NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 11-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
102.53 |
102.57 |
0.04 |
0.0% |
100.25 |
| High |
104.07 |
103.01 |
-1.06 |
-1.0% |
104.00 |
| Low |
102.53 |
101.66 |
-0.87 |
-0.8% |
100.25 |
| Close |
103.03 |
101.85 |
-1.18 |
-1.1% |
102.50 |
| Range |
1.54 |
1.35 |
-0.19 |
-12.3% |
3.75 |
| ATR |
1.91 |
1.88 |
-0.04 |
-2.0% |
0.00 |
| Volume |
11,272 |
10,262 |
-1,010 |
-9.0% |
45,410 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.22 |
105.39 |
102.59 |
|
| R3 |
104.87 |
104.04 |
102.22 |
|
| R2 |
103.52 |
103.52 |
102.10 |
|
| R1 |
102.69 |
102.69 |
101.97 |
102.43 |
| PP |
102.17 |
102.17 |
102.17 |
102.05 |
| S1 |
101.34 |
101.34 |
101.73 |
101.08 |
| S2 |
100.82 |
100.82 |
101.60 |
|
| S3 |
99.47 |
99.99 |
101.48 |
|
| S4 |
98.12 |
98.64 |
101.11 |
|
|
| 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% |
1.58 |
1.6% |
22% |
False |
False |
11,203 |
| 10 |
104.07 |
98.90 |
5.17 |
5.1% |
1.68 |
1.6% |
57% |
False |
False |
9,013 |
| 20 |
104.07 |
93.45 |
10.62 |
10.4% |
1.90 |
1.9% |
79% |
False |
False |
7,080 |
| 40 |
104.07 |
93.45 |
10.62 |
10.4% |
1.87 |
1.8% |
79% |
False |
False |
7,097 |
| 60 |
104.07 |
85.15 |
18.92 |
18.6% |
1.91 |
1.9% |
88% |
False |
False |
6,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.75 |
|
2.618 |
106.54 |
|
1.618 |
105.19 |
|
1.000 |
104.36 |
|
0.618 |
103.84 |
|
HIGH |
103.01 |
|
0.618 |
102.49 |
|
0.500 |
102.34 |
|
0.382 |
102.18 |
|
LOW |
101.66 |
|
0.618 |
100.83 |
|
1.000 |
100.31 |
|
1.618 |
99.48 |
|
2.618 |
98.13 |
|
4.250 |
95.92 |
|
|
| Fisher Pivots for day following 11-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.34 |
102.65 |
| PP |
102.17 |
102.38 |
| S1 |
102.01 |
102.12 |
|