NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 03-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
100.25 |
100.25 |
0.00 |
0.0% |
99.96 |
High |
100.25 |
103.30 |
3.05 |
3.0% |
101.61 |
Low |
99.21 |
100.25 |
1.04 |
1.0% |
98.90 |
Close |
99.38 |
103.15 |
3.77 |
3.8% |
99.38 |
Range |
1.04 |
3.05 |
2.01 |
193.3% |
2.71 |
ATR |
1.87 |
2.02 |
0.15 |
7.8% |
0.00 |
Volume |
5,205 |
5,995 |
790 |
15.2% |
13,926 |
|
Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.38 |
110.32 |
104.83 |
|
R3 |
108.33 |
107.27 |
103.99 |
|
R2 |
105.28 |
105.28 |
103.71 |
|
R1 |
104.22 |
104.22 |
103.43 |
104.75 |
PP |
102.23 |
102.23 |
102.23 |
102.50 |
S1 |
101.17 |
101.17 |
102.87 |
101.70 |
S2 |
99.18 |
99.18 |
102.59 |
|
S3 |
96.13 |
98.12 |
102.31 |
|
S4 |
93.08 |
95.07 |
101.47 |
|
|
Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.09 |
106.45 |
100.87 |
|
R3 |
105.38 |
103.74 |
100.13 |
|
R2 |
102.67 |
102.67 |
99.88 |
|
R1 |
101.03 |
101.03 |
99.63 |
100.50 |
PP |
99.96 |
99.96 |
99.96 |
99.70 |
S1 |
98.32 |
98.32 |
99.13 |
97.79 |
S2 |
97.25 |
97.25 |
98.88 |
|
S3 |
94.54 |
95.61 |
98.63 |
|
S4 |
91.83 |
92.90 |
97.89 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.26 |
2.618 |
111.28 |
1.618 |
108.23 |
1.000 |
106.35 |
0.618 |
105.18 |
HIGH |
103.30 |
0.618 |
102.13 |
0.500 |
101.78 |
0.382 |
101.42 |
LOW |
100.25 |
0.618 |
98.37 |
1.000 |
97.20 |
1.618 |
95.32 |
2.618 |
92.27 |
4.250 |
87.29 |
|
|
Fisher Pivots for day following 03-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
102.69 |
102.47 |
PP |
102.23 |
101.78 |
S1 |
101.78 |
101.10 |
|