NYMEX Light Sweet Crude Oil Future March 2012
Trading Metrics calculated at close of trading on 20-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
101.35 |
100.48 |
-0.87 |
-0.9% |
99.05 |
High |
102.24 |
100.91 |
-1.33 |
-1.3% |
102.24 |
Low |
100.12 |
98.02 |
-2.10 |
-2.1% |
98.02 |
Close |
100.54 |
98.33 |
-2.21 |
-2.2% |
98.33 |
Range |
2.12 |
2.89 |
0.77 |
36.3% |
4.22 |
ATR |
2.45 |
2.48 |
0.03 |
1.3% |
0.00 |
Volume |
267,958 |
287,604 |
19,646 |
7.3% |
907,152 |
|
Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.76 |
105.93 |
99.92 |
|
R3 |
104.87 |
103.04 |
99.12 |
|
R2 |
101.98 |
101.98 |
98.86 |
|
R1 |
100.15 |
100.15 |
98.59 |
99.62 |
PP |
99.09 |
99.09 |
99.09 |
98.82 |
S1 |
97.26 |
97.26 |
98.07 |
96.73 |
S2 |
96.20 |
96.20 |
97.80 |
|
S3 |
93.31 |
94.37 |
97.54 |
|
S4 |
90.42 |
91.48 |
96.74 |
|
|
Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.19 |
109.48 |
100.65 |
|
R3 |
107.97 |
105.26 |
99.49 |
|
R2 |
103.75 |
103.75 |
99.10 |
|
R1 |
101.04 |
101.04 |
98.72 |
100.29 |
PP |
99.53 |
99.53 |
99.53 |
99.15 |
S1 |
96.82 |
96.82 |
97.94 |
96.07 |
S2 |
95.31 |
95.31 |
97.56 |
|
S3 |
91.09 |
92.60 |
97.17 |
|
S4 |
86.87 |
88.38 |
96.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.24 |
97.93 |
4.31 |
4.4% |
2.43 |
2.5% |
9% |
False |
False |
208,238 |
10 |
103.60 |
97.93 |
5.67 |
5.8% |
2.44 |
2.5% |
7% |
False |
False |
157,225 |
20 |
103.90 |
97.01 |
6.89 |
7.0% |
2.26 |
2.3% |
19% |
False |
False |
105,075 |
40 |
103.90 |
92.95 |
10.95 |
11.1% |
2.45 |
2.5% |
49% |
False |
False |
76,735 |
60 |
103.90 |
88.85 |
15.05 |
15.3% |
2.54 |
2.6% |
63% |
False |
False |
64,716 |
80 |
103.90 |
75.90 |
28.00 |
28.5% |
2.66 |
2.7% |
80% |
False |
False |
53,436 |
100 |
103.90 |
75.90 |
28.00 |
28.5% |
2.65 |
2.7% |
80% |
False |
False |
45,675 |
120 |
103.90 |
75.90 |
28.00 |
28.5% |
2.78 |
2.8% |
80% |
False |
False |
39,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.19 |
2.618 |
108.48 |
1.618 |
105.59 |
1.000 |
103.80 |
0.618 |
102.70 |
HIGH |
100.91 |
0.618 |
99.81 |
0.500 |
99.47 |
0.382 |
99.12 |
LOW |
98.02 |
0.618 |
96.23 |
1.000 |
95.13 |
1.618 |
93.34 |
2.618 |
90.45 |
4.250 |
85.74 |
|
|
Fisher Pivots for day following 20-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
99.47 |
100.13 |
PP |
99.09 |
99.53 |
S1 |
98.71 |
98.93 |
|