NYMEX Light Sweet Crude Oil Future May 2012
Trading Metrics calculated at close of trading on 18-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
99.50 |
101.95 |
2.45 |
2.5% |
102.32 |
High |
101.76 |
102.69 |
0.93 |
0.9% |
103.95 |
Low |
99.50 |
100.56 |
1.06 |
1.1% |
98.66 |
Close |
101.43 |
101.23 |
-0.20 |
-0.2% |
99.41 |
Range |
2.26 |
2.13 |
-0.13 |
-5.8% |
5.29 |
ATR |
2.27 |
2.26 |
-0.01 |
-0.4% |
0.00 |
Volume |
46,387 |
45,708 |
-679 |
-1.5% |
154,580 |
|
Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.88 |
106.69 |
102.40 |
|
R3 |
105.75 |
104.56 |
101.82 |
|
R2 |
103.62 |
103.62 |
101.62 |
|
R1 |
102.43 |
102.43 |
101.43 |
101.96 |
PP |
101.49 |
101.49 |
101.49 |
101.26 |
S1 |
100.30 |
100.30 |
101.03 |
99.83 |
S2 |
99.36 |
99.36 |
100.84 |
|
S3 |
97.23 |
98.17 |
100.64 |
|
S4 |
95.10 |
96.04 |
100.06 |
|
|
Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.54 |
113.27 |
102.32 |
|
R3 |
111.25 |
107.98 |
100.86 |
|
R2 |
105.96 |
105.96 |
100.38 |
|
R1 |
102.69 |
102.69 |
99.89 |
101.68 |
PP |
100.67 |
100.67 |
100.67 |
100.17 |
S1 |
97.40 |
97.40 |
98.93 |
96.39 |
S2 |
95.38 |
95.38 |
98.44 |
|
S3 |
90.09 |
92.11 |
97.96 |
|
S4 |
84.80 |
86.82 |
96.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.60 |
98.66 |
4.94 |
4.9% |
2.55 |
2.5% |
52% |
False |
False |
37,360 |
10 |
104.18 |
98.66 |
5.52 |
5.5% |
2.17 |
2.1% |
47% |
False |
False |
33,540 |
20 |
104.18 |
93.80 |
10.38 |
10.3% |
2.02 |
2.0% |
72% |
False |
False |
22,991 |
40 |
104.18 |
93.52 |
10.66 |
10.5% |
2.16 |
2.1% |
72% |
False |
False |
19,695 |
60 |
104.18 |
86.76 |
17.42 |
17.2% |
2.21 |
2.2% |
83% |
False |
False |
17,761 |
80 |
104.18 |
76.44 |
27.74 |
27.4% |
2.35 |
2.3% |
89% |
False |
False |
15,310 |
100 |
104.18 |
76.44 |
27.74 |
27.4% |
2.28 |
2.3% |
89% |
False |
False |
13,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.74 |
2.618 |
108.27 |
1.618 |
106.14 |
1.000 |
104.82 |
0.618 |
104.01 |
HIGH |
102.69 |
0.618 |
101.88 |
0.500 |
101.63 |
0.382 |
101.37 |
LOW |
100.56 |
0.618 |
99.24 |
1.000 |
98.43 |
1.618 |
97.11 |
2.618 |
94.98 |
4.250 |
91.51 |
|
|
Fisher Pivots for day following 18-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
101.63 |
101.05 |
PP |
101.49 |
100.86 |
S1 |
101.36 |
100.68 |
|