NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 09-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
101.88 |
102.50 |
0.62 |
0.6% |
100.30 |
| High |
103.19 |
102.60 |
-0.59 |
-0.6% |
104.10 |
| Low |
101.34 |
100.63 |
-0.71 |
-0.7% |
100.30 |
| Close |
102.04 |
101.78 |
-0.26 |
-0.3% |
102.04 |
| Range |
1.85 |
1.97 |
0.12 |
6.5% |
3.80 |
| ATR |
2.35 |
2.33 |
-0.03 |
-1.2% |
0.00 |
| Volume |
41,655 |
53,129 |
11,474 |
27.5% |
164,804 |
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.58 |
106.65 |
102.86 |
|
| R3 |
105.61 |
104.68 |
102.32 |
|
| R2 |
103.64 |
103.64 |
102.14 |
|
| R1 |
102.71 |
102.71 |
101.96 |
102.19 |
| PP |
101.67 |
101.67 |
101.67 |
101.41 |
| S1 |
100.74 |
100.74 |
101.60 |
100.22 |
| S2 |
99.70 |
99.70 |
101.42 |
|
| S3 |
97.73 |
98.77 |
101.24 |
|
| S4 |
95.76 |
96.80 |
100.70 |
|
|
| 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 |
100.30 |
3.80 |
3.7% |
2.25 |
2.2% |
39% |
False |
False |
43,586 |
| 10 |
104.10 |
98.70 |
5.40 |
5.3% |
2.00 |
2.0% |
57% |
False |
False |
29,472 |
| 20 |
104.10 |
93.27 |
10.83 |
10.6% |
2.31 |
2.3% |
79% |
False |
False |
27,405 |
| 40 |
104.10 |
93.27 |
10.83 |
10.6% |
2.35 |
2.3% |
79% |
False |
False |
23,429 |
| 60 |
104.10 |
84.22 |
19.88 |
19.5% |
2.39 |
2.3% |
88% |
False |
False |
20,556 |
| 80 |
104.10 |
76.15 |
27.95 |
27.5% |
2.52 |
2.5% |
92% |
False |
False |
17,421 |
| 100 |
104.10 |
76.15 |
27.95 |
27.5% |
2.52 |
2.5% |
92% |
False |
False |
15,352 |
| 120 |
104.10 |
76.15 |
27.95 |
27.5% |
2.51 |
2.5% |
92% |
False |
False |
13,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.97 |
|
2.618 |
107.76 |
|
1.618 |
105.79 |
|
1.000 |
104.57 |
|
0.618 |
103.82 |
|
HIGH |
102.60 |
|
0.618 |
101.85 |
|
0.500 |
101.62 |
|
0.382 |
101.38 |
|
LOW |
100.63 |
|
0.618 |
99.41 |
|
1.000 |
98.66 |
|
1.618 |
97.44 |
|
2.618 |
95.47 |
|
4.250 |
92.26 |
|
|
| Fisher Pivots for day following 09-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
101.73 |
102.37 |
| PP |
101.67 |
102.17 |
| S1 |
101.62 |
101.98 |
|