NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 27-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
100.50 |
100.62 |
0.12 |
0.1% |
99.00 |
| High |
102.01 |
101.37 |
-0.64 |
-0.6% |
102.01 |
| Low |
99.97 |
99.86 |
-0.11 |
-0.1% |
98.06 |
| Close |
100.42 |
100.30 |
-0.12 |
-0.1% |
100.30 |
| Range |
2.04 |
1.51 |
-0.53 |
-26.0% |
3.95 |
| ATR |
2.29 |
2.23 |
-0.06 |
-2.4% |
0.00 |
| Volume |
46,271 |
39,733 |
-6,538 |
-14.1% |
220,319 |
|
| Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.04 |
104.18 |
101.13 |
|
| R3 |
103.53 |
102.67 |
100.72 |
|
| R2 |
102.02 |
102.02 |
100.58 |
|
| R1 |
101.16 |
101.16 |
100.44 |
100.84 |
| PP |
100.51 |
100.51 |
100.51 |
100.35 |
| S1 |
99.65 |
99.65 |
100.16 |
99.33 |
| S2 |
99.00 |
99.00 |
100.02 |
|
| S3 |
97.49 |
98.14 |
99.88 |
|
| S4 |
95.98 |
96.63 |
99.47 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.97 |
110.09 |
102.47 |
|
| R3 |
108.02 |
106.14 |
101.39 |
|
| R2 |
104.07 |
104.07 |
101.02 |
|
| R1 |
102.19 |
102.19 |
100.66 |
103.13 |
| PP |
100.12 |
100.12 |
100.12 |
100.60 |
| S1 |
98.24 |
98.24 |
99.94 |
99.18 |
| S2 |
96.17 |
96.17 |
99.58 |
|
| S3 |
92.22 |
94.29 |
99.21 |
|
| S4 |
88.27 |
90.34 |
98.13 |
|
|
| 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% |
2.16 |
2.2% |
57% |
False |
False |
44,063 |
| 10 |
102.69 |
98.06 |
4.63 |
4.6% |
2.23 |
2.2% |
48% |
False |
False |
40,622 |
| 20 |
104.18 |
98.06 |
6.12 |
6.1% |
2.17 |
2.2% |
37% |
False |
False |
32,812 |
| 40 |
104.18 |
93.52 |
10.66 |
10.6% |
2.17 |
2.2% |
64% |
False |
False |
24,533 |
| 60 |
104.18 |
88.58 |
15.60 |
15.6% |
2.19 |
2.2% |
75% |
False |
False |
20,702 |
| 80 |
104.18 |
76.44 |
27.74 |
27.7% |
2.26 |
2.3% |
86% |
False |
False |
18,332 |
| 100 |
104.18 |
76.44 |
27.74 |
27.7% |
2.32 |
2.3% |
86% |
False |
False |
15,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.79 |
|
2.618 |
105.32 |
|
1.618 |
103.81 |
|
1.000 |
102.88 |
|
0.618 |
102.30 |
|
HIGH |
101.37 |
|
0.618 |
100.79 |
|
0.500 |
100.62 |
|
0.382 |
100.44 |
|
LOW |
99.86 |
|
0.618 |
98.93 |
|
1.000 |
98.35 |
|
1.618 |
97.42 |
|
2.618 |
95.91 |
|
4.250 |
93.44 |
|
|
| Fisher Pivots for day following 27-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
100.62 |
100.25 |
| PP |
100.51 |
100.19 |
| S1 |
100.41 |
100.14 |
|