NYMEX Light Sweet Crude Oil Future March 2012
Trading Metrics calculated at close of trading on 23-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
100.48 |
98.34 |
-2.14 |
-2.1% |
99.05 |
High |
100.91 |
100.24 |
-0.67 |
-0.7% |
102.24 |
Low |
98.02 |
97.40 |
-0.62 |
-0.6% |
98.02 |
Close |
98.33 |
99.58 |
1.25 |
1.3% |
98.33 |
Range |
2.89 |
2.84 |
-0.05 |
-1.7% |
4.22 |
ATR |
2.48 |
2.51 |
0.03 |
1.0% |
0.00 |
Volume |
287,604 |
221,711 |
-65,893 |
-22.9% |
907,152 |
|
Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.59 |
106.43 |
101.14 |
|
R3 |
104.75 |
103.59 |
100.36 |
|
R2 |
101.91 |
101.91 |
100.10 |
|
R1 |
100.75 |
100.75 |
99.84 |
101.33 |
PP |
99.07 |
99.07 |
99.07 |
99.37 |
S1 |
97.91 |
97.91 |
99.32 |
98.49 |
S2 |
96.23 |
96.23 |
99.06 |
|
S3 |
93.39 |
95.07 |
98.80 |
|
S4 |
90.55 |
92.23 |
98.02 |
|
|
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 |
97.40 |
4.84 |
4.9% |
2.50 |
2.5% |
45% |
False |
True |
225,772 |
10 |
103.60 |
97.40 |
6.20 |
6.2% |
2.53 |
2.5% |
35% |
False |
True |
171,828 |
20 |
103.90 |
97.40 |
6.50 |
6.5% |
2.28 |
2.3% |
34% |
False |
True |
113,872 |
40 |
103.90 |
92.95 |
10.95 |
11.0% |
2.47 |
2.5% |
61% |
False |
False |
81,227 |
60 |
103.90 |
88.85 |
15.05 |
15.1% |
2.54 |
2.6% |
71% |
False |
False |
67,180 |
80 |
103.90 |
75.90 |
28.00 |
28.1% |
2.65 |
2.7% |
85% |
False |
False |
56,067 |
100 |
103.90 |
75.90 |
28.00 |
28.1% |
2.66 |
2.7% |
85% |
False |
False |
47,841 |
120 |
103.90 |
75.90 |
28.00 |
28.1% |
2.77 |
2.8% |
85% |
False |
False |
41,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.31 |
2.618 |
107.68 |
1.618 |
104.84 |
1.000 |
103.08 |
0.618 |
102.00 |
HIGH |
100.24 |
0.618 |
99.16 |
0.500 |
98.82 |
0.382 |
98.48 |
LOW |
97.40 |
0.618 |
95.64 |
1.000 |
94.56 |
1.618 |
92.80 |
2.618 |
89.96 |
4.250 |
85.33 |
|
|
Fisher Pivots for day following 23-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
99.33 |
99.82 |
PP |
99.07 |
99.74 |
S1 |
98.82 |
99.66 |
|