NYMEX Light Sweet Crude Oil Future June 2012
Trading Metrics calculated at close of trading on 05-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
103.21 |
103.75 |
0.54 |
0.5% |
100.07 |
High |
104.19 |
104.32 |
0.13 |
0.1% |
101.89 |
Low |
102.36 |
102.18 |
-0.18 |
-0.2% |
98.83 |
Close |
103.82 |
102.52 |
-1.30 |
-1.3% |
99.48 |
Range |
1.83 |
2.14 |
0.31 |
16.9% |
3.06 |
ATR |
2.31 |
2.30 |
-0.01 |
-0.5% |
0.00 |
Volume |
64,993 |
50,575 |
-14,418 |
-22.2% |
58,737 |
|
Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.43 |
108.11 |
103.70 |
|
R3 |
107.29 |
105.97 |
103.11 |
|
R2 |
105.15 |
105.15 |
102.91 |
|
R1 |
103.83 |
103.83 |
102.72 |
103.42 |
PP |
103.01 |
103.01 |
103.01 |
102.80 |
S1 |
101.69 |
101.69 |
102.32 |
101.28 |
S2 |
100.87 |
100.87 |
102.13 |
|
S3 |
98.73 |
99.55 |
101.93 |
|
S4 |
96.59 |
97.41 |
101.34 |
|
|
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 |
104.32 |
98.83 |
5.49 |
5.4% |
1.94 |
1.9% |
67% |
True |
False |
34,173 |
10 |
104.32 |
97.18 |
7.14 |
7.0% |
1.82 |
1.8% |
75% |
True |
False |
26,119 |
20 |
104.32 |
93.40 |
10.92 |
10.7% |
2.30 |
2.2% |
84% |
True |
False |
27,812 |
40 |
104.32 |
93.40 |
10.92 |
10.7% |
2.32 |
2.3% |
84% |
True |
False |
31,122 |
60 |
104.32 |
84.37 |
19.95 |
19.5% |
2.41 |
2.3% |
91% |
True |
False |
30,448 |
80 |
104.32 |
76.65 |
27.67 |
27.0% |
2.54 |
2.5% |
93% |
True |
False |
27,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.42 |
2.618 |
109.92 |
1.618 |
107.78 |
1.000 |
106.46 |
0.618 |
105.64 |
HIGH |
104.32 |
0.618 |
103.50 |
0.500 |
103.25 |
0.382 |
103.00 |
LOW |
102.18 |
0.618 |
100.86 |
1.000 |
100.04 |
1.618 |
98.72 |
2.618 |
96.58 |
4.250 |
93.09 |
|
|
Fisher Pivots for day following 05-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
103.25 |
102.52 |
PP |
103.01 |
102.51 |
S1 |
102.76 |
102.51 |
|