NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 06-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
103.82 |
102.06 |
-1.76 |
-1.7% |
100.25 |
| High |
103.99 |
103.05 |
-0.94 |
-0.9% |
104.00 |
| Low |
102.00 |
101.83 |
-0.17 |
-0.2% |
100.25 |
| Close |
102.49 |
102.50 |
0.01 |
0.0% |
102.50 |
| Range |
1.99 |
1.22 |
-0.77 |
-38.7% |
3.75 |
| ATR |
1.99 |
1.94 |
-0.06 |
-2.8% |
0.00 |
| Volume |
11,530 |
10,853 |
-677 |
-5.9% |
45,410 |
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.12 |
105.53 |
103.17 |
|
| R3 |
104.90 |
104.31 |
102.84 |
|
| R2 |
103.68 |
103.68 |
102.72 |
|
| R1 |
103.09 |
103.09 |
102.61 |
103.39 |
| PP |
102.46 |
102.46 |
102.46 |
102.61 |
| S1 |
101.87 |
101.87 |
102.39 |
102.17 |
| S2 |
101.24 |
101.24 |
102.28 |
|
| S3 |
100.02 |
100.65 |
102.16 |
|
| S4 |
98.80 |
99.43 |
101.83 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.50 |
111.75 |
104.56 |
|
| R3 |
109.75 |
108.00 |
103.53 |
|
| R2 |
106.00 |
106.00 |
103.19 |
|
| R1 |
104.25 |
104.25 |
102.84 |
105.13 |
| PP |
102.25 |
102.25 |
102.25 |
102.69 |
| S1 |
100.50 |
100.50 |
102.16 |
101.38 |
| S2 |
98.50 |
98.50 |
101.81 |
|
| S3 |
94.75 |
96.75 |
101.47 |
|
| S4 |
91.00 |
93.00 |
100.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.00 |
99.21 |
4.79 |
4.7% |
1.80 |
1.8% |
69% |
False |
False |
10,123 |
| 10 |
104.00 |
98.76 |
5.24 |
5.1% |
1.56 |
1.5% |
71% |
False |
False |
6,807 |
| 20 |
104.00 |
93.45 |
10.55 |
10.3% |
1.94 |
1.9% |
86% |
False |
False |
6,219 |
| 40 |
104.00 |
93.45 |
10.55 |
10.3% |
1.92 |
1.9% |
86% |
False |
False |
6,754 |
| 60 |
104.00 |
84.58 |
19.42 |
18.9% |
1.93 |
1.9% |
92% |
False |
False |
6,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.24 |
|
2.618 |
106.24 |
|
1.618 |
105.02 |
|
1.000 |
104.27 |
|
0.618 |
103.80 |
|
HIGH |
103.05 |
|
0.618 |
102.58 |
|
0.500 |
102.44 |
|
0.382 |
102.30 |
|
LOW |
101.83 |
|
0.618 |
101.08 |
|
1.000 |
100.61 |
|
1.618 |
99.86 |
|
2.618 |
98.64 |
|
4.250 |
96.65 |
|
|
| Fisher Pivots for day following 06-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.48 |
102.92 |
| PP |
102.46 |
102.78 |
| S1 |
102.44 |
102.64 |
|