NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 03-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
100.45 |
100.30 |
-0.15 |
-0.1% |
99.86 |
| High |
100.55 |
103.57 |
3.02 |
3.0% |
102.00 |
| Low |
99.17 |
100.30 |
1.13 |
1.1% |
98.88 |
| Close |
99.41 |
103.42 |
4.01 |
4.0% |
99.41 |
| Range |
1.38 |
3.27 |
1.89 |
137.0% |
3.12 |
| ATR |
2.12 |
2.27 |
0.15 |
6.9% |
0.00 |
| Volume |
12,274 |
14,347 |
2,073 |
16.9% |
34,745 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.24 |
111.10 |
105.22 |
|
| R3 |
108.97 |
107.83 |
104.32 |
|
| R2 |
105.70 |
105.70 |
104.02 |
|
| R1 |
104.56 |
104.56 |
103.72 |
105.13 |
| PP |
102.43 |
102.43 |
102.43 |
102.72 |
| S1 |
101.29 |
101.29 |
103.12 |
101.86 |
| S2 |
99.16 |
99.16 |
102.82 |
|
| S3 |
95.89 |
98.02 |
102.52 |
|
| S4 |
92.62 |
94.75 |
101.62 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.46 |
107.55 |
101.13 |
|
| R3 |
106.34 |
104.43 |
100.27 |
|
| R2 |
103.22 |
103.22 |
99.98 |
|
| R1 |
101.31 |
101.31 |
99.70 |
100.71 |
| PP |
100.10 |
100.10 |
100.10 |
99.79 |
| S1 |
98.19 |
98.19 |
99.12 |
97.59 |
| S2 |
96.98 |
96.98 |
98.84 |
|
| S3 |
93.86 |
95.07 |
98.55 |
|
| S4 |
90.74 |
91.95 |
97.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.57 |
98.88 |
4.69 |
4.5% |
2.08 |
2.0% |
97% |
True |
False |
9,818 |
| 10 |
103.57 |
93.80 |
9.77 |
9.4% |
1.87 |
1.8% |
98% |
True |
False |
12,443 |
| 20 |
103.57 |
93.52 |
10.05 |
9.7% |
2.18 |
2.1% |
99% |
True |
False |
15,780 |
| 40 |
103.57 |
92.73 |
10.84 |
10.5% |
2.19 |
2.1% |
99% |
True |
False |
14,668 |
| 60 |
103.57 |
82.09 |
21.48 |
20.8% |
2.25 |
2.2% |
99% |
True |
False |
13,705 |
| 80 |
103.57 |
76.44 |
27.13 |
26.2% |
2.37 |
2.3% |
99% |
True |
False |
12,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.47 |
|
2.618 |
112.13 |
|
1.618 |
108.86 |
|
1.000 |
106.84 |
|
0.618 |
105.59 |
|
HIGH |
103.57 |
|
0.618 |
102.32 |
|
0.500 |
101.94 |
|
0.382 |
101.55 |
|
LOW |
100.30 |
|
0.618 |
98.28 |
|
1.000 |
97.03 |
|
1.618 |
95.01 |
|
2.618 |
91.74 |
|
4.250 |
86.40 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.93 |
102.69 |
| PP |
102.43 |
101.96 |
| S1 |
101.94 |
101.23 |
|