NYMEX Light Sweet Crude Oil Future August 2012
Trading Metrics calculated at close of trading on 12-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
102.25 |
103.03 |
0.78 |
0.8% |
100.39 |
High |
102.60 |
103.53 |
0.93 |
0.9% |
103.74 |
Low |
101.74 |
100.00 |
-1.74 |
-1.7% |
100.39 |
Close |
101.78 |
100.11 |
-1.67 |
-1.6% |
102.37 |
Range |
0.86 |
3.53 |
2.67 |
310.5% |
3.35 |
ATR |
1.68 |
1.81 |
0.13 |
7.9% |
0.00 |
Volume |
4,852 |
5,896 |
1,044 |
21.5% |
35,071 |
|
Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.80 |
109.49 |
102.05 |
|
R3 |
108.27 |
105.96 |
101.08 |
|
R2 |
104.74 |
104.74 |
100.76 |
|
R1 |
102.43 |
102.43 |
100.43 |
101.82 |
PP |
101.21 |
101.21 |
101.21 |
100.91 |
S1 |
98.90 |
98.90 |
99.79 |
98.29 |
S2 |
97.68 |
97.68 |
99.46 |
|
S3 |
94.15 |
95.37 |
99.14 |
|
S4 |
90.62 |
91.84 |
98.17 |
|
|
Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.22 |
110.64 |
104.21 |
|
R3 |
108.87 |
107.29 |
103.29 |
|
R2 |
105.52 |
105.52 |
102.98 |
|
R1 |
103.94 |
103.94 |
102.68 |
104.73 |
PP |
102.17 |
102.17 |
102.17 |
102.56 |
S1 |
100.59 |
100.59 |
102.06 |
101.38 |
S2 |
98.82 |
98.82 |
101.76 |
|
S3 |
95.47 |
97.24 |
101.45 |
|
S4 |
92.12 |
93.89 |
100.53 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118.53 |
2.618 |
112.77 |
1.618 |
109.24 |
1.000 |
107.06 |
0.618 |
105.71 |
HIGH |
103.53 |
0.618 |
102.18 |
0.500 |
101.77 |
0.382 |
101.35 |
LOW |
100.00 |
0.618 |
97.82 |
1.000 |
96.47 |
1.618 |
94.29 |
2.618 |
90.76 |
4.250 |
85.00 |
|
|
Fisher Pivots for day following 12-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
101.77 |
101.98 |
PP |
101.21 |
101.35 |
S1 |
100.66 |
100.73 |
|