NYMEX Light Sweet Crude Oil Future May 2012
Trading Metrics calculated at close of trading on 31-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
100.73 |
99.80 |
-0.93 |
-0.9% |
99.00 |
High |
100.73 |
101.90 |
1.17 |
1.2% |
102.01 |
Low |
99.18 |
98.70 |
-0.48 |
-0.5% |
98.06 |
Close |
99.51 |
99.27 |
-0.24 |
-0.2% |
100.30 |
Range |
1.55 |
3.20 |
1.65 |
106.5% |
3.95 |
ATR |
2.18 |
2.25 |
0.07 |
3.3% |
0.00 |
Volume |
26,391 |
37,721 |
11,330 |
42.9% |
220,319 |
|
Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.56 |
107.61 |
101.03 |
|
R3 |
106.36 |
104.41 |
100.15 |
|
R2 |
103.16 |
103.16 |
99.86 |
|
R1 |
101.21 |
101.21 |
99.56 |
100.59 |
PP |
99.96 |
99.96 |
99.96 |
99.64 |
S1 |
98.01 |
98.01 |
98.98 |
97.39 |
S2 |
96.76 |
96.76 |
98.68 |
|
S3 |
93.56 |
94.81 |
98.39 |
|
S4 |
90.36 |
91.61 |
97.51 |
|
|
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% |
2.21 |
2.2% |
27% |
False |
False |
39,424 |
10 |
102.69 |
98.06 |
4.63 |
4.7% |
2.24 |
2.3% |
26% |
False |
False |
39,431 |
20 |
104.18 |
98.06 |
6.12 |
6.2% |
2.26 |
2.3% |
20% |
False |
False |
34,917 |
40 |
104.18 |
93.52 |
10.66 |
10.7% |
2.18 |
2.2% |
54% |
False |
False |
25,324 |
60 |
104.18 |
90.61 |
13.57 |
13.7% |
2.21 |
2.2% |
64% |
False |
False |
21,353 |
80 |
104.18 |
80.09 |
24.09 |
24.3% |
2.26 |
2.3% |
80% |
False |
False |
18,956 |
100 |
104.18 |
76.44 |
27.74 |
27.9% |
2.32 |
2.3% |
82% |
False |
False |
16,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.50 |
2.618 |
110.28 |
1.618 |
107.08 |
1.000 |
105.10 |
0.618 |
103.88 |
HIGH |
101.90 |
0.618 |
100.68 |
0.500 |
100.30 |
0.382 |
99.92 |
LOW |
98.70 |
0.618 |
96.72 |
1.000 |
95.50 |
1.618 |
93.52 |
2.618 |
90.32 |
4.250 |
85.10 |
|
|
Fisher Pivots for day following 31-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
100.30 |
100.30 |
PP |
99.96 |
99.96 |
S1 |
99.61 |
99.61 |
|