NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
102.40 |
103.00 |
0.60 |
0.6% |
99.65 |
| High |
103.66 |
103.74 |
0.08 |
0.1% |
101.18 |
| Low |
102.20 |
102.00 |
-0.20 |
-0.2% |
99.15 |
| Close |
103.47 |
102.30 |
-1.17 |
-1.1% |
99.15 |
| Range |
1.46 |
1.74 |
0.28 |
19.2% |
2.03 |
| ATR |
1.75 |
1.75 |
0.00 |
0.0% |
0.00 |
| Volume |
13,697 |
9,078 |
-4,619 |
-33.7% |
9,148 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.90 |
106.84 |
103.26 |
|
| R3 |
106.16 |
105.10 |
102.78 |
|
| R2 |
104.42 |
104.42 |
102.62 |
|
| R1 |
103.36 |
103.36 |
102.46 |
103.02 |
| PP |
102.68 |
102.68 |
102.68 |
102.51 |
| S1 |
101.62 |
101.62 |
102.14 |
101.28 |
| S2 |
100.94 |
100.94 |
101.98 |
|
| S3 |
99.20 |
99.88 |
101.82 |
|
| S4 |
97.46 |
98.14 |
101.34 |
|
|
| 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 |
111.14 |
|
2.618 |
108.30 |
|
1.618 |
106.56 |
|
1.000 |
105.48 |
|
0.618 |
104.82 |
|
HIGH |
103.74 |
|
0.618 |
103.08 |
|
0.500 |
102.87 |
|
0.382 |
102.66 |
|
LOW |
102.00 |
|
0.618 |
100.92 |
|
1.000 |
100.26 |
|
1.618 |
99.18 |
|
2.618 |
97.44 |
|
4.250 |
94.61 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.87 |
102.22 |
| PP |
102.68 |
102.14 |
| S1 |
102.49 |
102.07 |
|