NYMEX Light Sweet Crude Oil Future March 2012
Trading Metrics calculated at close of trading on 17-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
99.47 |
99.05 |
-0.42 |
-0.4% |
102.14 |
High |
100.41 |
101.20 |
0.79 |
0.8% |
103.60 |
Low |
97.93 |
98.79 |
0.86 |
0.9% |
97.93 |
Close |
98.88 |
100.87 |
1.99 |
2.0% |
98.88 |
Range |
2.48 |
2.41 |
-0.07 |
-2.8% |
5.67 |
ATR |
2.50 |
2.50 |
-0.01 |
-0.3% |
0.00 |
Volume |
134,038 |
170,745 |
36,707 |
27.4% |
589,424 |
|
Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.52 |
106.60 |
102.20 |
|
R3 |
105.11 |
104.19 |
101.53 |
|
R2 |
102.70 |
102.70 |
101.31 |
|
R1 |
101.78 |
101.78 |
101.09 |
102.24 |
PP |
100.29 |
100.29 |
100.29 |
100.52 |
S1 |
99.37 |
99.37 |
100.65 |
99.83 |
S2 |
97.88 |
97.88 |
100.43 |
|
S3 |
95.47 |
96.96 |
100.21 |
|
S4 |
93.06 |
94.55 |
99.54 |
|
|
Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.15 |
113.68 |
102.00 |
|
R3 |
111.48 |
108.01 |
100.44 |
|
R2 |
105.81 |
105.81 |
99.92 |
|
R1 |
102.34 |
102.34 |
99.40 |
101.24 |
PP |
100.14 |
100.14 |
100.14 |
99.59 |
S1 |
96.67 |
96.67 |
98.36 |
95.57 |
S2 |
94.47 |
94.47 |
97.84 |
|
S3 |
88.80 |
91.00 |
97.32 |
|
S4 |
83.13 |
85.33 |
95.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.60 |
97.93 |
5.67 |
5.6% |
2.65 |
2.6% |
52% |
False |
False |
132,993 |
10 |
103.90 |
97.93 |
5.97 |
5.9% |
2.50 |
2.5% |
49% |
False |
False |
108,110 |
20 |
103.90 |
92.95 |
10.95 |
10.9% |
2.26 |
2.2% |
72% |
False |
False |
74,117 |
40 |
103.90 |
92.95 |
10.95 |
10.9% |
2.54 |
2.5% |
72% |
False |
False |
62,595 |
60 |
103.90 |
84.69 |
19.21 |
19.0% |
2.58 |
2.6% |
84% |
False |
False |
53,532 |
80 |
103.90 |
75.90 |
28.00 |
27.8% |
2.73 |
2.7% |
89% |
False |
False |
44,923 |
100 |
103.90 |
75.90 |
28.00 |
27.8% |
2.64 |
2.6% |
89% |
False |
False |
38,557 |
120 |
103.90 |
75.90 |
28.00 |
27.8% |
2.76 |
2.7% |
89% |
False |
False |
33,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.44 |
2.618 |
107.51 |
1.618 |
105.10 |
1.000 |
103.61 |
0.618 |
102.69 |
HIGH |
101.20 |
0.618 |
100.28 |
0.500 |
100.00 |
0.382 |
99.71 |
LOW |
98.79 |
0.618 |
97.30 |
1.000 |
96.38 |
1.618 |
94.89 |
2.618 |
92.48 |
4.250 |
88.55 |
|
|
Fisher Pivots for day following 17-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
100.58 |
100.77 |
PP |
100.29 |
100.66 |
S1 |
100.00 |
100.56 |
|