NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 13-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
102.20 |
100.67 |
-1.53 |
-1.5% |
102.10 |
High |
103.86 |
100.67 |
-3.19 |
-3.1% |
104.07 |
Low |
99.65 |
99.07 |
-0.58 |
-0.6% |
99.07 |
Close |
100.16 |
99.81 |
-0.35 |
-0.3% |
99.81 |
Range |
4.21 |
1.60 |
-2.61 |
-62.0% |
5.00 |
ATR |
2.04 |
2.01 |
-0.03 |
-1.5% |
0.00 |
Volume |
8,644 |
12,434 |
3,790 |
43.8% |
54,714 |
|
Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.65 |
103.83 |
100.69 |
|
R3 |
103.05 |
102.23 |
100.25 |
|
R2 |
101.45 |
101.45 |
100.10 |
|
R1 |
100.63 |
100.63 |
99.96 |
100.24 |
PP |
99.85 |
99.85 |
99.85 |
99.66 |
S1 |
99.03 |
99.03 |
99.66 |
98.64 |
S2 |
98.25 |
98.25 |
99.52 |
|
S3 |
96.65 |
97.43 |
99.37 |
|
S4 |
95.05 |
95.83 |
98.93 |
|
|
Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.98 |
112.90 |
102.56 |
|
R3 |
110.98 |
107.90 |
101.19 |
|
R2 |
105.98 |
105.98 |
100.73 |
|
R1 |
102.90 |
102.90 |
100.27 |
101.94 |
PP |
100.98 |
100.98 |
100.98 |
100.51 |
S1 |
97.90 |
97.90 |
99.35 |
96.94 |
S2 |
95.98 |
95.98 |
98.89 |
|
S3 |
90.98 |
92.90 |
98.44 |
|
S4 |
85.98 |
87.90 |
97.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
104.07 |
99.07 |
5.00 |
5.0% |
2.10 |
2.1% |
15% |
False |
True |
10,942 |
10 |
104.07 |
99.07 |
5.00 |
5.0% |
1.95 |
2.0% |
15% |
False |
True |
10,532 |
20 |
104.07 |
93.45 |
10.62 |
10.6% |
1.81 |
1.8% |
60% |
False |
False |
7,425 |
40 |
104.07 |
93.45 |
10.62 |
10.6% |
1.93 |
1.9% |
60% |
False |
False |
7,376 |
60 |
104.07 |
85.15 |
18.92 |
19.0% |
1.92 |
1.9% |
77% |
False |
False |
6,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.47 |
2.618 |
104.86 |
1.618 |
103.26 |
1.000 |
102.27 |
0.618 |
101.66 |
HIGH |
100.67 |
0.618 |
100.06 |
0.500 |
99.87 |
0.382 |
99.68 |
LOW |
99.07 |
0.618 |
98.08 |
1.000 |
97.47 |
1.618 |
96.48 |
2.618 |
94.88 |
4.250 |
92.27 |
|
|
Fisher Pivots for day following 13-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
99.87 |
101.47 |
PP |
99.85 |
100.91 |
S1 |
99.83 |
100.36 |
|