NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 04-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
100.25 |
102.91 |
2.66 |
2.7% |
99.96 |
High |
103.30 |
104.00 |
0.70 |
0.7% |
101.61 |
Low |
100.25 |
102.30 |
2.05 |
2.0% |
98.90 |
Close |
103.15 |
103.71 |
0.56 |
0.5% |
99.38 |
Range |
3.05 |
1.70 |
-1.35 |
-44.3% |
2.71 |
ATR |
2.02 |
1.99 |
-0.02 |
-1.1% |
0.00 |
Volume |
5,995 |
17,032 |
11,037 |
184.1% |
13,926 |
|
Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.44 |
107.77 |
104.65 |
|
R3 |
106.74 |
106.07 |
104.18 |
|
R2 |
105.04 |
105.04 |
104.02 |
|
R1 |
104.37 |
104.37 |
103.87 |
104.71 |
PP |
103.34 |
103.34 |
103.34 |
103.50 |
S1 |
102.67 |
102.67 |
103.55 |
103.01 |
S2 |
101.64 |
101.64 |
103.40 |
|
S3 |
99.94 |
100.97 |
103.24 |
|
S4 |
98.24 |
99.27 |
102.78 |
|
|
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 |
111.23 |
2.618 |
108.45 |
1.618 |
106.75 |
1.000 |
105.70 |
0.618 |
105.05 |
HIGH |
104.00 |
0.618 |
103.35 |
0.500 |
103.15 |
0.382 |
102.95 |
LOW |
102.30 |
0.618 |
101.25 |
1.000 |
100.60 |
1.618 |
99.55 |
2.618 |
97.85 |
4.250 |
95.08 |
|
|
Fisher Pivots for day following 04-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
103.52 |
103.01 |
PP |
103.34 |
102.31 |
S1 |
103.15 |
101.61 |
|