NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 20-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
102.00 |
101.44 |
-0.56 |
-0.5% |
99.85 |
| High |
102.93 |
101.76 |
-1.17 |
-1.1% |
102.93 |
| Low |
101.09 |
99.00 |
-2.09 |
-2.1% |
99.00 |
| Close |
101.38 |
99.34 |
-2.04 |
-2.0% |
99.34 |
| Range |
1.84 |
2.76 |
0.92 |
50.0% |
3.93 |
| ATR |
2.28 |
2.31 |
0.03 |
1.5% |
0.00 |
| Volume |
45,818 |
49,333 |
3,515 |
7.7% |
201,981 |
|
| Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.31 |
106.59 |
100.86 |
|
| R3 |
105.55 |
103.83 |
100.10 |
|
| R2 |
102.79 |
102.79 |
99.85 |
|
| R1 |
101.07 |
101.07 |
99.59 |
100.55 |
| PP |
100.03 |
100.03 |
100.03 |
99.78 |
| S1 |
98.31 |
98.31 |
99.09 |
97.79 |
| S2 |
97.27 |
97.27 |
98.83 |
|
| S3 |
94.51 |
95.55 |
98.58 |
|
| S4 |
91.75 |
92.79 |
97.82 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.21 |
109.71 |
101.50 |
|
| R3 |
108.28 |
105.78 |
100.42 |
|
| R2 |
104.35 |
104.35 |
100.06 |
|
| R1 |
101.85 |
101.85 |
99.70 |
101.14 |
| PP |
100.42 |
100.42 |
100.42 |
100.07 |
| S1 |
97.92 |
97.92 |
98.98 |
97.21 |
| S2 |
96.49 |
96.49 |
98.62 |
|
| S3 |
92.56 |
93.99 |
98.26 |
|
| S4 |
88.63 |
90.06 |
97.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.93 |
98.89 |
4.04 |
4.1% |
2.24 |
2.3% |
11% |
False |
False |
50,589 |
| 10 |
104.10 |
98.89 |
5.21 |
5.2% |
2.28 |
2.3% |
9% |
False |
False |
45,643 |
| 20 |
104.32 |
97.18 |
7.14 |
7.2% |
2.05 |
2.1% |
30% |
False |
False |
35,881 |
| 40 |
104.32 |
93.40 |
10.92 |
11.0% |
2.23 |
2.2% |
54% |
False |
False |
33,237 |
| 60 |
104.32 |
88.43 |
15.89 |
16.0% |
2.34 |
2.4% |
69% |
False |
False |
34,083 |
| 80 |
104.32 |
76.65 |
27.67 |
27.9% |
2.48 |
2.5% |
82% |
False |
False |
31,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.49 |
|
2.618 |
108.99 |
|
1.618 |
106.23 |
|
1.000 |
104.52 |
|
0.618 |
103.47 |
|
HIGH |
101.76 |
|
0.618 |
100.71 |
|
0.500 |
100.38 |
|
0.382 |
100.05 |
|
LOW |
99.00 |
|
0.618 |
97.29 |
|
1.000 |
96.24 |
|
1.618 |
94.53 |
|
2.618 |
91.77 |
|
4.250 |
87.27 |
|
|
| Fisher Pivots for day following 20-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
100.38 |
100.97 |
| PP |
100.03 |
100.42 |
| S1 |
99.69 |
99.88 |
|