NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 13-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
101.49 |
99.72 |
-1.77 |
-1.7% |
102.50 |
| High |
103.40 |
100.67 |
-2.73 |
-2.6% |
103.80 |
| Low |
99.00 |
98.25 |
-0.75 |
-0.8% |
98.25 |
| Close |
99.56 |
99.12 |
-0.44 |
-0.4% |
99.12 |
| Range |
4.40 |
2.42 |
-1.98 |
-45.0% |
5.55 |
| ATR |
2.42 |
2.42 |
0.00 |
0.0% |
0.00 |
| Volume |
41,788 |
44,095 |
2,307 |
5.5% |
235,691 |
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.61 |
105.28 |
100.45 |
|
| R3 |
104.19 |
102.86 |
99.79 |
|
| R2 |
101.77 |
101.77 |
99.56 |
|
| R1 |
100.44 |
100.44 |
99.34 |
99.90 |
| PP |
99.35 |
99.35 |
99.35 |
99.07 |
| S1 |
98.02 |
98.02 |
98.90 |
97.48 |
| S2 |
96.93 |
96.93 |
98.68 |
|
| S3 |
94.51 |
95.60 |
98.45 |
|
| S4 |
92.09 |
93.18 |
97.79 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.04 |
113.63 |
102.17 |
|
| R3 |
111.49 |
108.08 |
100.65 |
|
| R2 |
105.94 |
105.94 |
100.14 |
|
| R1 |
102.53 |
102.53 |
99.63 |
101.46 |
| PP |
100.39 |
100.39 |
100.39 |
99.86 |
| S1 |
96.98 |
96.98 |
98.61 |
95.91 |
| S2 |
94.84 |
94.84 |
98.10 |
|
| S3 |
89.29 |
91.43 |
97.59 |
|
| S4 |
83.74 |
85.88 |
96.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.80 |
98.25 |
5.55 |
5.6% |
2.51 |
2.5% |
16% |
False |
True |
47,138 |
| 10 |
104.10 |
98.25 |
5.85 |
5.9% |
2.34 |
2.4% |
15% |
False |
True |
41,946 |
| 20 |
104.10 |
93.27 |
10.83 |
10.9% |
2.19 |
2.2% |
54% |
False |
False |
31,130 |
| 40 |
104.10 |
93.27 |
10.83 |
10.9% |
2.42 |
2.4% |
54% |
False |
False |
26,500 |
| 60 |
104.10 |
84.94 |
19.16 |
19.3% |
2.40 |
2.4% |
74% |
False |
False |
22,796 |
| 80 |
104.10 |
76.15 |
27.95 |
28.2% |
2.55 |
2.6% |
82% |
False |
False |
19,333 |
| 100 |
104.10 |
76.15 |
27.95 |
28.2% |
2.50 |
2.5% |
82% |
False |
False |
16,910 |
| 120 |
104.10 |
76.15 |
27.95 |
28.2% |
2.55 |
2.6% |
82% |
False |
False |
14,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.96 |
|
2.618 |
107.01 |
|
1.618 |
104.59 |
|
1.000 |
103.09 |
|
0.618 |
102.17 |
|
HIGH |
100.67 |
|
0.618 |
99.75 |
|
0.500 |
99.46 |
|
0.382 |
99.17 |
|
LOW |
98.25 |
|
0.618 |
96.75 |
|
1.000 |
95.83 |
|
1.618 |
94.33 |
|
2.618 |
91.91 |
|
4.250 |
87.97 |
|
|
| Fisher Pivots for day following 13-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
99.46 |
100.83 |
| PP |
99.35 |
100.26 |
| S1 |
99.23 |
99.69 |
|