| Range |
1.08 |
0.71 |
-0.37 |
-34.3% |
3.03 |
| ATR |
1.67 |
1.62 |
-0.05 |
-3.2% |
0.00 |
| Volume |
7,896 |
9,781 |
1,885 |
23.9% |
41,712 |
|
| Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.46 |
102.08 |
100.68 |
|
| R3 |
101.75 |
101.37 |
100.49 |
|
| R2 |
101.04 |
101.04 |
100.42 |
|
| R1 |
100.66 |
100.66 |
100.36 |
100.50 |
| PP |
100.33 |
100.33 |
100.33 |
100.24 |
| S1 |
99.95 |
99.95 |
100.22 |
99.79 |
| S2 |
99.62 |
99.62 |
100.16 |
|
| S3 |
98.91 |
99.24 |
100.09 |
|
| S4 |
98.20 |
98.53 |
99.90 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.92 |
108.44 |
102.58 |
|
| R3 |
106.89 |
105.41 |
101.74 |
|
| R2 |
103.86 |
103.86 |
101.47 |
|
| R1 |
102.38 |
102.38 |
101.19 |
103.12 |
| PP |
100.83 |
100.83 |
100.83 |
101.20 |
| S1 |
99.35 |
99.35 |
100.63 |
100.09 |
| S2 |
97.80 |
97.80 |
100.35 |
|
| S3 |
94.77 |
96.32 |
100.08 |
|
| S4 |
91.74 |
93.29 |
99.24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.72 |
|
2.618 |
102.56 |
|
1.618 |
101.85 |
|
1.000 |
101.41 |
|
0.618 |
101.14 |
|
HIGH |
100.70 |
|
0.618 |
100.43 |
|
0.500 |
100.35 |
|
0.382 |
100.26 |
|
LOW |
99.99 |
|
0.618 |
99.55 |
|
1.000 |
99.28 |
|
1.618 |
98.84 |
|
2.618 |
98.13 |
|
4.250 |
96.97 |
|
|
| Fisher Pivots for day following 30-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
100.35 |
101.15 |
| PP |
100.33 |
100.86 |
| S1 |
100.31 |
100.58 |
|