NYMEX Light Sweet Crude Oil Future October 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 |
100.85 |
100.36 |
-0.49 |
-0.5% |
100.84 |
| High |
101.39 |
100.50 |
-0.89 |
-0.9% |
102.05 |
| Low |
100.85 |
100.34 |
-0.51 |
-0.5% |
99.50 |
| Close |
100.92 |
100.34 |
-0.58 |
-0.6% |
100.92 |
| Range |
0.54 |
0.16 |
-0.38 |
-70.4% |
2.55 |
| ATR |
|
|
|
|
|
| Volume |
3,008 |
4,295 |
1,287 |
42.8% |
20,206 |
|
| Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.87 |
100.77 |
100.43 |
|
| R3 |
100.71 |
100.61 |
100.38 |
|
| R2 |
100.55 |
100.55 |
100.37 |
|
| R1 |
100.45 |
100.45 |
100.35 |
100.42 |
| PP |
100.39 |
100.39 |
100.39 |
100.38 |
| S1 |
100.29 |
100.29 |
100.33 |
100.26 |
| S2 |
100.23 |
100.23 |
100.31 |
|
| S3 |
100.07 |
100.13 |
100.30 |
|
| S4 |
99.91 |
99.97 |
100.25 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.47 |
107.25 |
102.32 |
|
| R3 |
105.92 |
104.70 |
101.62 |
|
| R2 |
103.37 |
103.37 |
101.39 |
|
| R1 |
102.15 |
102.15 |
101.15 |
102.76 |
| PP |
100.82 |
100.82 |
100.82 |
101.13 |
| S1 |
99.60 |
99.60 |
100.69 |
100.21 |
| S2 |
98.27 |
98.27 |
100.45 |
|
| S3 |
95.72 |
97.05 |
100.22 |
|
| S4 |
93.17 |
94.50 |
99.52 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.18 |
|
2.618 |
100.92 |
|
1.618 |
100.76 |
|
1.000 |
100.66 |
|
0.618 |
100.60 |
|
HIGH |
100.50 |
|
0.618 |
100.44 |
|
0.500 |
100.42 |
|
0.382 |
100.40 |
|
LOW |
100.34 |
|
0.618 |
100.24 |
|
1.000 |
100.18 |
|
1.618 |
100.08 |
|
2.618 |
99.92 |
|
4.250 |
99.66 |
|
|
| Fisher Pivots for day following 30-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
100.42 |
101.20 |
| PP |
100.39 |
100.91 |
| S1 |
100.37 |
100.63 |
|