NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 18-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
99.85 |
102.00 |
2.15 |
2.2% |
103.03 |
| High |
102.03 |
102.91 |
0.88 |
0.9% |
104.10 |
| Low |
99.75 |
100.85 |
1.10 |
1.1% |
98.89 |
| Close |
101.66 |
101.44 |
-0.22 |
-0.2% |
99.66 |
| Range |
2.28 |
2.06 |
-0.22 |
-9.6% |
5.21 |
| ATR |
2.33 |
2.31 |
-0.02 |
-0.8% |
0.00 |
| Volume |
54,960 |
51,870 |
-3,090 |
-5.6% |
218,682 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.91 |
106.74 |
102.57 |
|
| R3 |
105.85 |
104.68 |
102.01 |
|
| R2 |
103.79 |
103.79 |
101.82 |
|
| R1 |
102.62 |
102.62 |
101.63 |
102.18 |
| PP |
101.73 |
101.73 |
101.73 |
101.51 |
| S1 |
100.56 |
100.56 |
101.25 |
100.12 |
| S2 |
99.67 |
99.67 |
101.06 |
|
| S3 |
97.61 |
98.50 |
100.87 |
|
| S4 |
95.55 |
96.44 |
100.31 |
|
|
| 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 |
103.84 |
98.89 |
4.95 |
4.9% |
2.53 |
2.5% |
52% |
False |
False |
48,085 |
| 10 |
104.32 |
98.89 |
5.43 |
5.4% |
2.22 |
2.2% |
47% |
False |
False |
47,684 |
| 20 |
104.32 |
93.40 |
10.92 |
10.8% |
2.06 |
2.0% |
74% |
False |
False |
33,525 |
| 40 |
104.32 |
93.40 |
10.92 |
10.8% |
2.25 |
2.2% |
74% |
False |
False |
33,098 |
| 60 |
104.32 |
86.84 |
17.48 |
17.2% |
2.37 |
2.3% |
84% |
False |
False |
33,240 |
| 80 |
104.32 |
76.65 |
27.67 |
27.3% |
2.52 |
2.5% |
90% |
False |
False |
30,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.67 |
|
2.618 |
108.30 |
|
1.618 |
106.24 |
|
1.000 |
104.97 |
|
0.618 |
104.18 |
|
HIGH |
102.91 |
|
0.618 |
102.12 |
|
0.500 |
101.88 |
|
0.382 |
101.64 |
|
LOW |
100.85 |
|
0.618 |
99.58 |
|
1.000 |
98.79 |
|
1.618 |
97.52 |
|
2.618 |
95.46 |
|
4.250 |
92.10 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
101.88 |
101.26 |
| PP |
101.73 |
101.08 |
| S1 |
101.59 |
100.90 |
|