NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 06-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
103.40 |
101.52 |
-1.88 |
-1.8% |
99.75 |
| High |
103.87 |
102.98 |
-0.89 |
-0.9% |
103.90 |
| Low |
101.49 |
101.08 |
-0.41 |
-0.4% |
99.75 |
| Close |
102.00 |
101.78 |
-0.22 |
-0.2% |
101.78 |
| Range |
2.38 |
1.90 |
-0.48 |
-20.2% |
4.15 |
| ATR |
2.49 |
2.45 |
-0.04 |
-1.7% |
0.00 |
| Volume |
82,596 |
75,681 |
-6,915 |
-8.4% |
320,939 |
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.65 |
106.61 |
102.83 |
|
| R3 |
105.75 |
104.71 |
102.30 |
|
| R2 |
103.85 |
103.85 |
102.13 |
|
| R1 |
102.81 |
102.81 |
101.95 |
103.33 |
| PP |
101.95 |
101.95 |
101.95 |
102.21 |
| S1 |
100.91 |
100.91 |
101.61 |
101.43 |
| S2 |
100.05 |
100.05 |
101.43 |
|
| S3 |
98.15 |
99.01 |
101.26 |
|
| S4 |
96.25 |
97.11 |
100.74 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.26 |
112.17 |
104.06 |
|
| R3 |
110.11 |
108.02 |
102.92 |
|
| R2 |
105.96 |
105.96 |
102.54 |
|
| R1 |
103.87 |
103.87 |
102.16 |
104.92 |
| PP |
101.81 |
101.81 |
101.81 |
102.33 |
| S1 |
99.72 |
99.72 |
101.40 |
100.77 |
| S2 |
97.66 |
97.66 |
101.02 |
|
| S3 |
93.51 |
95.57 |
100.64 |
|
| S4 |
89.36 |
91.42 |
99.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.90 |
98.78 |
5.12 |
5.0% |
2.26 |
2.2% |
59% |
False |
False |
74,285 |
| 10 |
103.90 |
98.45 |
5.45 |
5.4% |
2.03 |
2.0% |
61% |
False |
False |
55,915 |
| 20 |
103.90 |
92.95 |
10.95 |
10.8% |
2.52 |
2.5% |
81% |
False |
False |
56,281 |
| 40 |
103.90 |
92.95 |
10.95 |
10.8% |
2.54 |
2.5% |
81% |
False |
False |
49,085 |
| 60 |
103.90 |
84.05 |
19.85 |
19.5% |
2.59 |
2.5% |
89% |
False |
False |
43,289 |
| 80 |
103.90 |
75.90 |
28.00 |
27.5% |
2.70 |
2.7% |
92% |
False |
False |
36,512 |
| 100 |
103.90 |
75.90 |
28.00 |
27.5% |
2.69 |
2.6% |
92% |
False |
False |
31,475 |
| 120 |
103.90 |
75.90 |
28.00 |
27.5% |
2.72 |
2.7% |
92% |
False |
False |
27,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.06 |
|
2.618 |
107.95 |
|
1.618 |
106.05 |
|
1.000 |
104.88 |
|
0.618 |
104.15 |
|
HIGH |
102.98 |
|
0.618 |
102.25 |
|
0.500 |
102.03 |
|
0.382 |
101.81 |
|
LOW |
101.08 |
|
0.618 |
99.91 |
|
1.000 |
99.18 |
|
1.618 |
98.01 |
|
2.618 |
96.11 |
|
4.250 |
93.01 |
|
|
| Fisher Pivots for day following 06-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.03 |
102.49 |
| PP |
101.95 |
102.25 |
| S1 |
101.86 |
102.02 |
|