NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 19-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
102.24 |
102.38 |
0.14 |
0.1% |
102.10 |
| High |
103.00 |
103.00 |
0.00 |
0.0% |
104.07 |
| Low |
101.03 |
101.23 |
0.20 |
0.2% |
99.07 |
| Close |
101.52 |
101.52 |
0.00 |
0.0% |
99.81 |
| Range |
1.97 |
1.77 |
-0.20 |
-10.2% |
5.00 |
| ATR |
2.03 |
2.01 |
-0.02 |
-0.9% |
0.00 |
| Volume |
10,327 |
8,650 |
-1,677 |
-16.2% |
54,714 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.23 |
106.14 |
102.49 |
|
| R3 |
105.46 |
104.37 |
102.01 |
|
| R2 |
103.69 |
103.69 |
101.84 |
|
| R1 |
102.60 |
102.60 |
101.68 |
102.26 |
| PP |
101.92 |
101.92 |
101.92 |
101.75 |
| S1 |
100.83 |
100.83 |
101.36 |
100.49 |
| S2 |
100.15 |
100.15 |
101.20 |
|
| S3 |
98.38 |
99.06 |
101.03 |
|
| S4 |
96.61 |
97.29 |
100.55 |
|
|
| 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% |
2.25 |
2.2% |
51% |
False |
False |
10,695 |
| 10 |
104.07 |
99.07 |
5.00 |
4.9% |
1.91 |
1.9% |
49% |
False |
False |
10,949 |
| 20 |
104.07 |
94.65 |
9.42 |
9.3% |
1.81 |
1.8% |
73% |
False |
False |
8,142 |
| 40 |
104.07 |
93.45 |
10.62 |
10.5% |
1.80 |
1.8% |
76% |
False |
False |
7,437 |
| 60 |
104.07 |
88.18 |
15.89 |
15.7% |
1.87 |
1.8% |
84% |
False |
False |
7,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.52 |
|
2.618 |
107.63 |
|
1.618 |
105.86 |
|
1.000 |
104.77 |
|
0.618 |
104.09 |
|
HIGH |
103.00 |
|
0.618 |
102.32 |
|
0.500 |
102.12 |
|
0.382 |
101.91 |
|
LOW |
101.23 |
|
0.618 |
100.14 |
|
1.000 |
99.46 |
|
1.618 |
98.37 |
|
2.618 |
96.60 |
|
4.250 |
93.71 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.12 |
101.71 |
| PP |
101.92 |
101.65 |
| S1 |
101.72 |
101.58 |
|