NYMEX Light Sweet Crude Oil Future June 2012
Trading Metrics calculated at close of trading on 30-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
100.80 |
100.90 |
0.10 |
0.1% |
98.95 |
High |
101.66 |
100.90 |
-0.76 |
-0.7% |
102.28 |
Low |
100.20 |
99.50 |
-0.70 |
-0.7% |
98.56 |
Close |
100.60 |
99.85 |
-0.75 |
-0.7% |
100.60 |
Range |
1.46 |
1.40 |
-0.06 |
-4.1% |
3.72 |
ATR |
2.22 |
2.16 |
-0.06 |
-2.6% |
0.00 |
Volume |
47,271 |
31,999 |
-15,272 |
-32.3% |
239,863 |
|
Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.28 |
103.47 |
100.62 |
|
R3 |
102.88 |
102.07 |
100.24 |
|
R2 |
101.48 |
101.48 |
100.11 |
|
R1 |
100.67 |
100.67 |
99.98 |
100.38 |
PP |
100.08 |
100.08 |
100.08 |
99.94 |
S1 |
99.27 |
99.27 |
99.72 |
98.98 |
S2 |
98.68 |
98.68 |
99.59 |
|
S3 |
97.28 |
97.87 |
99.47 |
|
S4 |
95.88 |
96.47 |
99.08 |
|
|
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 |
98.65 |
3.63 |
3.6% |
1.81 |
1.8% |
33% |
False |
False |
42,205 |
10 |
102.93 |
98.56 |
4.37 |
4.4% |
2.05 |
2.1% |
30% |
False |
False |
47,384 |
20 |
104.32 |
98.56 |
5.76 |
5.8% |
2.13 |
2.1% |
22% |
False |
False |
44,135 |
40 |
104.32 |
93.40 |
10.92 |
10.9% |
2.18 |
2.2% |
59% |
False |
False |
35,609 |
60 |
104.32 |
90.09 |
14.23 |
14.3% |
2.28 |
2.3% |
69% |
False |
False |
34,464 |
80 |
104.32 |
78.63 |
25.69 |
25.7% |
2.37 |
2.4% |
83% |
False |
False |
33,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.85 |
2.618 |
104.57 |
1.618 |
103.17 |
1.000 |
102.30 |
0.618 |
101.77 |
HIGH |
100.90 |
0.618 |
100.37 |
0.500 |
100.20 |
0.382 |
100.03 |
LOW |
99.50 |
0.618 |
98.63 |
1.000 |
98.10 |
1.618 |
97.23 |
2.618 |
95.83 |
4.250 |
93.55 |
|
|
Fisher Pivots for day following 30-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
100.20 |
100.89 |
PP |
100.08 |
100.54 |
S1 |
99.97 |
100.20 |
|