NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 09-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
102.06 |
102.32 |
0.26 |
0.3% |
100.30 |
| High |
103.37 |
102.72 |
-0.65 |
-0.6% |
104.18 |
| Low |
101.60 |
100.91 |
-0.69 |
-0.7% |
100.30 |
| Close |
102.30 |
102.06 |
-0.24 |
-0.2% |
102.30 |
| Range |
1.77 |
1.81 |
0.04 |
2.3% |
3.88 |
| ATR |
2.17 |
2.15 |
-0.03 |
-1.2% |
0.00 |
| Volume |
23,901 |
30,995 |
7,094 |
29.7% |
103,079 |
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.33 |
106.50 |
103.06 |
|
| R3 |
105.52 |
104.69 |
102.56 |
|
| R2 |
103.71 |
103.71 |
102.39 |
|
| R1 |
102.88 |
102.88 |
102.23 |
102.39 |
| PP |
101.90 |
101.90 |
101.90 |
101.65 |
| S1 |
101.07 |
101.07 |
101.89 |
100.58 |
| S2 |
100.09 |
100.09 |
101.73 |
|
| S3 |
98.28 |
99.26 |
101.56 |
|
| S4 |
96.47 |
97.45 |
101.06 |
|
|
| 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 |
100.30 |
3.88 |
3.8% |
2.09 |
2.0% |
45% |
False |
False |
26,814 |
| 10 |
104.18 |
98.88 |
5.30 |
5.2% |
1.81 |
1.8% |
60% |
False |
False |
18,263 |
| 20 |
104.18 |
93.52 |
10.66 |
10.4% |
2.11 |
2.1% |
80% |
False |
False |
18,388 |
| 40 |
104.18 |
93.52 |
10.66 |
10.4% |
2.20 |
2.2% |
80% |
False |
False |
16,503 |
| 60 |
104.18 |
84.30 |
19.88 |
19.5% |
2.22 |
2.2% |
89% |
False |
False |
15,036 |
| 80 |
104.18 |
76.44 |
27.74 |
27.2% |
2.36 |
2.3% |
92% |
False |
False |
13,076 |
| 100 |
104.18 |
76.44 |
27.74 |
27.2% |
2.28 |
2.2% |
92% |
False |
False |
11,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.41 |
|
2.618 |
107.46 |
|
1.618 |
105.65 |
|
1.000 |
104.53 |
|
0.618 |
103.84 |
|
HIGH |
102.72 |
|
0.618 |
102.03 |
|
0.500 |
101.82 |
|
0.382 |
101.60 |
|
LOW |
100.91 |
|
0.618 |
99.79 |
|
1.000 |
99.10 |
|
1.618 |
97.98 |
|
2.618 |
96.17 |
|
4.250 |
93.22 |
|
|
| Fisher Pivots for day following 09-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
101.98 |
102.44 |
| PP |
101.90 |
102.31 |
| S1 |
101.82 |
102.19 |
|