NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 10-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
103.03 |
102.23 |
-0.80 |
-0.8% |
100.70 |
| High |
103.03 |
104.10 |
1.07 |
1.0% |
104.32 |
| Low |
101.13 |
102.22 |
1.09 |
1.1% |
100.70 |
| Close |
102.26 |
103.00 |
0.74 |
0.7% |
102.46 |
| Range |
1.90 |
1.88 |
-0.02 |
-1.1% |
3.62 |
| ATR |
2.24 |
2.21 |
-0.03 |
-1.1% |
0.00 |
| Volume |
41,777 |
43,309 |
1,532 |
3.7% |
170,430 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.75 |
107.75 |
104.03 |
|
| R3 |
106.87 |
105.87 |
103.52 |
|
| R2 |
104.99 |
104.99 |
103.34 |
|
| R1 |
103.99 |
103.99 |
103.17 |
104.49 |
| PP |
103.11 |
103.11 |
103.11 |
103.36 |
| S1 |
102.11 |
102.11 |
102.83 |
102.61 |
| S2 |
101.23 |
101.23 |
102.66 |
|
| S3 |
99.35 |
100.23 |
102.48 |
|
| S4 |
97.47 |
98.35 |
101.97 |
|
|
| 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 |
101.13 |
3.19 |
3.1% |
1.90 |
1.8% |
59% |
False |
False |
47,284 |
| 10 |
104.32 |
98.83 |
5.49 |
5.3% |
1.96 |
1.9% |
76% |
False |
False |
31,425 |
| 20 |
104.32 |
93.40 |
10.92 |
10.6% |
2.20 |
2.1% |
88% |
False |
False |
29,184 |
| 40 |
104.32 |
93.40 |
10.92 |
10.6% |
2.29 |
2.2% |
88% |
False |
False |
31,877 |
| 60 |
104.32 |
85.00 |
19.32 |
18.8% |
2.40 |
2.3% |
93% |
False |
False |
31,200 |
| 80 |
104.32 |
76.65 |
27.67 |
26.9% |
2.54 |
2.5% |
95% |
False |
False |
28,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.09 |
|
2.618 |
109.02 |
|
1.618 |
107.14 |
|
1.000 |
105.98 |
|
0.618 |
105.26 |
|
HIGH |
104.10 |
|
0.618 |
103.38 |
|
0.500 |
103.16 |
|
0.382 |
102.94 |
|
LOW |
102.22 |
|
0.618 |
101.06 |
|
1.000 |
100.34 |
|
1.618 |
99.18 |
|
2.618 |
97.30 |
|
4.250 |
94.23 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.16 |
102.87 |
| PP |
103.11 |
102.74 |
| S1 |
103.05 |
102.62 |
|