NYMEX Light Sweet Crude Oil Future April 2012
Trading Metrics calculated at close of trading on 25-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
100.10 |
99.54 |
-0.56 |
-0.6% |
99.40 |
High |
100.41 |
100.70 |
0.29 |
0.3% |
102.48 |
Low |
98.56 |
97.88 |
-0.68 |
-0.7% |
98.33 |
Close |
99.29 |
99.73 |
0.44 |
0.4% |
98.65 |
Range |
1.85 |
2.82 |
0.97 |
52.4% |
4.15 |
ATR |
2.39 |
2.42 |
0.03 |
1.3% |
0.00 |
Volume |
52,895 |
65,829 |
12,934 |
24.5% |
229,700 |
|
Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.90 |
106.63 |
101.28 |
|
R3 |
105.08 |
103.81 |
100.51 |
|
R2 |
102.26 |
102.26 |
100.25 |
|
R1 |
100.99 |
100.99 |
99.99 |
101.63 |
PP |
99.44 |
99.44 |
99.44 |
99.75 |
S1 |
98.17 |
98.17 |
99.47 |
98.81 |
S2 |
96.62 |
96.62 |
99.21 |
|
S3 |
93.80 |
95.35 |
98.95 |
|
S4 |
90.98 |
92.53 |
98.18 |
|
|
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% |
2.48 |
2.5% |
42% |
False |
False |
60,137 |
10 |
103.40 |
97.71 |
5.69 |
5.7% |
2.55 |
2.6% |
36% |
False |
False |
56,263 |
20 |
104.10 |
97.71 |
6.39 |
6.4% |
2.33 |
2.3% |
32% |
False |
False |
44,454 |
40 |
104.10 |
93.27 |
10.83 |
10.9% |
2.35 |
2.4% |
60% |
False |
False |
33,902 |
60 |
104.10 |
89.34 |
14.76 |
14.8% |
2.35 |
2.4% |
70% |
False |
False |
27,949 |
80 |
104.10 |
76.15 |
27.95 |
28.0% |
2.45 |
2.5% |
84% |
False |
False |
24,089 |
100 |
104.10 |
76.15 |
27.95 |
28.0% |
2.52 |
2.5% |
84% |
False |
False |
20,890 |
120 |
104.10 |
76.15 |
27.95 |
28.0% |
2.58 |
2.6% |
84% |
False |
False |
18,352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.69 |
2.618 |
108.08 |
1.618 |
105.26 |
1.000 |
103.52 |
0.618 |
102.44 |
HIGH |
100.70 |
0.618 |
99.62 |
0.500 |
99.29 |
0.382 |
98.96 |
LOW |
97.88 |
0.618 |
96.14 |
1.000 |
95.06 |
1.618 |
93.32 |
2.618 |
90.50 |
4.250 |
85.90 |
|
|
Fisher Pivots for day following 25-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
99.58 |
99.56 |
PP |
99.44 |
99.38 |
S1 |
99.29 |
99.21 |
|