NYMEX Light Sweet Crude Oil Future April 2012
Trading Metrics calculated at close of trading on 30-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
100.19 |
100.30 |
0.11 |
0.1% |
98.48 |
High |
100.94 |
100.34 |
-0.60 |
-0.6% |
101.70 |
Low |
99.47 |
98.77 |
-0.70 |
-0.7% |
97.71 |
Close |
99.91 |
99.12 |
-0.79 |
-0.8% |
99.91 |
Range |
1.47 |
1.57 |
0.10 |
6.8% |
3.99 |
ATR |
2.34 |
2.28 |
-0.05 |
-2.3% |
0.00 |
Volume |
57,610 |
44,707 |
-12,903 |
-22.4% |
325,670 |
|
Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.12 |
103.19 |
99.98 |
|
R3 |
102.55 |
101.62 |
99.55 |
|
R2 |
100.98 |
100.98 |
99.41 |
|
R1 |
100.05 |
100.05 |
99.26 |
99.73 |
PP |
99.41 |
99.41 |
99.41 |
99.25 |
S1 |
98.48 |
98.48 |
98.98 |
98.16 |
S2 |
97.84 |
97.84 |
98.83 |
|
S3 |
96.27 |
96.91 |
98.69 |
|
S4 |
94.70 |
95.34 |
98.26 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.74 |
109.82 |
102.10 |
|
R3 |
107.75 |
105.83 |
101.01 |
|
R2 |
103.76 |
103.76 |
100.64 |
|
R1 |
101.84 |
101.84 |
100.28 |
102.80 |
PP |
99.77 |
99.77 |
99.77 |
100.26 |
S1 |
97.85 |
97.85 |
99.54 |
98.81 |
S2 |
95.78 |
95.78 |
99.18 |
|
S3 |
91.79 |
93.86 |
98.81 |
|
S4 |
87.80 |
89.87 |
97.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.70 |
97.88 |
3.82 |
3.9% |
1.96 |
2.0% |
32% |
False |
False |
57,301 |
10 |
102.48 |
97.71 |
4.77 |
4.8% |
2.21 |
2.2% |
30% |
False |
False |
60,007 |
20 |
104.10 |
97.71 |
6.39 |
6.4% |
2.27 |
2.3% |
22% |
False |
False |
50,977 |
40 |
104.10 |
93.27 |
10.83 |
10.9% |
2.29 |
2.3% |
54% |
False |
False |
36,929 |
60 |
104.10 |
90.40 |
13.70 |
13.8% |
2.33 |
2.4% |
64% |
False |
False |
30,179 |
80 |
104.10 |
78.03 |
26.07 |
26.3% |
2.39 |
2.4% |
81% |
False |
False |
25,962 |
100 |
104.10 |
76.15 |
27.95 |
28.2% |
2.50 |
2.5% |
82% |
False |
False |
22,262 |
120 |
104.10 |
76.15 |
27.95 |
28.2% |
2.52 |
2.5% |
82% |
False |
False |
19,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.01 |
2.618 |
104.45 |
1.618 |
102.88 |
1.000 |
101.91 |
0.618 |
101.31 |
HIGH |
100.34 |
0.618 |
99.74 |
0.500 |
99.56 |
0.382 |
99.37 |
LOW |
98.77 |
0.618 |
97.80 |
1.000 |
97.20 |
1.618 |
96.23 |
2.618 |
94.66 |
4.250 |
92.10 |
|
|
Fisher Pivots for day following 30-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
99.56 |
100.24 |
PP |
99.41 |
99.86 |
S1 |
99.27 |
99.49 |
|