NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
102.91 |
103.82 |
0.91 |
0.9% |
99.96 |
| High |
104.00 |
103.99 |
-0.01 |
0.0% |
101.61 |
| Low |
102.30 |
102.00 |
-0.30 |
-0.3% |
98.90 |
| Close |
103.71 |
102.49 |
-1.22 |
-1.2% |
99.38 |
| Range |
1.70 |
1.99 |
0.29 |
17.1% |
2.71 |
| ATR |
1.99 |
1.99 |
0.00 |
0.0% |
0.00 |
| Volume |
17,032 |
11,530 |
-5,502 |
-32.3% |
13,926 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.80 |
107.63 |
103.58 |
|
| R3 |
106.81 |
105.64 |
103.04 |
|
| R2 |
104.82 |
104.82 |
102.85 |
|
| R1 |
103.65 |
103.65 |
102.67 |
103.24 |
| PP |
102.83 |
102.83 |
102.83 |
102.62 |
| S1 |
101.66 |
101.66 |
102.31 |
101.25 |
| S2 |
100.84 |
100.84 |
102.13 |
|
| S3 |
98.85 |
99.67 |
101.94 |
|
| S4 |
96.86 |
97.68 |
101.40 |
|
|
| 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 |
112.45 |
|
2.618 |
109.20 |
|
1.618 |
107.21 |
|
1.000 |
105.98 |
|
0.618 |
105.22 |
|
HIGH |
103.99 |
|
0.618 |
103.23 |
|
0.500 |
103.00 |
|
0.382 |
102.76 |
|
LOW |
102.00 |
|
0.618 |
100.77 |
|
1.000 |
100.01 |
|
1.618 |
98.78 |
|
2.618 |
96.79 |
|
4.250 |
93.54 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.00 |
102.37 |
| PP |
102.83 |
102.25 |
| S1 |
102.66 |
102.13 |
|