NYMEX Light Sweet Crude Oil Future March 2012
Trading Metrics calculated at close of trading on 30-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
99.93 |
100.00 |
0.07 |
0.1% |
98.34 |
High |
100.63 |
100.05 |
-0.58 |
-0.6% |
101.39 |
Low |
99.13 |
98.43 |
-0.70 |
-0.7% |
97.40 |
Close |
99.56 |
98.78 |
-0.78 |
-0.8% |
99.56 |
Range |
1.50 |
1.62 |
0.12 |
8.0% |
3.99 |
ATR |
2.40 |
2.35 |
-0.06 |
-2.3% |
0.00 |
Volume |
238,695 |
197,802 |
-40,893 |
-17.1% |
1,239,812 |
|
Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.95 |
102.98 |
99.67 |
|
R3 |
102.33 |
101.36 |
99.23 |
|
R2 |
100.71 |
100.71 |
99.08 |
|
R1 |
99.74 |
99.74 |
98.93 |
99.42 |
PP |
99.09 |
99.09 |
99.09 |
98.92 |
S1 |
98.12 |
98.12 |
98.63 |
97.80 |
S2 |
97.47 |
97.47 |
98.48 |
|
S3 |
95.85 |
96.50 |
98.33 |
|
S4 |
94.23 |
94.88 |
97.89 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.42 |
109.48 |
101.75 |
|
R3 |
107.43 |
105.49 |
100.66 |
|
R2 |
103.44 |
103.44 |
100.29 |
|
R1 |
101.50 |
101.50 |
99.93 |
102.47 |
PP |
99.45 |
99.45 |
99.45 |
99.94 |
S1 |
97.51 |
97.51 |
99.19 |
98.48 |
S2 |
95.46 |
95.46 |
98.83 |
|
S3 |
91.47 |
93.52 |
98.46 |
|
S4 |
87.48 |
89.53 |
97.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.39 |
97.53 |
3.86 |
3.9% |
2.01 |
2.0% |
32% |
False |
False |
243,180 |
10 |
102.24 |
97.40 |
4.84 |
4.9% |
2.26 |
2.3% |
29% |
False |
False |
234,476 |
20 |
103.90 |
97.40 |
6.50 |
6.6% |
2.33 |
2.4% |
21% |
False |
False |
165,280 |
40 |
103.90 |
92.95 |
10.95 |
11.1% |
2.38 |
2.4% |
53% |
False |
False |
106,310 |
60 |
103.90 |
90.50 |
13.40 |
13.6% |
2.48 |
2.5% |
62% |
False |
False |
84,342 |
80 |
103.90 |
77.76 |
26.14 |
26.5% |
2.56 |
2.6% |
80% |
False |
False |
70,377 |
100 |
103.90 |
75.90 |
28.00 |
28.3% |
2.65 |
2.7% |
82% |
False |
False |
59,231 |
120 |
103.90 |
75.90 |
28.00 |
28.3% |
2.69 |
2.7% |
82% |
False |
False |
51,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.94 |
2.618 |
104.29 |
1.618 |
102.67 |
1.000 |
101.67 |
0.618 |
101.05 |
HIGH |
100.05 |
0.618 |
99.43 |
0.500 |
99.24 |
0.382 |
99.05 |
LOW |
98.43 |
0.618 |
97.43 |
1.000 |
96.81 |
1.618 |
95.81 |
2.618 |
94.19 |
4.250 |
91.55 |
|
|
Fisher Pivots for day following 30-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
99.24 |
99.91 |
PP |
99.09 |
99.53 |
S1 |
98.93 |
99.16 |
|