NYMEX Light Sweet Crude Oil Future August 2012
Trading Metrics calculated at close of trading on 23-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
100.40 |
98.71 |
-1.69 |
-1.7% |
101.17 |
High |
100.40 |
101.00 |
0.60 |
0.6% |
103.00 |
Low |
99.38 |
98.71 |
-0.67 |
-0.7% |
99.38 |
Close |
99.62 |
100.69 |
1.07 |
1.1% |
99.62 |
Range |
1.02 |
2.29 |
1.27 |
124.5% |
3.62 |
ATR |
1.79 |
1.83 |
0.04 |
2.0% |
0.00 |
Volume |
8,564 |
10,099 |
1,535 |
17.9% |
31,284 |
|
Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.00 |
106.14 |
101.95 |
|
R3 |
104.71 |
103.85 |
101.32 |
|
R2 |
102.42 |
102.42 |
101.11 |
|
R1 |
101.56 |
101.56 |
100.90 |
101.99 |
PP |
100.13 |
100.13 |
100.13 |
100.35 |
S1 |
99.27 |
99.27 |
100.48 |
99.70 |
S2 |
97.84 |
97.84 |
100.27 |
|
S3 |
95.55 |
96.98 |
100.06 |
|
S4 |
93.26 |
94.69 |
99.43 |
|
|
Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.53 |
109.19 |
101.61 |
|
R3 |
107.91 |
105.57 |
100.62 |
|
R2 |
104.29 |
104.29 |
100.28 |
|
R1 |
101.95 |
101.95 |
99.95 |
101.31 |
PP |
100.67 |
100.67 |
100.67 |
100.35 |
S1 |
98.33 |
98.33 |
99.29 |
97.69 |
S2 |
97.05 |
97.05 |
98.96 |
|
S3 |
93.43 |
94.71 |
98.62 |
|
S4 |
89.81 |
91.09 |
97.63 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.73 |
2.618 |
107.00 |
1.618 |
104.71 |
1.000 |
103.29 |
0.618 |
102.42 |
HIGH |
101.00 |
0.618 |
100.13 |
0.500 |
99.86 |
0.382 |
99.58 |
LOW |
98.71 |
0.618 |
97.29 |
1.000 |
96.42 |
1.618 |
95.00 |
2.618 |
92.71 |
4.250 |
88.98 |
|
|
Fisher Pivots for day following 23-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
100.41 |
100.78 |
PP |
100.13 |
100.75 |
S1 |
99.86 |
100.72 |
|