NYMEX Light Sweet Crude Oil Future March 2012
Trading Metrics calculated at close of trading on 31-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
100.00 |
98.88 |
-1.12 |
-1.1% |
98.34 |
High |
100.05 |
101.29 |
1.24 |
1.2% |
101.39 |
Low |
98.43 |
97.86 |
-0.57 |
-0.6% |
97.40 |
Close |
98.78 |
98.48 |
-0.30 |
-0.3% |
99.56 |
Range |
1.62 |
3.43 |
1.81 |
111.7% |
3.99 |
ATR |
2.35 |
2.42 |
0.08 |
3.3% |
0.00 |
Volume |
197,802 |
351,698 |
153,896 |
77.8% |
1,239,812 |
|
Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.50 |
107.42 |
100.37 |
|
R3 |
106.07 |
103.99 |
99.42 |
|
R2 |
102.64 |
102.64 |
99.11 |
|
R1 |
100.56 |
100.56 |
98.79 |
99.89 |
PP |
99.21 |
99.21 |
99.21 |
98.87 |
S1 |
97.13 |
97.13 |
98.17 |
96.46 |
S2 |
95.78 |
95.78 |
97.85 |
|
S3 |
92.35 |
93.70 |
97.54 |
|
S4 |
88.92 |
90.27 |
96.59 |
|
|
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% |
2.31 |
2.3% |
25% |
False |
False |
268,468 |
10 |
102.24 |
97.40 |
4.84 |
4.9% |
2.36 |
2.4% |
22% |
False |
False |
252,571 |
20 |
103.90 |
97.40 |
6.50 |
6.6% |
2.43 |
2.5% |
17% |
False |
False |
180,341 |
40 |
103.90 |
92.95 |
10.95 |
11.1% |
2.41 |
2.4% |
51% |
False |
False |
113,995 |
60 |
103.90 |
90.50 |
13.40 |
13.6% |
2.50 |
2.5% |
60% |
False |
False |
89,534 |
80 |
103.90 |
79.75 |
24.15 |
24.5% |
2.57 |
2.6% |
78% |
False |
False |
74,520 |
100 |
103.90 |
75.90 |
28.00 |
28.4% |
2.65 |
2.7% |
81% |
False |
False |
62,683 |
120 |
103.90 |
75.90 |
28.00 |
28.4% |
2.67 |
2.7% |
81% |
False |
False |
53,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.87 |
2.618 |
110.27 |
1.618 |
106.84 |
1.000 |
104.72 |
0.618 |
103.41 |
HIGH |
101.29 |
0.618 |
99.98 |
0.500 |
99.58 |
0.382 |
99.17 |
LOW |
97.86 |
0.618 |
95.74 |
1.000 |
94.43 |
1.618 |
92.31 |
2.618 |
88.88 |
4.250 |
83.28 |
|
|
Fisher Pivots for day following 31-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
99.58 |
99.58 |
PP |
99.21 |
99.21 |
S1 |
98.85 |
98.85 |
|