NYMEX Light Sweet Crude Oil Future March 2012
Trading Metrics calculated at close of trading on 10-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
102.14 |
101.56 |
-0.58 |
-0.6% |
99.75 |
High |
102.32 |
103.60 |
1.28 |
1.3% |
103.90 |
Low |
100.34 |
101.54 |
1.20 |
1.2% |
99.75 |
Close |
101.52 |
102.44 |
0.92 |
0.9% |
101.78 |
Range |
1.98 |
2.06 |
0.08 |
4.0% |
4.15 |
ATR |
2.42 |
2.39 |
-0.02 |
-1.0% |
0.00 |
Volume |
95,204 |
118,320 |
23,116 |
24.3% |
320,939 |
|
Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.71 |
107.63 |
103.57 |
|
R3 |
106.65 |
105.57 |
103.01 |
|
R2 |
104.59 |
104.59 |
102.82 |
|
R1 |
103.51 |
103.51 |
102.63 |
104.05 |
PP |
102.53 |
102.53 |
102.53 |
102.80 |
S1 |
101.45 |
101.45 |
102.25 |
101.99 |
S2 |
100.47 |
100.47 |
102.06 |
|
S3 |
98.41 |
99.39 |
101.87 |
|
S4 |
96.35 |
97.33 |
101.31 |
|
|
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 |
100.34 |
3.56 |
3.5% |
2.03 |
2.0% |
59% |
False |
False |
96,494 |
10 |
103.90 |
98.45 |
5.45 |
5.3% |
2.19 |
2.1% |
73% |
False |
False |
68,439 |
20 |
103.90 |
92.95 |
10.95 |
10.7% |
2.40 |
2.3% |
87% |
False |
False |
59,635 |
40 |
103.90 |
92.95 |
10.95 |
10.7% |
2.50 |
2.4% |
87% |
False |
False |
52,512 |
60 |
103.90 |
84.69 |
19.21 |
18.8% |
2.59 |
2.5% |
92% |
False |
False |
45,797 |
80 |
103.90 |
75.90 |
28.00 |
27.3% |
2.70 |
2.6% |
95% |
False |
False |
38,600 |
100 |
103.90 |
75.90 |
28.00 |
27.3% |
2.69 |
2.6% |
95% |
False |
False |
33,467 |
120 |
103.90 |
75.90 |
28.00 |
27.3% |
2.72 |
2.7% |
95% |
False |
False |
29,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.36 |
2.618 |
108.99 |
1.618 |
106.93 |
1.000 |
105.66 |
0.618 |
104.87 |
HIGH |
103.60 |
0.618 |
102.81 |
0.500 |
102.57 |
0.382 |
102.33 |
LOW |
101.54 |
0.618 |
100.27 |
1.000 |
99.48 |
1.618 |
98.21 |
2.618 |
96.15 |
4.250 |
92.79 |
|
|
Fisher Pivots for day following 10-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
102.57 |
102.28 |
PP |
102.53 |
102.13 |
S1 |
102.48 |
101.97 |
|