NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 03-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
100.13 |
100.39 |
0.26 |
0.3% |
99.65 |
| High |
100.13 |
102.93 |
2.80 |
2.8% |
101.18 |
| Low |
99.15 |
100.39 |
1.24 |
1.3% |
99.15 |
| Close |
99.15 |
102.82 |
3.67 |
3.7% |
99.15 |
| Range |
0.98 |
2.54 |
1.56 |
159.2% |
2.03 |
| ATR |
1.62 |
1.77 |
0.15 |
9.5% |
0.00 |
| Volume |
2,466 |
3,576 |
1,110 |
45.0% |
9,148 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.67 |
108.78 |
104.22 |
|
| R3 |
107.13 |
106.24 |
103.52 |
|
| R2 |
104.59 |
104.59 |
103.29 |
|
| R1 |
103.70 |
103.70 |
103.05 |
104.15 |
| PP |
102.05 |
102.05 |
102.05 |
102.27 |
| S1 |
101.16 |
101.16 |
102.59 |
101.61 |
| S2 |
99.51 |
99.51 |
102.35 |
|
| S3 |
96.97 |
98.62 |
102.12 |
|
| S4 |
94.43 |
96.08 |
101.42 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.92 |
104.56 |
100.27 |
|
| R3 |
103.89 |
102.53 |
99.71 |
|
| R2 |
101.86 |
101.86 |
99.52 |
|
| R1 |
100.50 |
100.50 |
99.34 |
100.17 |
| PP |
99.83 |
99.83 |
99.83 |
99.66 |
| S1 |
98.47 |
98.47 |
98.96 |
98.14 |
| S2 |
97.80 |
97.80 |
98.78 |
|
| S3 |
95.77 |
96.44 |
98.59 |
|
| S4 |
93.74 |
94.41 |
98.03 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.73 |
|
2.618 |
109.58 |
|
1.618 |
107.04 |
|
1.000 |
105.47 |
|
0.618 |
104.50 |
|
HIGH |
102.93 |
|
0.618 |
101.96 |
|
0.500 |
101.66 |
|
0.382 |
101.36 |
|
LOW |
100.39 |
|
0.618 |
98.82 |
|
1.000 |
97.85 |
|
1.618 |
96.28 |
|
2.618 |
93.74 |
|
4.250 |
89.60 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.43 |
102.23 |
| PP |
102.05 |
101.63 |
| S1 |
101.66 |
101.04 |
|