NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 03-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
100.40 |
100.70 |
0.30 |
0.3% |
100.07 |
| High |
100.57 |
103.52 |
2.95 |
2.9% |
101.89 |
| Low |
99.11 |
100.70 |
1.59 |
1.6% |
98.83 |
| Close |
99.48 |
103.35 |
3.87 |
3.9% |
99.48 |
| Range |
1.46 |
2.82 |
1.36 |
93.2% |
3.06 |
| ATR |
2.22 |
2.35 |
0.13 |
5.8% |
0.00 |
| Volume |
19,752 |
19,093 |
-659 |
-3.3% |
58,737 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.98 |
109.99 |
104.90 |
|
| R3 |
108.16 |
107.17 |
104.13 |
|
| R2 |
105.34 |
105.34 |
103.87 |
|
| R1 |
104.35 |
104.35 |
103.61 |
104.85 |
| PP |
102.52 |
102.52 |
102.52 |
102.77 |
| S1 |
101.53 |
101.53 |
103.09 |
102.03 |
| S2 |
99.70 |
99.70 |
102.83 |
|
| S3 |
96.88 |
98.71 |
102.57 |
|
| S4 |
94.06 |
95.89 |
101.80 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.25 |
107.42 |
101.16 |
|
| R3 |
106.19 |
104.36 |
100.32 |
|
| R2 |
103.13 |
103.13 |
100.04 |
|
| R1 |
101.30 |
101.30 |
99.76 |
100.69 |
| PP |
100.07 |
100.07 |
100.07 |
99.76 |
| S1 |
98.24 |
98.24 |
99.20 |
97.63 |
| S2 |
97.01 |
97.01 |
98.92 |
|
| S3 |
93.95 |
95.18 |
98.64 |
|
| S4 |
90.89 |
92.12 |
97.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.52 |
98.83 |
4.69 |
4.5% |
2.02 |
2.0% |
96% |
True |
False |
15,566 |
| 10 |
103.52 |
93.40 |
10.12 |
9.8% |
1.91 |
1.8% |
98% |
True |
False |
19,366 |
| 20 |
103.52 |
93.40 |
10.12 |
9.8% |
2.26 |
2.2% |
98% |
True |
False |
24,869 |
| 40 |
103.52 |
92.49 |
11.03 |
10.7% |
2.32 |
2.2% |
98% |
True |
False |
29,336 |
| 60 |
103.52 |
82.26 |
21.26 |
20.6% |
2.43 |
2.3% |
99% |
True |
False |
29,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.51 |
|
2.618 |
110.90 |
|
1.618 |
108.08 |
|
1.000 |
106.34 |
|
0.618 |
105.26 |
|
HIGH |
103.52 |
|
0.618 |
102.44 |
|
0.500 |
102.11 |
|
0.382 |
101.78 |
|
LOW |
100.70 |
|
0.618 |
98.96 |
|
1.000 |
97.88 |
|
1.618 |
96.14 |
|
2.618 |
93.32 |
|
4.250 |
88.72 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.94 |
102.63 |
| PP |
102.52 |
101.90 |
| S1 |
102.11 |
101.18 |
|