NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 12-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
102.57 |
102.20 |
-0.37 |
-0.4% |
100.25 |
| High |
103.01 |
103.86 |
0.85 |
0.8% |
104.00 |
| Low |
101.66 |
99.65 |
-2.01 |
-2.0% |
100.25 |
| Close |
101.85 |
100.16 |
-1.69 |
-1.7% |
102.50 |
| Range |
1.35 |
4.21 |
2.86 |
211.9% |
3.75 |
| ATR |
1.88 |
2.04 |
0.17 |
8.9% |
0.00 |
| Volume |
10,262 |
8,644 |
-1,618 |
-15.8% |
45,410 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.85 |
111.22 |
102.48 |
|
| R3 |
109.64 |
107.01 |
101.32 |
|
| R2 |
105.43 |
105.43 |
100.93 |
|
| R1 |
102.80 |
102.80 |
100.55 |
102.01 |
| PP |
101.22 |
101.22 |
101.22 |
100.83 |
| S1 |
98.59 |
98.59 |
99.77 |
97.80 |
| S2 |
97.01 |
97.01 |
99.39 |
|
| S3 |
92.80 |
94.38 |
99.00 |
|
| S4 |
88.59 |
90.17 |
97.84 |
|
|
| 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 |
99.65 |
4.42 |
4.4% |
2.03 |
2.0% |
12% |
False |
True |
10,626 |
| 10 |
104.07 |
98.90 |
5.17 |
5.2% |
1.91 |
1.9% |
24% |
False |
False |
9,688 |
| 20 |
104.07 |
93.45 |
10.62 |
10.6% |
1.97 |
2.0% |
63% |
False |
False |
7,202 |
| 40 |
104.07 |
93.45 |
10.62 |
10.6% |
1.93 |
1.9% |
63% |
False |
False |
7,197 |
| 60 |
104.07 |
85.15 |
18.92 |
18.9% |
1.94 |
1.9% |
79% |
False |
False |
6,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.75 |
|
2.618 |
114.88 |
|
1.618 |
110.67 |
|
1.000 |
108.07 |
|
0.618 |
106.46 |
|
HIGH |
103.86 |
|
0.618 |
102.25 |
|
0.500 |
101.76 |
|
0.382 |
101.26 |
|
LOW |
99.65 |
|
0.618 |
97.05 |
|
1.000 |
95.44 |
|
1.618 |
92.84 |
|
2.618 |
88.63 |
|
4.250 |
81.76 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
101.76 |
101.86 |
| PP |
101.22 |
101.29 |
| S1 |
100.69 |
100.73 |
|