NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 24-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
98.84 |
100.71 |
1.87 |
1.9% |
100.56 |
High |
101.25 |
101.15 |
-0.10 |
-0.1% |
103.00 |
Low |
98.79 |
99.52 |
0.73 |
0.7% |
99.30 |
Close |
100.64 |
100.22 |
-0.42 |
-0.4% |
99.55 |
Range |
2.46 |
1.63 |
-0.83 |
-33.7% |
3.70 |
ATR |
2.08 |
2.04 |
-0.03 |
-1.5% |
0.00 |
Volume |
17,845 |
6,507 |
-11,338 |
-63.5% |
45,792 |
|
Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.19 |
104.33 |
101.12 |
|
R3 |
103.56 |
102.70 |
100.67 |
|
R2 |
101.93 |
101.93 |
100.52 |
|
R1 |
101.07 |
101.07 |
100.37 |
100.69 |
PP |
100.30 |
100.30 |
100.30 |
100.10 |
S1 |
99.44 |
99.44 |
100.07 |
99.06 |
S2 |
98.67 |
98.67 |
99.92 |
|
S3 |
97.04 |
97.81 |
99.77 |
|
S4 |
95.41 |
96.18 |
99.32 |
|
|
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% |
2.07 |
2.1% |
34% |
False |
False |
11,344 |
10 |
104.07 |
98.79 |
5.28 |
5.3% |
2.08 |
2.1% |
27% |
False |
False |
11,275 |
20 |
104.07 |
98.79 |
5.28 |
5.3% |
1.86 |
1.9% |
27% |
False |
False |
9,356 |
40 |
104.07 |
93.45 |
10.62 |
10.6% |
1.86 |
1.9% |
64% |
False |
False |
7,697 |
60 |
104.07 |
89.40 |
14.67 |
14.6% |
1.86 |
1.9% |
74% |
False |
False |
7,352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.08 |
2.618 |
105.42 |
1.618 |
103.79 |
1.000 |
102.78 |
0.618 |
102.16 |
HIGH |
101.15 |
0.618 |
100.53 |
0.500 |
100.34 |
0.382 |
100.14 |
LOW |
99.52 |
0.618 |
98.51 |
1.000 |
97.89 |
1.618 |
96.88 |
2.618 |
95.25 |
4.250 |
92.59 |
|
|
Fisher Pivots for day following 24-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
100.34 |
100.32 |
PP |
100.30 |
100.28 |
S1 |
100.26 |
100.25 |
|