NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 31-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
100.63 |
101.27 |
0.64 |
0.6% |
98.84 |
High |
100.85 |
102.31 |
1.46 |
1.4% |
102.43 |
Low |
99.80 |
99.35 |
-0.45 |
-0.5% |
98.79 |
Close |
100.09 |
99.90 |
-0.19 |
-0.2% |
100.80 |
Range |
1.05 |
2.96 |
1.91 |
181.9% |
3.64 |
ATR |
1.93 |
2.01 |
0.07 |
3.8% |
0.00 |
Volume |
8,467 |
10,738 |
2,271 |
26.8% |
55,260 |
|
Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.40 |
107.61 |
101.53 |
|
R3 |
106.44 |
104.65 |
100.71 |
|
R2 |
103.48 |
103.48 |
100.44 |
|
R1 |
101.69 |
101.69 |
100.17 |
101.11 |
PP |
100.52 |
100.52 |
100.52 |
100.23 |
S1 |
98.73 |
98.73 |
99.63 |
98.15 |
S2 |
97.56 |
97.56 |
99.36 |
|
S3 |
94.60 |
95.77 |
99.09 |
|
S4 |
91.64 |
92.81 |
98.27 |
|
|
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% |
1.92 |
1.9% |
26% |
False |
False |
10,022 |
10 |
103.00 |
98.79 |
4.21 |
4.2% |
2.00 |
2.0% |
26% |
False |
False |
10,683 |
20 |
104.07 |
98.79 |
5.28 |
5.3% |
2.01 |
2.0% |
21% |
False |
False |
11,019 |
40 |
104.07 |
93.45 |
10.62 |
10.6% |
1.88 |
1.9% |
61% |
False |
False |
8,050 |
60 |
104.07 |
92.71 |
11.36 |
11.4% |
1.90 |
1.9% |
63% |
False |
False |
7,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.89 |
2.618 |
110.06 |
1.618 |
107.10 |
1.000 |
105.27 |
0.618 |
104.14 |
HIGH |
102.31 |
0.618 |
101.18 |
0.500 |
100.83 |
0.382 |
100.48 |
LOW |
99.35 |
0.618 |
97.52 |
1.000 |
96.39 |
1.618 |
94.56 |
2.618 |
91.60 |
4.250 |
86.77 |
|
|
Fisher Pivots for day following 31-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
100.83 |
100.83 |
PP |
100.52 |
100.52 |
S1 |
100.21 |
100.21 |
|