NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 25-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
100.48 |
100.36 |
-0.12 |
-0.1% |
99.85 |
| High |
100.80 |
101.28 |
0.48 |
0.5% |
102.93 |
| Low |
99.26 |
98.65 |
-0.61 |
-0.6% |
99.00 |
| Close |
99.99 |
100.38 |
0.39 |
0.4% |
99.34 |
| Range |
1.54 |
2.63 |
1.09 |
70.8% |
3.93 |
| ATR |
2.27 |
2.30 |
0.03 |
1.1% |
0.00 |
| Volume |
35,412 |
42,918 |
7,506 |
21.2% |
201,981 |
|
| Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.99 |
106.82 |
101.83 |
|
| R3 |
105.36 |
104.19 |
101.10 |
|
| R2 |
102.73 |
102.73 |
100.86 |
|
| R1 |
101.56 |
101.56 |
100.62 |
102.15 |
| PP |
100.10 |
100.10 |
100.10 |
100.40 |
| S1 |
98.93 |
98.93 |
100.14 |
99.52 |
| S2 |
97.47 |
97.47 |
99.90 |
|
| S3 |
94.84 |
96.30 |
99.66 |
|
| S4 |
92.21 |
93.67 |
98.93 |
|
|
| 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 |
98.56 |
4.37 |
4.4% |
2.26 |
2.2% |
42% |
False |
False |
46,863 |
| 10 |
103.84 |
98.56 |
5.28 |
5.3% |
2.39 |
2.4% |
34% |
False |
False |
47,474 |
| 20 |
104.32 |
98.56 |
5.76 |
5.7% |
2.18 |
2.2% |
32% |
False |
False |
39,449 |
| 40 |
104.32 |
93.40 |
10.92 |
10.9% |
2.25 |
2.2% |
64% |
False |
False |
34,459 |
| 60 |
104.32 |
88.43 |
15.89 |
15.8% |
2.32 |
2.3% |
75% |
False |
False |
33,576 |
| 80 |
104.32 |
76.65 |
27.67 |
27.6% |
2.43 |
2.4% |
86% |
False |
False |
32,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.46 |
|
2.618 |
108.17 |
|
1.618 |
105.54 |
|
1.000 |
103.91 |
|
0.618 |
102.91 |
|
HIGH |
101.28 |
|
0.618 |
100.28 |
|
0.500 |
99.97 |
|
0.382 |
99.65 |
|
LOW |
98.65 |
|
0.618 |
97.02 |
|
1.000 |
96.02 |
|
1.618 |
94.39 |
|
2.618 |
91.76 |
|
4.250 |
87.47 |
|
|
| Fisher Pivots for day following 25-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
100.24 |
100.23 |
| PP |
100.10 |
100.07 |
| S1 |
99.97 |
99.92 |
|