NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
99.90 |
100.50 |
0.60 |
0.6% |
99.50 |
| High |
101.03 |
102.01 |
0.98 |
1.0% |
102.69 |
| Low |
98.27 |
99.97 |
1.70 |
1.7% |
98.66 |
| Close |
100.08 |
100.42 |
0.34 |
0.3% |
99.02 |
| Range |
2.76 |
2.04 |
-0.72 |
-26.1% |
4.03 |
| ATR |
2.30 |
2.29 |
-0.02 |
-0.8% |
0.00 |
| Volume |
47,008 |
46,271 |
-737 |
-1.6% |
156,268 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.92 |
105.71 |
101.54 |
|
| R3 |
104.88 |
103.67 |
100.98 |
|
| R2 |
102.84 |
102.84 |
100.79 |
|
| R1 |
101.63 |
101.63 |
100.61 |
101.22 |
| PP |
100.80 |
100.80 |
100.80 |
100.59 |
| S1 |
99.59 |
99.59 |
100.23 |
99.18 |
| S2 |
98.76 |
98.76 |
100.05 |
|
| S3 |
96.72 |
97.55 |
99.86 |
|
| S4 |
94.68 |
95.51 |
99.30 |
|
|
| 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 |
102.01 |
98.06 |
3.95 |
3.9% |
2.43 |
2.4% |
60% |
True |
False |
41,958 |
| 10 |
103.60 |
98.06 |
5.54 |
5.5% |
2.51 |
2.5% |
43% |
False |
False |
39,746 |
| 20 |
104.18 |
98.06 |
6.12 |
6.1% |
2.20 |
2.2% |
39% |
False |
False |
31,145 |
| 40 |
104.18 |
93.52 |
10.66 |
10.6% |
2.19 |
2.2% |
65% |
False |
False |
23,879 |
| 60 |
104.18 |
88.58 |
15.60 |
15.5% |
2.19 |
2.2% |
76% |
False |
False |
20,249 |
| 80 |
104.18 |
76.44 |
27.74 |
27.6% |
2.26 |
2.3% |
86% |
False |
False |
17,921 |
| 100 |
104.18 |
76.44 |
27.74 |
27.6% |
2.33 |
2.3% |
86% |
False |
False |
15,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.68 |
|
2.618 |
107.35 |
|
1.618 |
105.31 |
|
1.000 |
104.05 |
|
0.618 |
103.27 |
|
HIGH |
102.01 |
|
0.618 |
101.23 |
|
0.500 |
100.99 |
|
0.382 |
100.75 |
|
LOW |
99.97 |
|
0.618 |
98.71 |
|
1.000 |
97.93 |
|
1.618 |
96.67 |
|
2.618 |
94.63 |
|
4.250 |
91.30 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
100.99 |
100.33 |
| PP |
100.80 |
100.23 |
| S1 |
100.61 |
100.14 |
|