NYMEX Light Sweet Crude Oil Future May 2012
Trading Metrics calculated at close of trading on 30-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
100.62 |
100.73 |
0.11 |
0.1% |
99.00 |
High |
101.37 |
100.73 |
-0.64 |
-0.6% |
102.01 |
Low |
99.86 |
99.18 |
-0.68 |
-0.7% |
98.06 |
Close |
100.30 |
99.51 |
-0.79 |
-0.8% |
100.30 |
Range |
1.51 |
1.55 |
0.04 |
2.6% |
3.95 |
ATR |
2.23 |
2.18 |
-0.05 |
-2.2% |
0.00 |
Volume |
39,733 |
26,391 |
-13,342 |
-33.6% |
220,319 |
|
Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.46 |
103.53 |
100.36 |
|
R3 |
102.91 |
101.98 |
99.94 |
|
R2 |
101.36 |
101.36 |
99.79 |
|
R1 |
100.43 |
100.43 |
99.65 |
100.12 |
PP |
99.81 |
99.81 |
99.81 |
99.65 |
S1 |
98.88 |
98.88 |
99.37 |
98.57 |
S2 |
98.26 |
98.26 |
99.23 |
|
S3 |
96.71 |
97.33 |
99.08 |
|
S4 |
95.16 |
95.78 |
98.66 |
|
|
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 |
98.27 |
3.74 |
3.8% |
1.92 |
1.9% |
33% |
False |
False |
38,130 |
10 |
102.69 |
98.06 |
4.63 |
4.7% |
2.15 |
2.2% |
31% |
False |
False |
40,297 |
20 |
104.18 |
98.06 |
6.12 |
6.2% |
2.17 |
2.2% |
24% |
False |
False |
33,645 |
40 |
104.18 |
93.52 |
10.66 |
10.7% |
2.15 |
2.2% |
56% |
False |
False |
24,841 |
60 |
104.18 |
90.61 |
13.57 |
13.6% |
2.17 |
2.2% |
66% |
False |
False |
21,042 |
80 |
104.18 |
78.34 |
25.84 |
26.0% |
2.25 |
2.3% |
82% |
False |
False |
18,606 |
100 |
104.18 |
76.44 |
27.74 |
27.9% |
2.32 |
2.3% |
83% |
False |
False |
16,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.32 |
2.618 |
104.79 |
1.618 |
103.24 |
1.000 |
102.28 |
0.618 |
101.69 |
HIGH |
100.73 |
0.618 |
100.14 |
0.500 |
99.96 |
0.382 |
99.77 |
LOW |
99.18 |
0.618 |
98.22 |
1.000 |
97.63 |
1.618 |
96.67 |
2.618 |
95.12 |
4.250 |
92.59 |
|
|
Fisher Pivots for day following 30-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
99.96 |
100.60 |
PP |
99.81 |
100.23 |
S1 |
99.66 |
99.87 |
|