NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 11-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
102.30 |
102.40 |
0.10 |
0.1% |
100.30 |
| High |
103.95 |
103.02 |
-0.93 |
-0.9% |
104.18 |
| Low |
102.16 |
101.30 |
-0.86 |
-0.8% |
100.30 |
| Close |
102.85 |
101.57 |
-1.28 |
-1.2% |
102.30 |
| Range |
1.79 |
1.72 |
-0.07 |
-3.9% |
3.88 |
| ATR |
2.13 |
2.10 |
-0.03 |
-1.4% |
0.00 |
| Volume |
28,879 |
34,092 |
5,213 |
18.1% |
103,079 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.12 |
106.07 |
102.52 |
|
| R3 |
105.40 |
104.35 |
102.04 |
|
| R2 |
103.68 |
103.68 |
101.89 |
|
| R1 |
102.63 |
102.63 |
101.73 |
102.30 |
| PP |
101.96 |
101.96 |
101.96 |
101.80 |
| S1 |
100.91 |
100.91 |
101.41 |
100.58 |
| S2 |
100.24 |
100.24 |
101.25 |
|
| S3 |
98.52 |
99.19 |
101.10 |
|
| S4 |
96.80 |
97.47 |
100.62 |
|
|
| 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 |
103.96 |
100.91 |
3.05 |
3.0% |
1.81 |
1.8% |
22% |
False |
False |
29,119 |
| 10 |
104.18 |
98.88 |
5.30 |
5.2% |
1.90 |
1.9% |
51% |
False |
False |
22,544 |
| 20 |
104.18 |
93.52 |
10.66 |
10.5% |
2.11 |
2.1% |
76% |
False |
False |
19,418 |
| 40 |
104.18 |
93.52 |
10.66 |
10.5% |
2.18 |
2.1% |
76% |
False |
False |
17,358 |
| 60 |
104.18 |
84.95 |
19.23 |
18.9% |
2.20 |
2.2% |
86% |
False |
False |
15,755 |
| 80 |
104.18 |
76.44 |
27.74 |
27.3% |
2.36 |
2.3% |
91% |
False |
False |
13,692 |
| 100 |
104.18 |
76.44 |
27.74 |
27.3% |
2.26 |
2.2% |
91% |
False |
False |
12,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.33 |
|
2.618 |
107.52 |
|
1.618 |
105.80 |
|
1.000 |
104.74 |
|
0.618 |
104.08 |
|
HIGH |
103.02 |
|
0.618 |
102.36 |
|
0.500 |
102.16 |
|
0.382 |
101.96 |
|
LOW |
101.30 |
|
0.618 |
100.24 |
|
1.000 |
99.58 |
|
1.618 |
98.52 |
|
2.618 |
96.80 |
|
4.250 |
93.99 |
|
|
| Fisher Pivots for day following 11-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.16 |
102.43 |
| PP |
101.96 |
102.14 |
| S1 |
101.77 |
101.86 |
|