NYMEX Light Sweet Crude Oil Future March 2012
Trading Metrics calculated at close of trading on 25-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
99.88 |
99.20 |
-0.68 |
-0.7% |
99.05 |
High |
100.18 |
100.39 |
0.21 |
0.2% |
102.24 |
Low |
98.25 |
97.53 |
-0.72 |
-0.7% |
98.02 |
Close |
98.95 |
99.40 |
0.45 |
0.5% |
98.33 |
Range |
1.93 |
2.86 |
0.93 |
48.2% |
4.22 |
ATR |
2.47 |
2.50 |
0.03 |
1.1% |
0.00 |
Volume |
225,258 |
305,113 |
79,855 |
35.5% |
907,152 |
|
Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.69 |
106.40 |
100.97 |
|
R3 |
104.83 |
103.54 |
100.19 |
|
R2 |
101.97 |
101.97 |
99.92 |
|
R1 |
100.68 |
100.68 |
99.66 |
101.33 |
PP |
99.11 |
99.11 |
99.11 |
99.43 |
S1 |
97.82 |
97.82 |
99.14 |
98.47 |
S2 |
96.25 |
96.25 |
98.88 |
|
S3 |
93.39 |
94.96 |
98.61 |
|
S4 |
90.53 |
92.10 |
97.83 |
|
|
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% |
2.53 |
2.5% |
41% |
False |
False |
261,528 |
10 |
103.19 |
97.40 |
5.79 |
5.8% |
2.61 |
2.6% |
35% |
False |
False |
203,513 |
20 |
103.90 |
97.40 |
6.50 |
6.5% |
2.40 |
2.4% |
31% |
False |
False |
135,976 |
40 |
103.90 |
92.95 |
10.95 |
11.0% |
2.47 |
2.5% |
59% |
False |
False |
92,079 |
60 |
103.90 |
88.85 |
15.05 |
15.1% |
2.52 |
2.5% |
70% |
False |
False |
74,294 |
80 |
103.90 |
75.90 |
28.00 |
28.2% |
2.62 |
2.6% |
84% |
False |
False |
62,355 |
100 |
103.90 |
75.90 |
28.00 |
28.2% |
2.68 |
2.7% |
84% |
False |
False |
52,957 |
120 |
103.90 |
75.90 |
28.00 |
28.2% |
2.77 |
2.8% |
84% |
False |
False |
45,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.55 |
2.618 |
107.88 |
1.618 |
105.02 |
1.000 |
103.25 |
0.618 |
102.16 |
HIGH |
100.39 |
0.618 |
99.30 |
0.500 |
98.96 |
0.382 |
98.62 |
LOW |
97.53 |
0.618 |
95.76 |
1.000 |
94.67 |
1.618 |
92.90 |
2.618 |
90.04 |
4.250 |
85.38 |
|
|
Fisher Pivots for day following 25-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
99.25 |
99.23 |
PP |
99.11 |
99.06 |
S1 |
98.96 |
98.90 |
|