NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
100.36 |
101.00 |
0.64 |
0.6% |
99.85 |
| High |
101.28 |
102.28 |
1.00 |
1.0% |
102.93 |
| Low |
98.65 |
100.26 |
1.61 |
1.6% |
99.00 |
| Close |
100.38 |
100.73 |
0.35 |
0.3% |
99.34 |
| Range |
2.63 |
2.02 |
-0.61 |
-23.2% |
3.93 |
| ATR |
2.30 |
2.28 |
-0.02 |
-0.9% |
0.00 |
| Volume |
42,918 |
53,425 |
10,507 |
24.5% |
201,981 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.15 |
105.96 |
101.84 |
|
| R3 |
105.13 |
103.94 |
101.29 |
|
| R2 |
103.11 |
103.11 |
101.10 |
|
| R1 |
101.92 |
101.92 |
100.92 |
101.51 |
| PP |
101.09 |
101.09 |
101.09 |
100.88 |
| S1 |
99.90 |
99.90 |
100.54 |
99.49 |
| S2 |
99.07 |
99.07 |
100.36 |
|
| S3 |
97.05 |
97.88 |
100.17 |
|
| S4 |
95.03 |
95.86 |
99.62 |
|
|
| 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 |
102.28 |
98.56 |
3.72 |
3.7% |
2.29 |
2.3% |
58% |
True |
False |
48,385 |
| 10 |
103.84 |
98.56 |
5.28 |
5.2% |
2.43 |
2.4% |
41% |
False |
False |
48,233 |
| 20 |
104.32 |
98.56 |
5.76 |
5.7% |
2.17 |
2.2% |
38% |
False |
False |
41,593 |
| 40 |
104.32 |
93.40 |
10.92 |
10.8% |
2.23 |
2.2% |
67% |
False |
False |
35,403 |
| 60 |
104.32 |
88.43 |
15.89 |
15.8% |
2.33 |
2.3% |
77% |
False |
False |
33,843 |
| 80 |
104.32 |
76.65 |
27.67 |
27.5% |
2.41 |
2.4% |
87% |
False |
False |
32,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.87 |
|
2.618 |
107.57 |
|
1.618 |
105.55 |
|
1.000 |
104.30 |
|
0.618 |
103.53 |
|
HIGH |
102.28 |
|
0.618 |
101.51 |
|
0.500 |
101.27 |
|
0.382 |
101.03 |
|
LOW |
100.26 |
|
0.618 |
99.01 |
|
1.000 |
98.24 |
|
1.618 |
96.99 |
|
2.618 |
94.97 |
|
4.250 |
91.68 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
101.27 |
100.64 |
| PP |
101.09 |
100.55 |
| S1 |
100.91 |
100.47 |
|