NYMEX Light Sweet Crude Oil Future June 2012
Trading Metrics calculated at close of trading on 31-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
100.90 |
100.13 |
-0.77 |
-0.8% |
98.95 |
High |
100.90 |
102.21 |
1.31 |
1.3% |
102.28 |
Low |
99.50 |
99.05 |
-0.45 |
-0.5% |
98.56 |
Close |
99.85 |
99.64 |
-0.21 |
-0.2% |
100.60 |
Range |
1.40 |
3.16 |
1.76 |
125.7% |
3.72 |
ATR |
2.16 |
2.23 |
0.07 |
3.3% |
0.00 |
Volume |
31,999 |
45,840 |
13,841 |
43.3% |
239,863 |
|
Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.78 |
107.87 |
101.38 |
|
R3 |
106.62 |
104.71 |
100.51 |
|
R2 |
103.46 |
103.46 |
100.22 |
|
R1 |
101.55 |
101.55 |
99.93 |
100.93 |
PP |
100.30 |
100.30 |
100.30 |
99.99 |
S1 |
98.39 |
98.39 |
99.35 |
97.77 |
S2 |
97.14 |
97.14 |
99.06 |
|
S3 |
93.98 |
95.23 |
98.77 |
|
S4 |
90.82 |
92.07 |
97.90 |
|
|
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% |
2.13 |
2.1% |
27% |
False |
False |
44,290 |
10 |
102.93 |
98.56 |
4.37 |
4.4% |
2.14 |
2.1% |
25% |
False |
False |
46,472 |
20 |
104.32 |
98.56 |
5.76 |
5.8% |
2.22 |
2.2% |
19% |
False |
False |
45,439 |
40 |
104.32 |
93.40 |
10.92 |
11.0% |
2.20 |
2.2% |
57% |
False |
False |
35,685 |
60 |
104.32 |
90.12 |
14.20 |
14.3% |
2.30 |
2.3% |
67% |
False |
False |
34,768 |
80 |
104.32 |
80.26 |
24.06 |
24.1% |
2.38 |
2.4% |
81% |
False |
False |
33,475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.64 |
2.618 |
110.48 |
1.618 |
107.32 |
1.000 |
105.37 |
0.618 |
104.16 |
HIGH |
102.21 |
0.618 |
101.00 |
0.500 |
100.63 |
0.382 |
100.26 |
LOW |
99.05 |
0.618 |
97.10 |
1.000 |
95.89 |
1.618 |
93.94 |
2.618 |
90.78 |
4.250 |
85.62 |
|
|
Fisher Pivots for day following 31-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
100.63 |
100.63 |
PP |
100.30 |
100.30 |
S1 |
99.97 |
99.97 |
|