NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 23-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
101.75 |
98.84 |
-2.91 |
-2.9% |
100.56 |
High |
101.84 |
101.25 |
-0.59 |
-0.6% |
103.00 |
Low |
99.30 |
98.79 |
-0.51 |
-0.5% |
99.30 |
Close |
99.55 |
100.64 |
1.09 |
1.1% |
99.55 |
Range |
2.54 |
2.46 |
-0.08 |
-3.1% |
3.70 |
ATR |
2.05 |
2.08 |
0.03 |
1.4% |
0.00 |
Volume |
13,393 |
17,845 |
4,452 |
33.2% |
45,792 |
|
Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.61 |
106.58 |
101.99 |
|
R3 |
105.15 |
104.12 |
101.32 |
|
R2 |
102.69 |
102.69 |
101.09 |
|
R1 |
101.66 |
101.66 |
100.87 |
102.18 |
PP |
100.23 |
100.23 |
100.23 |
100.48 |
S1 |
99.20 |
99.20 |
100.41 |
99.72 |
S2 |
97.77 |
97.77 |
100.19 |
|
S3 |
95.31 |
96.74 |
99.96 |
|
S4 |
92.85 |
94.28 |
99.29 |
|
|
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 |
98.79 |
4.21 |
4.2% |
2.08 |
2.1% |
44% |
False |
True |
12,727 |
10 |
104.07 |
98.79 |
5.28 |
5.2% |
2.09 |
2.1% |
35% |
False |
True |
11,835 |
20 |
104.07 |
98.76 |
5.31 |
5.3% |
1.83 |
1.8% |
35% |
False |
False |
9,321 |
40 |
104.07 |
93.45 |
10.62 |
10.6% |
1.85 |
1.8% |
68% |
False |
False |
7,744 |
60 |
104.07 |
89.40 |
14.67 |
14.6% |
1.88 |
1.9% |
77% |
False |
False |
7,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.71 |
2.618 |
107.69 |
1.618 |
105.23 |
1.000 |
103.71 |
0.618 |
102.77 |
HIGH |
101.25 |
0.618 |
100.31 |
0.500 |
100.02 |
0.382 |
99.73 |
LOW |
98.79 |
0.618 |
97.27 |
1.000 |
96.33 |
1.618 |
94.81 |
2.618 |
92.35 |
4.250 |
88.34 |
|
|
Fisher Pivots for day following 23-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
100.43 |
100.90 |
PP |
100.23 |
100.81 |
S1 |
100.02 |
100.73 |
|