NYMEX Light Sweet Crude Oil Future June 2012
Trading Metrics calculated at close of trading on 13-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
102.00 |
100.35 |
-1.65 |
-1.6% |
103.03 |
High |
103.84 |
101.17 |
-2.67 |
-2.6% |
104.10 |
Low |
99.52 |
98.89 |
-0.63 |
-0.6% |
98.89 |
Close |
100.05 |
99.66 |
-0.39 |
-0.4% |
99.66 |
Range |
4.32 |
2.28 |
-2.04 |
-47.2% |
5.21 |
ATR |
2.33 |
2.33 |
0.00 |
-0.2% |
0.00 |
Volume |
36,800 |
50,964 |
14,164 |
38.5% |
218,682 |
|
Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.75 |
105.48 |
100.91 |
|
R3 |
104.47 |
103.20 |
100.29 |
|
R2 |
102.19 |
102.19 |
100.08 |
|
R1 |
100.92 |
100.92 |
99.87 |
100.42 |
PP |
99.91 |
99.91 |
99.91 |
99.65 |
S1 |
98.64 |
98.64 |
99.45 |
98.14 |
S2 |
97.63 |
97.63 |
99.24 |
|
S3 |
95.35 |
96.36 |
99.03 |
|
S4 |
93.07 |
94.08 |
98.41 |
|
|
Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.51 |
113.30 |
102.53 |
|
R3 |
111.30 |
108.09 |
101.09 |
|
R2 |
106.09 |
106.09 |
100.62 |
|
R1 |
102.88 |
102.88 |
100.14 |
101.88 |
PP |
100.88 |
100.88 |
100.88 |
100.39 |
S1 |
97.67 |
97.67 |
99.18 |
96.67 |
S2 |
95.67 |
95.67 |
98.70 |
|
S3 |
90.46 |
92.46 |
98.23 |
|
S4 |
85.25 |
87.25 |
96.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
104.10 |
98.89 |
5.21 |
5.2% |
2.42 |
2.4% |
15% |
False |
True |
43,736 |
10 |
104.32 |
98.89 |
5.43 |
5.4% |
2.21 |
2.2% |
14% |
False |
True |
40,886 |
20 |
104.32 |
93.40 |
10.92 |
11.0% |
2.08 |
2.1% |
57% |
False |
False |
31,162 |
40 |
104.32 |
93.40 |
10.92 |
11.0% |
2.36 |
2.4% |
57% |
False |
False |
32,969 |
60 |
104.32 |
85.00 |
19.32 |
19.4% |
2.40 |
2.4% |
76% |
False |
False |
32,243 |
80 |
104.32 |
76.65 |
27.67 |
27.8% |
2.56 |
2.6% |
83% |
False |
False |
29,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.86 |
2.618 |
107.14 |
1.618 |
104.86 |
1.000 |
103.45 |
0.618 |
102.58 |
HIGH |
101.17 |
0.618 |
100.30 |
0.500 |
100.03 |
0.382 |
99.76 |
LOW |
98.89 |
0.618 |
97.48 |
1.000 |
96.61 |
1.618 |
95.20 |
2.618 |
92.92 |
4.250 |
89.20 |
|
|
Fisher Pivots for day following 13-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
100.03 |
101.37 |
PP |
99.91 |
100.80 |
S1 |
99.78 |
100.23 |
|