NYMEX Light Sweet Crude Oil Future April 2012
Trading Metrics calculated at close of trading on 23-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
100.81 |
98.48 |
-2.33 |
-2.3% |
99.40 |
High |
101.17 |
100.51 |
-0.66 |
-0.7% |
102.48 |
Low |
98.33 |
97.71 |
-0.62 |
-0.6% |
98.33 |
Close |
98.65 |
99.86 |
1.21 |
1.2% |
98.65 |
Range |
2.84 |
2.80 |
-0.04 |
-1.4% |
4.15 |
ATR |
2.41 |
2.44 |
0.03 |
1.2% |
0.00 |
Volume |
48,400 |
83,872 |
35,472 |
73.3% |
229,700 |
|
Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.76 |
106.61 |
101.40 |
|
R3 |
104.96 |
103.81 |
100.63 |
|
R2 |
102.16 |
102.16 |
100.37 |
|
R1 |
101.01 |
101.01 |
100.12 |
101.59 |
PP |
99.36 |
99.36 |
99.36 |
99.65 |
S1 |
98.21 |
98.21 |
99.60 |
98.79 |
S2 |
96.56 |
96.56 |
99.35 |
|
S3 |
93.76 |
95.41 |
99.09 |
|
S4 |
90.96 |
92.61 |
98.32 |
|
|
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 |
97.71 |
4.77 |
4.8% |
2.45 |
2.5% |
45% |
False |
True |
62,714 |
10 |
103.80 |
97.71 |
6.09 |
6.1% |
2.48 |
2.5% |
35% |
False |
True |
54,926 |
20 |
104.10 |
97.71 |
6.39 |
6.4% |
2.22 |
2.2% |
34% |
False |
True |
41,060 |
40 |
104.10 |
93.27 |
10.83 |
10.8% |
2.33 |
2.3% |
61% |
False |
False |
31,800 |
60 |
104.10 |
89.34 |
14.76 |
14.8% |
2.36 |
2.4% |
71% |
False |
False |
26,905 |
80 |
104.10 |
76.15 |
27.95 |
28.0% |
2.47 |
2.5% |
85% |
False |
False |
22,759 |
100 |
104.10 |
76.15 |
27.95 |
28.0% |
2.51 |
2.5% |
85% |
False |
False |
19,808 |
120 |
104.10 |
76.15 |
27.95 |
28.0% |
2.58 |
2.6% |
85% |
False |
False |
17,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.41 |
2.618 |
107.84 |
1.618 |
105.04 |
1.000 |
103.31 |
0.618 |
102.24 |
HIGH |
100.51 |
0.618 |
99.44 |
0.500 |
99.11 |
0.382 |
98.78 |
LOW |
97.71 |
0.618 |
95.98 |
1.000 |
94.91 |
1.618 |
93.18 |
2.618 |
90.38 |
4.250 |
85.81 |
|
|
Fisher Pivots for day following 23-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
99.61 |
100.10 |
PP |
99.36 |
100.02 |
S1 |
99.11 |
99.94 |
|