NYMEX Light Sweet Crude Oil Future May 2012
Trading Metrics calculated at close of trading on 25-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
100.54 |
99.90 |
-0.64 |
-0.6% |
99.50 |
High |
100.66 |
101.03 |
0.37 |
0.4% |
102.69 |
Low |
98.93 |
98.27 |
-0.66 |
-0.7% |
98.66 |
Close |
99.66 |
100.08 |
0.42 |
0.4% |
99.02 |
Range |
1.73 |
2.76 |
1.03 |
59.5% |
4.03 |
ATR |
2.27 |
2.30 |
0.04 |
1.5% |
0.00 |
Volume |
31,251 |
47,008 |
15,757 |
50.4% |
156,268 |
|
Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.07 |
106.84 |
101.60 |
|
R3 |
105.31 |
104.08 |
100.84 |
|
R2 |
102.55 |
102.55 |
100.59 |
|
R1 |
101.32 |
101.32 |
100.33 |
101.94 |
PP |
99.79 |
99.79 |
99.79 |
100.10 |
S1 |
98.56 |
98.56 |
99.83 |
99.18 |
S2 |
97.03 |
97.03 |
99.57 |
|
S3 |
94.27 |
95.80 |
99.32 |
|
S4 |
91.51 |
93.04 |
98.56 |
|
|
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 |
102.66 |
98.06 |
4.60 |
4.6% |
2.40 |
2.4% |
44% |
False |
False |
39,697 |
10 |
103.60 |
98.06 |
5.54 |
5.5% |
2.47 |
2.5% |
36% |
False |
False |
38,528 |
20 |
104.18 |
98.06 |
6.12 |
6.1% |
2.21 |
2.2% |
33% |
False |
False |
29,149 |
40 |
104.18 |
93.52 |
10.66 |
10.7% |
2.21 |
2.2% |
62% |
False |
False |
22,916 |
60 |
104.18 |
88.58 |
15.60 |
15.6% |
2.18 |
2.2% |
74% |
False |
False |
19,716 |
80 |
104.18 |
76.44 |
27.74 |
27.7% |
2.29 |
2.3% |
85% |
False |
False |
17,399 |
100 |
104.18 |
76.44 |
27.74 |
27.7% |
2.32 |
2.3% |
85% |
False |
False |
15,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.76 |
2.618 |
108.26 |
1.618 |
105.50 |
1.000 |
103.79 |
0.618 |
102.74 |
HIGH |
101.03 |
0.618 |
99.98 |
0.500 |
99.65 |
0.382 |
99.32 |
LOW |
98.27 |
0.618 |
96.56 |
1.000 |
95.51 |
1.618 |
93.80 |
2.618 |
91.04 |
4.250 |
86.54 |
|
|
Fisher Pivots for day following 25-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
99.94 |
99.90 |
PP |
99.79 |
99.72 |
S1 |
99.65 |
99.55 |
|