NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 03-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
100.19 |
100.30 |
0.11 |
0.1% |
100.10 |
| High |
100.50 |
103.50 |
3.00 |
3.0% |
102.01 |
| Low |
98.96 |
100.30 |
1.34 |
1.4% |
98.70 |
| Close |
99.21 |
103.32 |
4.11 |
4.1% |
99.21 |
| Range |
1.54 |
3.20 |
1.66 |
107.8% |
3.31 |
| ATR |
2.29 |
2.43 |
0.14 |
6.2% |
0.00 |
| Volume |
18,969 |
23,871 |
4,902 |
25.8% |
56,304 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.97 |
110.85 |
105.08 |
|
| R3 |
108.77 |
107.65 |
104.20 |
|
| R2 |
105.57 |
105.57 |
103.91 |
|
| R1 |
104.45 |
104.45 |
103.61 |
105.01 |
| PP |
102.37 |
102.37 |
102.37 |
102.66 |
| S1 |
101.25 |
101.25 |
103.03 |
101.81 |
| S2 |
99.17 |
99.17 |
102.73 |
|
| S3 |
95.97 |
98.05 |
102.44 |
|
| S4 |
92.77 |
94.85 |
101.56 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.90 |
107.87 |
101.03 |
|
| R3 |
106.59 |
104.56 |
100.12 |
|
| R2 |
103.28 |
103.28 |
99.82 |
|
| R1 |
101.25 |
101.25 |
99.51 |
100.61 |
| PP |
99.97 |
99.97 |
99.97 |
99.66 |
| S1 |
97.94 |
97.94 |
98.91 |
97.30 |
| S2 |
96.66 |
96.66 |
98.60 |
|
| S3 |
93.35 |
94.63 |
98.30 |
|
| S4 |
90.04 |
91.32 |
97.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.50 |
98.70 |
4.80 |
4.6% |
2.21 |
2.1% |
96% |
True |
False |
16,035 |
| 10 |
103.50 |
93.29 |
10.21 |
9.9% |
2.06 |
2.0% |
98% |
True |
False |
19,188 |
| 20 |
103.50 |
93.27 |
10.23 |
9.9% |
2.35 |
2.3% |
98% |
True |
False |
22,785 |
| 40 |
103.50 |
92.73 |
10.77 |
10.4% |
2.34 |
2.3% |
98% |
True |
False |
20,040 |
| 60 |
103.50 |
81.97 |
21.53 |
20.8% |
2.41 |
2.3% |
99% |
True |
False |
18,026 |
| 80 |
103.50 |
76.15 |
27.35 |
26.5% |
2.55 |
2.5% |
99% |
True |
False |
15,494 |
| 100 |
103.50 |
76.15 |
27.35 |
26.5% |
2.52 |
2.4% |
99% |
True |
False |
13,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.10 |
|
2.618 |
111.88 |
|
1.618 |
108.68 |
|
1.000 |
106.70 |
|
0.618 |
105.48 |
|
HIGH |
103.50 |
|
0.618 |
102.28 |
|
0.500 |
101.90 |
|
0.382 |
101.52 |
|
LOW |
100.30 |
|
0.618 |
98.32 |
|
1.000 |
97.10 |
|
1.618 |
95.12 |
|
2.618 |
91.92 |
|
4.250 |
86.70 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.85 |
102.58 |
| PP |
102.37 |
101.84 |
| S1 |
101.90 |
101.10 |
|