NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 20-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
102.38 |
101.75 |
-0.63 |
-0.6% |
100.56 |
High |
103.00 |
101.84 |
-1.16 |
-1.1% |
103.00 |
Low |
101.23 |
99.30 |
-1.93 |
-1.9% |
99.30 |
Close |
101.52 |
99.55 |
-1.97 |
-1.9% |
99.55 |
Range |
1.77 |
2.54 |
0.77 |
43.5% |
3.70 |
ATR |
2.01 |
2.05 |
0.04 |
1.9% |
0.00 |
Volume |
8,650 |
13,393 |
4,743 |
54.8% |
45,792 |
|
Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.85 |
106.24 |
100.95 |
|
R3 |
105.31 |
103.70 |
100.25 |
|
R2 |
102.77 |
102.77 |
100.02 |
|
R1 |
101.16 |
101.16 |
99.78 |
100.70 |
PP |
100.23 |
100.23 |
100.23 |
100.00 |
S1 |
98.62 |
98.62 |
99.32 |
98.16 |
S2 |
97.69 |
97.69 |
99.08 |
|
S3 |
95.15 |
96.08 |
98.85 |
|
S4 |
92.61 |
93.54 |
98.15 |
|
|
Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.72 |
109.33 |
101.59 |
|
R3 |
108.02 |
105.63 |
100.57 |
|
R2 |
104.32 |
104.32 |
100.23 |
|
R1 |
101.93 |
101.93 |
99.89 |
101.28 |
PP |
100.62 |
100.62 |
100.62 |
100.29 |
S1 |
98.23 |
98.23 |
99.21 |
97.58 |
S2 |
96.92 |
96.92 |
98.87 |
|
S3 |
93.22 |
94.53 |
98.53 |
|
S4 |
89.52 |
90.83 |
97.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.00 |
99.07 |
3.93 |
3.9% |
1.91 |
1.9% |
12% |
False |
False |
11,645 |
10 |
104.07 |
99.07 |
5.00 |
5.0% |
1.97 |
2.0% |
10% |
False |
False |
11,135 |
20 |
104.07 |
97.35 |
6.72 |
6.8% |
1.78 |
1.8% |
33% |
False |
False |
8,657 |
40 |
104.07 |
93.45 |
10.62 |
10.7% |
1.82 |
1.8% |
57% |
False |
False |
7,454 |
60 |
104.07 |
89.40 |
14.67 |
14.7% |
1.87 |
1.9% |
69% |
False |
False |
7,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.64 |
2.618 |
108.49 |
1.618 |
105.95 |
1.000 |
104.38 |
0.618 |
103.41 |
HIGH |
101.84 |
0.618 |
100.87 |
0.500 |
100.57 |
0.382 |
100.27 |
LOW |
99.30 |
0.618 |
97.73 |
1.000 |
96.76 |
1.618 |
95.19 |
2.618 |
92.65 |
4.250 |
88.51 |
|
|
Fisher Pivots for day following 20-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
100.57 |
101.15 |
PP |
100.23 |
100.62 |
S1 |
99.89 |
100.08 |
|