NYMEX Light Sweet Crude Oil Future June 2012
Trading Metrics calculated at close of trading on 27-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
101.00 |
100.80 |
-0.20 |
-0.2% |
98.95 |
High |
102.28 |
101.66 |
-0.62 |
-0.6% |
102.28 |
Low |
100.26 |
100.20 |
-0.06 |
-0.1% |
98.56 |
Close |
100.73 |
100.60 |
-0.13 |
-0.1% |
100.60 |
Range |
2.02 |
1.46 |
-0.56 |
-27.7% |
3.72 |
ATR |
2.28 |
2.22 |
-0.06 |
-2.6% |
0.00 |
Volume |
53,425 |
47,271 |
-6,154 |
-11.5% |
239,863 |
|
Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.20 |
104.36 |
101.40 |
|
R3 |
103.74 |
102.90 |
101.00 |
|
R2 |
102.28 |
102.28 |
100.87 |
|
R1 |
101.44 |
101.44 |
100.73 |
101.13 |
PP |
100.82 |
100.82 |
100.82 |
100.67 |
S1 |
99.98 |
99.98 |
100.47 |
99.67 |
S2 |
99.36 |
99.36 |
100.33 |
|
S3 |
97.90 |
98.52 |
100.20 |
|
S4 |
96.44 |
97.06 |
99.80 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.64 |
109.84 |
102.65 |
|
R3 |
107.92 |
106.12 |
101.62 |
|
R2 |
104.20 |
104.20 |
101.28 |
|
R1 |
102.40 |
102.40 |
100.94 |
103.30 |
PP |
100.48 |
100.48 |
100.48 |
100.93 |
S1 |
98.68 |
98.68 |
100.26 |
99.58 |
S2 |
96.76 |
96.76 |
99.92 |
|
S3 |
93.04 |
94.96 |
99.58 |
|
S4 |
89.32 |
91.24 |
98.55 |
|
|
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% |
2.03 |
2.0% |
55% |
False |
False |
47,972 |
10 |
102.93 |
98.56 |
4.37 |
4.3% |
2.14 |
2.1% |
47% |
False |
False |
49,280 |
20 |
104.32 |
98.56 |
5.76 |
5.7% |
2.13 |
2.1% |
35% |
False |
False |
43,358 |
40 |
104.32 |
93.40 |
10.92 |
10.9% |
2.21 |
2.2% |
66% |
False |
False |
35,781 |
60 |
104.32 |
88.43 |
15.89 |
15.8% |
2.32 |
2.3% |
77% |
False |
False |
34,193 |
80 |
104.32 |
76.65 |
27.67 |
27.5% |
2.39 |
2.4% |
87% |
False |
False |
33,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.87 |
2.618 |
105.48 |
1.618 |
104.02 |
1.000 |
103.12 |
0.618 |
102.56 |
HIGH |
101.66 |
0.618 |
101.10 |
0.500 |
100.93 |
0.382 |
100.76 |
LOW |
100.20 |
0.618 |
99.30 |
1.000 |
98.74 |
1.618 |
97.84 |
2.618 |
96.38 |
4.250 |
94.00 |
|
|
Fisher Pivots for day following 27-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
100.93 |
100.56 |
PP |
100.82 |
100.51 |
S1 |
100.71 |
100.47 |
|