NYMEX Light Sweet Crude Oil Future May 2012
Trading Metrics calculated at close of trading on 23-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
101.20 |
99.00 |
-2.20 |
-2.2% |
99.50 |
High |
101.50 |
100.82 |
-0.68 |
-0.7% |
102.69 |
Low |
98.66 |
98.06 |
-0.60 |
-0.6% |
98.66 |
Close |
99.02 |
100.18 |
1.16 |
1.2% |
99.02 |
Range |
2.84 |
2.76 |
-0.08 |
-2.8% |
4.03 |
ATR |
2.28 |
2.31 |
0.03 |
1.5% |
0.00 |
Volume |
29,206 |
56,056 |
26,850 |
91.9% |
156,268 |
|
Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.97 |
106.83 |
101.70 |
|
R3 |
105.21 |
104.07 |
100.94 |
|
R2 |
102.45 |
102.45 |
100.69 |
|
R1 |
101.31 |
101.31 |
100.43 |
101.88 |
PP |
99.69 |
99.69 |
99.69 |
99.97 |
S1 |
98.55 |
98.55 |
99.93 |
99.12 |
S2 |
96.93 |
96.93 |
99.67 |
|
S3 |
94.17 |
95.79 |
99.42 |
|
S4 |
91.41 |
93.03 |
98.66 |
|
|
Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.21 |
109.65 |
101.24 |
|
R3 |
108.18 |
105.62 |
100.13 |
|
R2 |
104.15 |
104.15 |
99.76 |
|
R1 |
101.59 |
101.59 |
99.39 |
100.86 |
PP |
100.12 |
100.12 |
100.12 |
99.76 |
S1 |
97.56 |
97.56 |
98.65 |
96.83 |
S2 |
96.09 |
96.09 |
98.28 |
|
S3 |
92.06 |
93.53 |
97.91 |
|
S4 |
88.03 |
89.50 |
96.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.69 |
98.06 |
4.63 |
4.6% |
2.38 |
2.4% |
46% |
False |
True |
42,464 |
10 |
103.95 |
98.06 |
5.89 |
5.9% |
2.39 |
2.4% |
36% |
False |
True |
36,690 |
20 |
104.18 |
98.06 |
6.12 |
6.1% |
2.08 |
2.1% |
35% |
False |
True |
26,885 |
40 |
104.18 |
93.52 |
10.66 |
10.6% |
2.19 |
2.2% |
62% |
False |
False |
21,527 |
60 |
104.18 |
88.58 |
15.60 |
15.6% |
2.20 |
2.2% |
74% |
False |
False |
19,099 |
80 |
104.18 |
76.44 |
27.74 |
27.7% |
2.31 |
2.3% |
86% |
False |
False |
16,546 |
100 |
104.18 |
76.44 |
27.74 |
27.7% |
2.31 |
2.3% |
86% |
False |
False |
14,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.55 |
2.618 |
108.05 |
1.618 |
105.29 |
1.000 |
103.58 |
0.618 |
102.53 |
HIGH |
100.82 |
0.618 |
99.77 |
0.500 |
99.44 |
0.382 |
99.11 |
LOW |
98.06 |
0.618 |
96.35 |
1.000 |
95.30 |
1.618 |
93.59 |
2.618 |
90.83 |
4.250 |
86.33 |
|
|
Fisher Pivots for day following 23-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
99.93 |
100.36 |
PP |
99.69 |
100.30 |
S1 |
99.44 |
100.24 |
|