NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 26-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
100.18 |
101.29 |
1.11 |
1.1% |
100.56 |
High |
101.47 |
102.43 |
0.96 |
0.9% |
103.00 |
Low |
99.01 |
100.50 |
1.49 |
1.5% |
99.30 |
Close |
100.58 |
100.94 |
0.36 |
0.4% |
99.55 |
Range |
2.46 |
1.93 |
-0.53 |
-21.5% |
3.70 |
ATR |
2.07 |
2.06 |
-0.01 |
-0.5% |
0.00 |
Volume |
10,658 |
11,431 |
773 |
7.3% |
45,792 |
|
Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.08 |
105.94 |
102.00 |
|
R3 |
105.15 |
104.01 |
101.47 |
|
R2 |
103.22 |
103.22 |
101.29 |
|
R1 |
102.08 |
102.08 |
101.12 |
101.69 |
PP |
101.29 |
101.29 |
101.29 |
101.09 |
S1 |
100.15 |
100.15 |
100.76 |
99.76 |
S2 |
99.36 |
99.36 |
100.59 |
|
S3 |
97.43 |
98.22 |
100.41 |
|
S4 |
95.50 |
96.29 |
99.88 |
|
|
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 |
102.43 |
98.79 |
3.64 |
3.6% |
2.20 |
2.2% |
59% |
True |
False |
11,966 |
10 |
103.86 |
98.79 |
5.07 |
5.0% |
2.23 |
2.2% |
42% |
False |
False |
11,331 |
20 |
104.07 |
98.79 |
5.28 |
5.2% |
1.95 |
1.9% |
41% |
False |
False |
10,172 |
40 |
104.07 |
93.45 |
10.62 |
10.5% |
1.87 |
1.8% |
71% |
False |
False |
7,989 |
60 |
104.07 |
89.40 |
14.67 |
14.5% |
1.87 |
1.9% |
79% |
False |
False |
7,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.63 |
2.618 |
107.48 |
1.618 |
105.55 |
1.000 |
104.36 |
0.618 |
103.62 |
HIGH |
102.43 |
0.618 |
101.69 |
0.500 |
101.47 |
0.382 |
101.24 |
LOW |
100.50 |
0.618 |
99.31 |
1.000 |
98.57 |
1.618 |
97.38 |
2.618 |
95.45 |
4.250 |
92.30 |
|
|
Fisher Pivots for day following 26-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
101.47 |
100.87 |
PP |
101.29 |
100.79 |
S1 |
101.12 |
100.72 |
|