NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 10-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
102.10 |
102.53 |
0.43 |
0.4% |
100.25 |
| High |
103.04 |
104.07 |
1.03 |
1.0% |
104.00 |
| Low |
101.23 |
102.53 |
1.30 |
1.3% |
100.25 |
| Close |
102.35 |
103.03 |
0.68 |
0.7% |
102.50 |
| Range |
1.81 |
1.54 |
-0.27 |
-14.9% |
3.75 |
| ATR |
1.93 |
1.91 |
-0.01 |
-0.8% |
0.00 |
| Volume |
12,102 |
11,272 |
-830 |
-6.9% |
45,410 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.83 |
106.97 |
103.88 |
|
| R3 |
106.29 |
105.43 |
103.45 |
|
| R2 |
104.75 |
104.75 |
103.31 |
|
| R1 |
103.89 |
103.89 |
103.17 |
104.32 |
| PP |
103.21 |
103.21 |
103.21 |
103.43 |
| S1 |
102.35 |
102.35 |
102.89 |
102.78 |
| S2 |
101.67 |
101.67 |
102.75 |
|
| S3 |
100.13 |
100.81 |
102.61 |
|
| S4 |
98.59 |
99.27 |
102.18 |
|
|
| 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 |
104.07 |
101.23 |
2.84 |
2.8% |
1.65 |
1.6% |
63% |
True |
False |
12,557 |
| 10 |
104.07 |
98.90 |
5.17 |
5.0% |
1.73 |
1.7% |
80% |
True |
False |
8,271 |
| 20 |
104.07 |
93.45 |
10.62 |
10.3% |
1.89 |
1.8% |
90% |
True |
False |
6,821 |
| 40 |
104.07 |
93.45 |
10.62 |
10.3% |
1.87 |
1.8% |
90% |
True |
False |
6,972 |
| 60 |
104.07 |
85.15 |
18.92 |
18.4% |
1.93 |
1.9% |
95% |
True |
False |
6,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.62 |
|
2.618 |
108.10 |
|
1.618 |
106.56 |
|
1.000 |
105.61 |
|
0.618 |
105.02 |
|
HIGH |
104.07 |
|
0.618 |
103.48 |
|
0.500 |
103.30 |
|
0.382 |
103.12 |
|
LOW |
102.53 |
|
0.618 |
101.58 |
|
1.000 |
100.99 |
|
1.618 |
100.04 |
|
2.618 |
98.50 |
|
4.250 |
95.99 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.30 |
102.90 |
| PP |
103.21 |
102.78 |
| S1 |
103.12 |
102.65 |
|