NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 18-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
99.05 |
101.06 |
2.01 |
2.0% |
102.14 |
| High |
101.20 |
102.24 |
1.04 |
1.0% |
103.60 |
| Low |
98.79 |
100.00 |
1.21 |
1.2% |
97.93 |
| Close |
100.87 |
100.76 |
-0.11 |
-0.1% |
98.88 |
| Range |
2.41 |
2.24 |
-0.17 |
-7.1% |
5.67 |
| ATR |
2.50 |
2.48 |
-0.02 |
-0.7% |
0.00 |
| Volume |
170,745 |
180,845 |
10,100 |
5.9% |
589,424 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.72 |
106.48 |
101.99 |
|
| R3 |
105.48 |
104.24 |
101.38 |
|
| R2 |
103.24 |
103.24 |
101.17 |
|
| R1 |
102.00 |
102.00 |
100.97 |
101.50 |
| PP |
101.00 |
101.00 |
101.00 |
100.75 |
| S1 |
99.76 |
99.76 |
100.55 |
99.26 |
| S2 |
98.76 |
98.76 |
100.35 |
|
| S3 |
96.52 |
97.52 |
100.14 |
|
| S4 |
94.28 |
95.28 |
99.53 |
|
|
| 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 |
103.19 |
97.93 |
5.26 |
5.2% |
2.69 |
2.7% |
54% |
False |
False |
145,498 |
| 10 |
103.90 |
97.93 |
5.97 |
5.9% |
2.36 |
2.3% |
47% |
False |
False |
120,996 |
| 20 |
103.90 |
93.00 |
10.90 |
10.8% |
2.26 |
2.2% |
71% |
False |
False |
80,983 |
| 40 |
103.90 |
92.95 |
10.95 |
10.9% |
2.47 |
2.5% |
71% |
False |
False |
65,060 |
| 60 |
103.90 |
86.50 |
17.40 |
17.3% |
2.57 |
2.5% |
82% |
False |
False |
56,238 |
| 80 |
103.90 |
75.90 |
28.00 |
27.8% |
2.69 |
2.7% |
89% |
False |
False |
47,001 |
| 100 |
103.90 |
75.90 |
28.00 |
27.8% |
2.65 |
2.6% |
89% |
False |
False |
40,279 |
| 120 |
103.90 |
75.90 |
28.00 |
27.8% |
2.76 |
2.7% |
89% |
False |
False |
34,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.76 |
|
2.618 |
108.10 |
|
1.618 |
105.86 |
|
1.000 |
104.48 |
|
0.618 |
103.62 |
|
HIGH |
102.24 |
|
0.618 |
101.38 |
|
0.500 |
101.12 |
|
0.382 |
100.86 |
|
LOW |
100.00 |
|
0.618 |
98.62 |
|
1.000 |
97.76 |
|
1.618 |
96.38 |
|
2.618 |
94.14 |
|
4.250 |
90.48 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
101.12 |
100.54 |
| PP |
101.00 |
100.31 |
| S1 |
100.88 |
100.09 |
|