NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 11-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
101.80 |
102.59 |
0.79 |
0.8% |
100.30 |
| High |
103.80 |
102.80 |
-1.00 |
-1.0% |
104.10 |
| Low |
101.80 |
101.03 |
-0.77 |
-0.8% |
100.30 |
| Close |
102.64 |
101.33 |
-1.31 |
-1.3% |
102.04 |
| Range |
2.00 |
1.77 |
-0.23 |
-11.5% |
3.80 |
| ATR |
2.30 |
2.27 |
-0.04 |
-1.7% |
0.00 |
| Volume |
52,224 |
44,455 |
-7,769 |
-14.9% |
164,804 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.03 |
105.95 |
102.30 |
|
| R3 |
105.26 |
104.18 |
101.82 |
|
| R2 |
103.49 |
103.49 |
101.65 |
|
| R1 |
102.41 |
102.41 |
101.49 |
102.07 |
| PP |
101.72 |
101.72 |
101.72 |
101.55 |
| S1 |
100.64 |
100.64 |
101.17 |
100.30 |
| S2 |
99.95 |
99.95 |
101.01 |
|
| S3 |
98.18 |
98.87 |
100.84 |
|
| S4 |
96.41 |
97.10 |
100.36 |
|
|
| 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 |
100.63 |
3.47 |
3.4% |
2.00 |
2.0% |
20% |
False |
False |
46,991 |
| 10 |
104.10 |
98.70 |
5.40 |
5.3% |
2.06 |
2.0% |
49% |
False |
False |
36,215 |
| 20 |
104.10 |
93.27 |
10.83 |
10.7% |
2.30 |
2.3% |
74% |
False |
False |
29,602 |
| 40 |
104.10 |
93.27 |
10.83 |
10.7% |
2.34 |
2.3% |
74% |
False |
False |
25,019 |
| 60 |
104.10 |
84.94 |
19.16 |
18.9% |
2.37 |
2.3% |
86% |
False |
False |
21,720 |
| 80 |
104.10 |
76.15 |
27.95 |
27.6% |
2.52 |
2.5% |
90% |
False |
False |
18,413 |
| 100 |
104.10 |
76.15 |
27.95 |
27.6% |
2.49 |
2.5% |
90% |
False |
False |
16,225 |
| 120 |
104.10 |
76.15 |
27.95 |
27.6% |
2.51 |
2.5% |
90% |
False |
False |
14,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.32 |
|
2.618 |
107.43 |
|
1.618 |
105.66 |
|
1.000 |
104.57 |
|
0.618 |
103.89 |
|
HIGH |
102.80 |
|
0.618 |
102.12 |
|
0.500 |
101.92 |
|
0.382 |
101.71 |
|
LOW |
101.03 |
|
0.618 |
99.94 |
|
1.000 |
99.26 |
|
1.618 |
98.17 |
|
2.618 |
96.40 |
|
4.250 |
93.51 |
|
|
| Fisher Pivots for day following 11-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
101.92 |
102.22 |
| PP |
101.72 |
101.92 |
| S1 |
101.53 |
101.63 |
|