NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
103.27 |
103.51 |
0.24 |
0.2% |
99.86 |
| High |
104.18 |
103.96 |
-0.22 |
-0.2% |
102.00 |
| Low |
102.52 |
102.02 |
-0.50 |
-0.5% |
98.88 |
| Close |
103.78 |
102.42 |
-1.36 |
-1.3% |
99.41 |
| Range |
1.66 |
1.94 |
0.28 |
16.9% |
3.12 |
| ATR |
2.22 |
2.20 |
-0.02 |
-0.9% |
0.00 |
| Volume |
37,101 |
27,730 |
-9,371 |
-25.3% |
34,745 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.62 |
107.46 |
103.49 |
|
| R3 |
106.68 |
105.52 |
102.95 |
|
| R2 |
104.74 |
104.74 |
102.78 |
|
| R1 |
103.58 |
103.58 |
102.60 |
103.19 |
| PP |
102.80 |
102.80 |
102.80 |
102.61 |
| S1 |
101.64 |
101.64 |
102.24 |
101.25 |
| S2 |
100.86 |
100.86 |
102.06 |
|
| S3 |
98.92 |
99.70 |
101.89 |
|
| S4 |
96.98 |
97.76 |
101.35 |
|
|
| 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 |
104.18 |
98.88 |
5.30 |
5.2% |
1.93 |
1.9% |
67% |
False |
False |
20,234 |
| 10 |
104.18 |
97.40 |
6.78 |
6.6% |
1.80 |
1.8% |
74% |
False |
False |
16,158 |
| 20 |
104.18 |
93.52 |
10.66 |
10.4% |
2.22 |
2.2% |
83% |
False |
False |
17,944 |
| 40 |
104.18 |
93.52 |
10.66 |
10.4% |
2.21 |
2.2% |
83% |
False |
False |
15,794 |
| 60 |
104.18 |
84.30 |
19.88 |
19.4% |
2.23 |
2.2% |
91% |
False |
False |
14,499 |
| 80 |
104.18 |
76.44 |
27.74 |
27.1% |
2.35 |
2.3% |
94% |
False |
False |
12,566 |
| 100 |
104.18 |
76.44 |
27.74 |
27.1% |
2.27 |
2.2% |
94% |
False |
False |
11,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.21 |
|
2.618 |
109.04 |
|
1.618 |
107.10 |
|
1.000 |
105.90 |
|
0.618 |
105.16 |
|
HIGH |
103.96 |
|
0.618 |
103.22 |
|
0.500 |
102.99 |
|
0.382 |
102.76 |
|
LOW |
102.02 |
|
0.618 |
100.82 |
|
1.000 |
100.08 |
|
1.618 |
98.88 |
|
2.618 |
96.94 |
|
4.250 |
93.78 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.99 |
102.36 |
| PP |
102.80 |
102.30 |
| S1 |
102.61 |
102.24 |
|