NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 06-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
103.51 |
102.06 |
-1.45 |
-1.4% |
100.30 |
| High |
103.96 |
103.37 |
-0.59 |
-0.6% |
104.18 |
| Low |
102.02 |
101.60 |
-0.42 |
-0.4% |
100.30 |
| Close |
102.42 |
102.30 |
-0.12 |
-0.1% |
102.30 |
| Range |
1.94 |
1.77 |
-0.17 |
-8.8% |
3.88 |
| ATR |
2.20 |
2.17 |
-0.03 |
-1.4% |
0.00 |
| Volume |
27,730 |
23,901 |
-3,829 |
-13.8% |
103,079 |
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.73 |
106.79 |
103.27 |
|
| R3 |
105.96 |
105.02 |
102.79 |
|
| R2 |
104.19 |
104.19 |
102.62 |
|
| R1 |
103.25 |
103.25 |
102.46 |
103.72 |
| PP |
102.42 |
102.42 |
102.42 |
102.66 |
| S1 |
101.48 |
101.48 |
102.14 |
101.95 |
| S2 |
100.65 |
100.65 |
101.98 |
|
| S3 |
98.88 |
99.71 |
101.81 |
|
| S4 |
97.11 |
97.94 |
101.33 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.90 |
111.98 |
104.43 |
|
| R3 |
110.02 |
108.10 |
103.37 |
|
| R2 |
106.14 |
106.14 |
103.01 |
|
| R1 |
104.22 |
104.22 |
102.66 |
105.18 |
| PP |
102.26 |
102.26 |
102.26 |
102.74 |
| S1 |
100.34 |
100.34 |
101.94 |
101.30 |
| S2 |
98.38 |
98.38 |
101.59 |
|
| S3 |
94.50 |
96.46 |
101.23 |
|
| S4 |
90.62 |
92.58 |
100.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.18 |
99.17 |
5.01 |
4.9% |
2.00 |
2.0% |
62% |
False |
False |
23,070 |
| 10 |
104.18 |
98.88 |
5.30 |
5.2% |
1.77 |
1.7% |
65% |
False |
False |
17,079 |
| 20 |
104.18 |
93.52 |
10.66 |
10.4% |
2.20 |
2.2% |
82% |
False |
False |
18,439 |
| 40 |
104.18 |
93.52 |
10.66 |
10.4% |
2.22 |
2.2% |
82% |
False |
False |
16,098 |
| 60 |
104.18 |
84.30 |
19.88 |
19.4% |
2.22 |
2.2% |
91% |
False |
False |
14,739 |
| 80 |
104.18 |
76.44 |
27.74 |
27.1% |
2.36 |
2.3% |
93% |
False |
False |
12,792 |
| 100 |
104.18 |
76.44 |
27.74 |
27.1% |
2.26 |
2.2% |
93% |
False |
False |
11,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.89 |
|
2.618 |
108.00 |
|
1.618 |
106.23 |
|
1.000 |
105.14 |
|
0.618 |
104.46 |
|
HIGH |
103.37 |
|
0.618 |
102.69 |
|
0.500 |
102.49 |
|
0.382 |
102.28 |
|
LOW |
101.60 |
|
0.618 |
100.51 |
|
1.000 |
99.83 |
|
1.618 |
98.74 |
|
2.618 |
96.97 |
|
4.250 |
94.08 |
|
|
| Fisher Pivots for day following 06-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.49 |
102.89 |
| PP |
102.42 |
102.69 |
| S1 |
102.36 |
102.50 |
|