NYMEX Light Sweet Crude Oil Future May 2012
Trading Metrics calculated at close of trading on 24-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
99.00 |
100.54 |
1.54 |
1.6% |
99.50 |
High |
100.82 |
100.66 |
-0.16 |
-0.2% |
102.69 |
Low |
98.06 |
98.93 |
0.87 |
0.9% |
98.66 |
Close |
100.18 |
99.66 |
-0.52 |
-0.5% |
99.02 |
Range |
2.76 |
1.73 |
-1.03 |
-37.3% |
4.03 |
ATR |
2.31 |
2.27 |
-0.04 |
-1.8% |
0.00 |
Volume |
56,056 |
31,251 |
-24,805 |
-44.3% |
156,268 |
|
Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.94 |
104.03 |
100.61 |
|
R3 |
103.21 |
102.30 |
100.14 |
|
R2 |
101.48 |
101.48 |
99.98 |
|
R1 |
100.57 |
100.57 |
99.82 |
100.16 |
PP |
99.75 |
99.75 |
99.75 |
99.55 |
S1 |
98.84 |
98.84 |
99.50 |
98.43 |
S2 |
98.02 |
98.02 |
99.34 |
|
S3 |
96.29 |
97.11 |
99.18 |
|
S4 |
94.56 |
95.38 |
98.71 |
|
|
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% |
2.28 |
2.3% |
35% |
False |
False |
39,437 |
10 |
103.95 |
98.06 |
5.89 |
5.9% |
2.38 |
2.4% |
27% |
False |
False |
36,716 |
20 |
104.18 |
98.06 |
6.12 |
6.1% |
2.09 |
2.1% |
26% |
False |
False |
27,489 |
40 |
104.18 |
93.52 |
10.66 |
10.7% |
2.19 |
2.2% |
58% |
False |
False |
22,017 |
60 |
104.18 |
88.58 |
15.60 |
15.7% |
2.18 |
2.2% |
71% |
False |
False |
19,189 |
80 |
104.18 |
76.44 |
27.74 |
27.8% |
2.30 |
2.3% |
84% |
False |
False |
16,873 |
100 |
104.18 |
76.44 |
27.74 |
27.8% |
2.31 |
2.3% |
84% |
False |
False |
14,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.01 |
2.618 |
105.19 |
1.618 |
103.46 |
1.000 |
102.39 |
0.618 |
101.73 |
HIGH |
100.66 |
0.618 |
100.00 |
0.500 |
99.80 |
0.382 |
99.59 |
LOW |
98.93 |
0.618 |
97.86 |
1.000 |
97.20 |
1.618 |
96.13 |
2.618 |
94.40 |
4.250 |
91.58 |
|
|
Fisher Pivots for day following 24-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
99.80 |
99.78 |
PP |
99.75 |
99.74 |
S1 |
99.71 |
99.70 |
|