NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 27-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
101.29 |
101.35 |
0.06 |
0.1% |
98.84 |
High |
102.43 |
101.60 |
-0.83 |
-0.8% |
102.43 |
Low |
100.50 |
100.40 |
-0.10 |
-0.1% |
98.79 |
Close |
100.94 |
100.80 |
-0.14 |
-0.1% |
100.80 |
Range |
1.93 |
1.20 |
-0.73 |
-37.8% |
3.64 |
ATR |
2.06 |
2.00 |
-0.06 |
-3.0% |
0.00 |
Volume |
11,431 |
8,819 |
-2,612 |
-22.9% |
55,260 |
|
Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.53 |
103.87 |
101.46 |
|
R3 |
103.33 |
102.67 |
101.13 |
|
R2 |
102.13 |
102.13 |
101.02 |
|
R1 |
101.47 |
101.47 |
100.91 |
101.20 |
PP |
100.93 |
100.93 |
100.93 |
100.80 |
S1 |
100.27 |
100.27 |
100.69 |
100.00 |
S2 |
99.73 |
99.73 |
100.58 |
|
S3 |
98.53 |
99.07 |
100.47 |
|
S4 |
97.33 |
97.87 |
100.14 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.59 |
109.84 |
102.80 |
|
R3 |
107.95 |
106.20 |
101.80 |
|
R2 |
104.31 |
104.31 |
101.47 |
|
R1 |
102.56 |
102.56 |
101.13 |
103.44 |
PP |
100.67 |
100.67 |
100.67 |
101.11 |
S1 |
98.92 |
98.92 |
100.47 |
99.80 |
S2 |
97.03 |
97.03 |
100.13 |
|
S3 |
93.39 |
95.28 |
99.80 |
|
S4 |
89.75 |
91.64 |
98.80 |
|
|
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% |
1.94 |
1.9% |
55% |
False |
False |
11,052 |
10 |
103.00 |
98.79 |
4.21 |
4.2% |
1.92 |
1.9% |
48% |
False |
False |
11,348 |
20 |
104.07 |
98.79 |
5.28 |
5.2% |
1.92 |
1.9% |
38% |
False |
False |
10,518 |
40 |
104.07 |
93.45 |
10.62 |
10.5% |
1.85 |
1.8% |
69% |
False |
False |
7,996 |
60 |
104.07 |
89.40 |
14.67 |
14.6% |
1.86 |
1.8% |
78% |
False |
False |
7,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.70 |
2.618 |
104.74 |
1.618 |
103.54 |
1.000 |
102.80 |
0.618 |
102.34 |
HIGH |
101.60 |
0.618 |
101.14 |
0.500 |
101.00 |
0.382 |
100.86 |
LOW |
100.40 |
0.618 |
99.66 |
1.000 |
99.20 |
1.618 |
98.46 |
2.618 |
97.26 |
4.250 |
95.30 |
|
|
Fisher Pivots for day following 27-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
101.00 |
100.77 |
PP |
100.93 |
100.75 |
S1 |
100.87 |
100.72 |
|