NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 18-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
100.56 |
102.24 |
1.68 |
1.7% |
102.10 |
| High |
102.10 |
103.00 |
0.90 |
0.9% |
104.07 |
| Low |
100.42 |
101.03 |
0.61 |
0.6% |
99.07 |
| Close |
101.77 |
101.52 |
-0.25 |
-0.2% |
99.81 |
| Range |
1.68 |
1.97 |
0.29 |
17.3% |
5.00 |
| ATR |
2.03 |
2.03 |
0.00 |
-0.2% |
0.00 |
| Volume |
13,422 |
10,327 |
-3,095 |
-23.1% |
54,714 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.76 |
106.61 |
102.60 |
|
| R3 |
105.79 |
104.64 |
102.06 |
|
| R2 |
103.82 |
103.82 |
101.88 |
|
| R1 |
102.67 |
102.67 |
101.70 |
102.26 |
| PP |
101.85 |
101.85 |
101.85 |
101.65 |
| S1 |
100.70 |
100.70 |
101.34 |
100.29 |
| S2 |
99.88 |
99.88 |
101.16 |
|
| S3 |
97.91 |
98.73 |
100.98 |
|
| S4 |
95.94 |
96.76 |
100.44 |
|
|
| 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 |
103.86 |
99.07 |
4.79 |
4.7% |
2.16 |
2.1% |
51% |
False |
False |
11,017 |
| 10 |
104.07 |
99.07 |
5.00 |
4.9% |
1.91 |
1.9% |
49% |
False |
False |
11,787 |
| 20 |
104.07 |
93.50 |
10.57 |
10.4% |
1.79 |
1.8% |
76% |
False |
False |
8,037 |
| 40 |
104.07 |
93.45 |
10.62 |
10.5% |
1.84 |
1.8% |
76% |
False |
False |
7,465 |
| 60 |
104.07 |
86.96 |
17.11 |
16.9% |
1.89 |
1.9% |
85% |
False |
False |
7,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.37 |
|
2.618 |
108.16 |
|
1.618 |
106.19 |
|
1.000 |
104.97 |
|
0.618 |
104.22 |
|
HIGH |
103.00 |
|
0.618 |
102.25 |
|
0.500 |
102.02 |
|
0.382 |
101.78 |
|
LOW |
101.03 |
|
0.618 |
99.81 |
|
1.000 |
99.06 |
|
1.618 |
97.84 |
|
2.618 |
95.87 |
|
4.250 |
92.66 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.02 |
101.36 |
| PP |
101.85 |
101.20 |
| S1 |
101.69 |
101.04 |
|