NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 06-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
103.52 |
101.88 |
-1.64 |
-1.6% |
100.30 |
| High |
104.10 |
103.19 |
-0.91 |
-0.9% |
104.10 |
| Low |
101.70 |
101.34 |
-0.36 |
-0.4% |
100.30 |
| Close |
102.21 |
102.04 |
-0.17 |
-0.2% |
102.04 |
| Range |
2.40 |
1.85 |
-0.55 |
-22.9% |
3.80 |
| ATR |
2.39 |
2.35 |
-0.04 |
-1.6% |
0.00 |
| Volume |
43,492 |
41,655 |
-1,837 |
-4.2% |
164,804 |
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.74 |
106.74 |
103.06 |
|
| R3 |
105.89 |
104.89 |
102.55 |
|
| R2 |
104.04 |
104.04 |
102.38 |
|
| R1 |
103.04 |
103.04 |
102.21 |
103.54 |
| PP |
102.19 |
102.19 |
102.19 |
102.44 |
| S1 |
101.19 |
101.19 |
101.87 |
101.69 |
| S2 |
100.34 |
100.34 |
101.70 |
|
| S3 |
98.49 |
99.34 |
101.53 |
|
| S4 |
96.64 |
97.49 |
101.02 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.55 |
111.59 |
104.13 |
|
| R3 |
109.75 |
107.79 |
103.09 |
|
| R2 |
105.95 |
105.95 |
102.74 |
|
| R1 |
103.99 |
103.99 |
102.39 |
104.97 |
| PP |
102.15 |
102.15 |
102.15 |
102.64 |
| S1 |
100.19 |
100.19 |
101.69 |
101.17 |
| S2 |
98.35 |
98.35 |
101.34 |
|
| S3 |
94.55 |
96.39 |
101.00 |
|
| S4 |
90.75 |
92.59 |
99.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.10 |
98.96 |
5.14 |
5.0% |
2.16 |
2.1% |
60% |
False |
False |
36,754 |
| 10 |
104.10 |
98.70 |
5.40 |
5.3% |
1.95 |
1.9% |
62% |
False |
False |
27,194 |
| 20 |
104.10 |
93.27 |
10.83 |
10.6% |
2.39 |
2.3% |
81% |
False |
False |
27,193 |
| 40 |
104.10 |
93.27 |
10.83 |
10.6% |
2.37 |
2.3% |
81% |
False |
False |
22,480 |
| 60 |
104.10 |
84.22 |
19.88 |
19.5% |
2.38 |
2.3% |
90% |
False |
False |
19,925 |
| 80 |
104.10 |
76.15 |
27.95 |
27.4% |
2.51 |
2.5% |
93% |
False |
False |
16,921 |
| 100 |
104.10 |
76.15 |
27.95 |
27.4% |
2.52 |
2.5% |
93% |
False |
False |
14,848 |
| 120 |
104.10 |
76.15 |
27.95 |
27.4% |
2.51 |
2.5% |
93% |
False |
False |
13,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.05 |
|
2.618 |
108.03 |
|
1.618 |
106.18 |
|
1.000 |
105.04 |
|
0.618 |
104.33 |
|
HIGH |
103.19 |
|
0.618 |
102.48 |
|
0.500 |
102.27 |
|
0.382 |
102.05 |
|
LOW |
101.34 |
|
0.618 |
100.20 |
|
1.000 |
99.49 |
|
1.618 |
98.35 |
|
2.618 |
96.50 |
|
4.250 |
93.48 |
|
|
| Fisher Pivots for day following 06-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.27 |
102.72 |
| PP |
102.19 |
102.49 |
| S1 |
102.12 |
102.27 |
|