NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 06-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
103.75 |
102.07 |
-1.68 |
-1.6% |
100.70 |
| High |
104.32 |
103.51 |
-0.81 |
-0.8% |
104.32 |
| Low |
102.18 |
101.75 |
-0.43 |
-0.4% |
100.70 |
| Close |
102.52 |
102.46 |
-0.06 |
-0.1% |
102.46 |
| Range |
2.14 |
1.76 |
-0.38 |
-17.8% |
3.62 |
| ATR |
2.30 |
2.26 |
-0.04 |
-1.7% |
0.00 |
| Volume |
50,575 |
35,769 |
-14,806 |
-29.3% |
170,430 |
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.85 |
106.92 |
103.43 |
|
| R3 |
106.09 |
105.16 |
102.94 |
|
| R2 |
104.33 |
104.33 |
102.78 |
|
| R1 |
103.40 |
103.40 |
102.62 |
103.87 |
| PP |
102.57 |
102.57 |
102.57 |
102.81 |
| S1 |
101.64 |
101.64 |
102.30 |
102.11 |
| S2 |
100.81 |
100.81 |
102.14 |
|
| S3 |
99.05 |
99.88 |
101.98 |
|
| S4 |
97.29 |
98.12 |
101.49 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.35 |
111.53 |
104.45 |
|
| R3 |
109.73 |
107.91 |
103.46 |
|
| R2 |
106.11 |
106.11 |
103.12 |
|
| R1 |
104.29 |
104.29 |
102.79 |
105.20 |
| PP |
102.49 |
102.49 |
102.49 |
102.95 |
| S1 |
100.67 |
100.67 |
102.13 |
101.58 |
| S2 |
98.87 |
98.87 |
101.80 |
|
| S3 |
95.25 |
97.05 |
101.46 |
|
| S4 |
91.63 |
93.43 |
100.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.32 |
99.11 |
5.21 |
5.1% |
2.00 |
2.0% |
64% |
False |
False |
38,036 |
| 10 |
104.32 |
98.83 |
5.49 |
5.4% |
1.78 |
1.7% |
66% |
False |
False |
27,811 |
| 20 |
104.32 |
93.40 |
10.92 |
10.7% |
2.29 |
2.2% |
83% |
False |
False |
28,392 |
| 40 |
104.32 |
93.40 |
10.92 |
10.7% |
2.33 |
2.3% |
83% |
False |
False |
31,394 |
| 60 |
104.32 |
84.37 |
19.95 |
19.5% |
2.40 |
2.3% |
91% |
False |
False |
30,754 |
| 80 |
104.32 |
76.65 |
27.67 |
27.0% |
2.53 |
2.5% |
93% |
False |
False |
28,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.99 |
|
2.618 |
108.12 |
|
1.618 |
106.36 |
|
1.000 |
105.27 |
|
0.618 |
104.60 |
|
HIGH |
103.51 |
|
0.618 |
102.84 |
|
0.500 |
102.63 |
|
0.382 |
102.42 |
|
LOW |
101.75 |
|
0.618 |
100.66 |
|
1.000 |
99.99 |
|
1.618 |
98.90 |
|
2.618 |
97.14 |
|
4.250 |
94.27 |
|
|
| Fisher Pivots for day following 06-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.63 |
103.04 |
| PP |
102.57 |
102.84 |
| S1 |
102.52 |
102.65 |
|