NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 30-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
101.35 |
100.63 |
-0.72 |
-0.7% |
98.84 |
High |
101.60 |
100.85 |
-0.75 |
-0.7% |
102.43 |
Low |
100.40 |
99.80 |
-0.60 |
-0.6% |
98.79 |
Close |
100.80 |
100.09 |
-0.71 |
-0.7% |
100.80 |
Range |
1.20 |
1.05 |
-0.15 |
-12.5% |
3.64 |
ATR |
2.00 |
1.93 |
-0.07 |
-3.4% |
0.00 |
Volume |
8,819 |
8,467 |
-352 |
-4.0% |
55,260 |
|
Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.40 |
102.79 |
100.67 |
|
R3 |
102.35 |
101.74 |
100.38 |
|
R2 |
101.30 |
101.30 |
100.28 |
|
R1 |
100.69 |
100.69 |
100.19 |
100.47 |
PP |
100.25 |
100.25 |
100.25 |
100.14 |
S1 |
99.64 |
99.64 |
99.99 |
99.42 |
S2 |
99.20 |
99.20 |
99.90 |
|
S3 |
98.15 |
98.59 |
99.80 |
|
S4 |
97.10 |
97.54 |
99.51 |
|
|
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 |
99.01 |
3.42 |
3.4% |
1.65 |
1.7% |
32% |
False |
False |
9,176 |
10 |
103.00 |
98.79 |
4.21 |
4.2% |
1.87 |
1.9% |
31% |
False |
False |
10,951 |
20 |
104.07 |
98.79 |
5.28 |
5.3% |
1.91 |
1.9% |
25% |
False |
False |
10,742 |
40 |
104.07 |
93.45 |
10.62 |
10.6% |
1.85 |
1.8% |
63% |
False |
False |
8,036 |
60 |
104.07 |
91.53 |
12.54 |
12.5% |
1.86 |
1.9% |
68% |
False |
False |
7,635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.31 |
2.618 |
103.60 |
1.618 |
102.55 |
1.000 |
101.90 |
0.618 |
101.50 |
HIGH |
100.85 |
0.618 |
100.45 |
0.500 |
100.33 |
0.382 |
100.20 |
LOW |
99.80 |
0.618 |
99.15 |
1.000 |
98.75 |
1.618 |
98.10 |
2.618 |
97.05 |
4.250 |
95.34 |
|
|
Fisher Pivots for day following 30-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
100.33 |
101.12 |
PP |
100.25 |
100.77 |
S1 |
100.17 |
100.43 |
|