NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 25-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
100.71 |
100.18 |
-0.53 |
-0.5% |
100.56 |
High |
101.15 |
101.47 |
0.32 |
0.3% |
103.00 |
Low |
99.52 |
99.01 |
-0.51 |
-0.5% |
99.30 |
Close |
100.22 |
100.58 |
0.36 |
0.4% |
99.55 |
Range |
1.63 |
2.46 |
0.83 |
50.9% |
3.70 |
ATR |
2.04 |
2.07 |
0.03 |
1.5% |
0.00 |
Volume |
6,507 |
10,658 |
4,151 |
63.8% |
45,792 |
|
Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.73 |
106.62 |
101.93 |
|
R3 |
105.27 |
104.16 |
101.26 |
|
R2 |
102.81 |
102.81 |
101.03 |
|
R1 |
101.70 |
101.70 |
100.81 |
102.26 |
PP |
100.35 |
100.35 |
100.35 |
100.63 |
S1 |
99.24 |
99.24 |
100.35 |
99.80 |
S2 |
97.89 |
97.89 |
100.13 |
|
S3 |
95.43 |
96.78 |
99.90 |
|
S4 |
92.97 |
94.32 |
99.23 |
|
|
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% |
2.17 |
2.2% |
43% |
False |
False |
11,410 |
10 |
103.86 |
98.79 |
5.07 |
5.0% |
2.17 |
2.2% |
35% |
False |
False |
11,214 |
20 |
104.07 |
98.79 |
5.28 |
5.2% |
1.95 |
1.9% |
34% |
False |
False |
9,742 |
40 |
104.07 |
93.45 |
10.62 |
10.6% |
1.89 |
1.9% |
67% |
False |
False |
7,794 |
60 |
104.07 |
89.40 |
14.67 |
14.6% |
1.86 |
1.8% |
76% |
False |
False |
7,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.93 |
2.618 |
107.91 |
1.618 |
105.45 |
1.000 |
103.93 |
0.618 |
102.99 |
HIGH |
101.47 |
0.618 |
100.53 |
0.500 |
100.24 |
0.382 |
99.95 |
LOW |
99.01 |
0.618 |
97.49 |
1.000 |
96.55 |
1.618 |
95.03 |
2.618 |
92.57 |
4.250 |
88.56 |
|
|
Fisher Pivots for day following 25-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
100.47 |
100.43 |
PP |
100.35 |
100.28 |
S1 |
100.24 |
100.13 |
|