NYMEX Light Sweet Crude Oil Future April 2012
Trading Metrics calculated at close of trading on 20-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
101.81 |
100.81 |
-1.00 |
-1.0% |
99.40 |
High |
102.48 |
101.17 |
-1.31 |
-1.3% |
102.48 |
Low |
100.40 |
98.33 |
-2.07 |
-2.1% |
98.33 |
Close |
100.80 |
98.65 |
-2.15 |
-2.1% |
98.65 |
Range |
2.08 |
2.84 |
0.76 |
36.5% |
4.15 |
ATR |
2.37 |
2.41 |
0.03 |
1.4% |
0.00 |
Volume |
49,692 |
48,400 |
-1,292 |
-2.6% |
229,700 |
|
Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.90 |
106.12 |
100.21 |
|
R3 |
105.06 |
103.28 |
99.43 |
|
R2 |
102.22 |
102.22 |
99.17 |
|
R1 |
100.44 |
100.44 |
98.91 |
99.91 |
PP |
99.38 |
99.38 |
99.38 |
99.12 |
S1 |
97.60 |
97.60 |
98.39 |
97.07 |
S2 |
96.54 |
96.54 |
98.13 |
|
S3 |
93.70 |
94.76 |
97.87 |
|
S4 |
90.86 |
91.92 |
97.09 |
|
|
Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.27 |
109.61 |
100.93 |
|
R3 |
108.12 |
105.46 |
99.79 |
|
R2 |
103.97 |
103.97 |
99.41 |
|
R1 |
101.31 |
101.31 |
99.03 |
100.57 |
PP |
99.82 |
99.82 |
99.82 |
99.45 |
S1 |
97.16 |
97.16 |
98.27 |
96.42 |
S2 |
95.67 |
95.67 |
97.89 |
|
S3 |
91.52 |
93.01 |
97.51 |
|
S4 |
87.37 |
88.86 |
96.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.48 |
98.25 |
4.23 |
4.3% |
2.37 |
2.4% |
9% |
False |
False |
54,759 |
10 |
103.80 |
98.25 |
5.55 |
5.6% |
2.39 |
2.4% |
7% |
False |
False |
50,704 |
20 |
104.10 |
97.19 |
6.91 |
7.0% |
2.19 |
2.2% |
21% |
False |
False |
37,962 |
40 |
104.10 |
93.27 |
10.83 |
11.0% |
2.31 |
2.3% |
50% |
False |
False |
30,217 |
60 |
104.10 |
89.34 |
14.76 |
15.0% |
2.36 |
2.4% |
63% |
False |
False |
26,046 |
80 |
104.10 |
76.15 |
27.95 |
28.3% |
2.48 |
2.5% |
81% |
False |
False |
21,789 |
100 |
104.10 |
76.15 |
27.95 |
28.3% |
2.50 |
2.5% |
81% |
False |
False |
19,002 |
120 |
104.10 |
76.15 |
27.95 |
28.3% |
2.59 |
2.6% |
81% |
False |
False |
16,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.24 |
2.618 |
108.61 |
1.618 |
105.77 |
1.000 |
104.01 |
0.618 |
102.93 |
HIGH |
101.17 |
0.618 |
100.09 |
0.500 |
99.75 |
0.382 |
99.41 |
LOW |
98.33 |
0.618 |
96.57 |
1.000 |
95.49 |
1.618 |
93.73 |
2.618 |
90.89 |
4.250 |
86.26 |
|
|
Fisher Pivots for day following 20-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
99.75 |
100.41 |
PP |
99.38 |
99.82 |
S1 |
99.02 |
99.24 |
|