NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 09-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
102.06 |
102.10 |
0.04 |
0.0% |
100.25 |
| High |
103.05 |
103.04 |
-0.01 |
0.0% |
104.00 |
| Low |
101.83 |
101.23 |
-0.60 |
-0.6% |
100.25 |
| Close |
102.50 |
102.35 |
-0.15 |
-0.1% |
102.50 |
| Range |
1.22 |
1.81 |
0.59 |
48.4% |
3.75 |
| ATR |
1.94 |
1.93 |
-0.01 |
-0.5% |
0.00 |
| Volume |
10,853 |
12,102 |
1,249 |
11.5% |
45,410 |
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.64 |
106.80 |
103.35 |
|
| R3 |
105.83 |
104.99 |
102.85 |
|
| R2 |
104.02 |
104.02 |
102.68 |
|
| R1 |
103.18 |
103.18 |
102.52 |
103.60 |
| PP |
102.21 |
102.21 |
102.21 |
102.42 |
| S1 |
101.37 |
101.37 |
102.18 |
101.79 |
| S2 |
100.40 |
100.40 |
102.02 |
|
| S3 |
98.59 |
99.56 |
101.85 |
|
| S4 |
96.78 |
97.75 |
101.35 |
|
|
| 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 |
100.25 |
3.75 |
3.7% |
1.95 |
1.9% |
56% |
False |
False |
11,502 |
| 10 |
104.00 |
98.90 |
5.10 |
5.0% |
1.64 |
1.6% |
68% |
False |
False |
7,436 |
| 20 |
104.00 |
93.45 |
10.55 |
10.3% |
1.90 |
1.9% |
84% |
False |
False |
6,520 |
| 40 |
104.00 |
93.45 |
10.55 |
10.3% |
1.90 |
1.9% |
84% |
False |
False |
6,870 |
| 60 |
104.00 |
84.58 |
19.42 |
19.0% |
1.93 |
1.9% |
92% |
False |
False |
6,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.73 |
|
2.618 |
107.78 |
|
1.618 |
105.97 |
|
1.000 |
104.85 |
|
0.618 |
104.16 |
|
HIGH |
103.04 |
|
0.618 |
102.35 |
|
0.500 |
102.14 |
|
0.382 |
101.92 |
|
LOW |
101.23 |
|
0.618 |
100.11 |
|
1.000 |
99.42 |
|
1.618 |
98.30 |
|
2.618 |
96.49 |
|
4.250 |
93.54 |
|
|
| Fisher Pivots for day following 09-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.28 |
102.61 |
| PP |
102.21 |
102.52 |
| S1 |
102.14 |
102.44 |
|