NYMEX Light Sweet Crude Oil Future March 2012
Trading Metrics calculated at close of trading on 26-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
99.20 |
99.96 |
0.76 |
0.8% |
99.05 |
High |
100.39 |
101.39 |
1.00 |
1.0% |
102.24 |
Low |
97.53 |
99.23 |
1.70 |
1.7% |
98.02 |
Close |
99.40 |
99.70 |
0.30 |
0.3% |
98.33 |
Range |
2.86 |
2.16 |
-0.70 |
-24.5% |
4.22 |
ATR |
2.50 |
2.47 |
-0.02 |
-1.0% |
0.00 |
Volume |
305,113 |
249,035 |
-56,078 |
-18.4% |
907,152 |
|
Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.59 |
105.30 |
100.89 |
|
R3 |
104.43 |
103.14 |
100.29 |
|
R2 |
102.27 |
102.27 |
100.10 |
|
R1 |
100.98 |
100.98 |
99.90 |
100.55 |
PP |
100.11 |
100.11 |
100.11 |
99.89 |
S1 |
98.82 |
98.82 |
99.50 |
98.39 |
S2 |
97.95 |
97.95 |
99.30 |
|
S3 |
95.79 |
96.66 |
99.11 |
|
S4 |
93.63 |
94.50 |
98.51 |
|
|
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 |
101.39 |
97.40 |
3.99 |
4.0% |
2.54 |
2.5% |
58% |
True |
False |
257,744 |
10 |
103.19 |
97.40 |
5.79 |
5.8% |
2.64 |
2.6% |
40% |
False |
False |
215,497 |
20 |
103.90 |
97.40 |
6.50 |
6.5% |
2.39 |
2.4% |
35% |
False |
False |
147,276 |
40 |
103.90 |
92.95 |
10.95 |
11.0% |
2.44 |
2.4% |
62% |
False |
False |
97,601 |
60 |
103.90 |
88.85 |
15.05 |
15.1% |
2.52 |
2.5% |
72% |
False |
False |
77,795 |
80 |
103.90 |
75.90 |
28.00 |
28.1% |
2.59 |
2.6% |
85% |
False |
False |
65,330 |
100 |
103.90 |
75.90 |
28.00 |
28.1% |
2.68 |
2.7% |
85% |
False |
False |
55,107 |
120 |
103.90 |
75.90 |
28.00 |
28.1% |
2.74 |
2.8% |
85% |
False |
False |
47,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.57 |
2.618 |
107.04 |
1.618 |
104.88 |
1.000 |
103.55 |
0.618 |
102.72 |
HIGH |
101.39 |
0.618 |
100.56 |
0.500 |
100.31 |
0.382 |
100.06 |
LOW |
99.23 |
0.618 |
97.90 |
1.000 |
97.07 |
1.618 |
95.74 |
2.618 |
93.58 |
4.250 |
90.05 |
|
|
Fisher Pivots for day following 26-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
100.31 |
99.62 |
PP |
100.11 |
99.54 |
S1 |
99.90 |
99.46 |
|