NYMEX Light Sweet Crude Oil Future August 2012
Trading Metrics calculated at close of trading on 27-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
101.38 |
101.42 |
0.04 |
0.0% |
98.71 |
High |
102.15 |
101.65 |
-0.50 |
-0.5% |
102.15 |
Low |
101.04 |
100.86 |
-0.18 |
-0.2% |
98.71 |
Close |
101.04 |
100.88 |
-0.16 |
-0.2% |
100.88 |
Range |
1.11 |
0.79 |
-0.32 |
-28.8% |
3.44 |
ATR |
1.74 |
1.67 |
-0.07 |
-3.9% |
0.00 |
Volume |
7,599 |
5,670 |
-1,929 |
-25.4% |
33,403 |
|
Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.50 |
102.98 |
101.31 |
|
R3 |
102.71 |
102.19 |
101.10 |
|
R2 |
101.92 |
101.92 |
101.02 |
|
R1 |
101.40 |
101.40 |
100.95 |
101.27 |
PP |
101.13 |
101.13 |
101.13 |
101.06 |
S1 |
100.61 |
100.61 |
100.81 |
100.48 |
S2 |
100.34 |
100.34 |
100.74 |
|
S3 |
99.55 |
99.82 |
100.66 |
|
S4 |
98.76 |
99.03 |
100.45 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.90 |
109.33 |
102.77 |
|
R3 |
107.46 |
105.89 |
101.83 |
|
R2 |
104.02 |
104.02 |
101.51 |
|
R1 |
102.45 |
102.45 |
101.20 |
103.24 |
PP |
100.58 |
100.58 |
100.58 |
100.97 |
S1 |
99.01 |
99.01 |
100.56 |
99.80 |
S2 |
97.14 |
97.14 |
100.25 |
|
S3 |
93.70 |
95.57 |
99.93 |
|
S4 |
90.26 |
92.13 |
98.99 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.01 |
2.618 |
103.72 |
1.618 |
102.93 |
1.000 |
102.44 |
0.618 |
102.14 |
HIGH |
101.65 |
0.618 |
101.35 |
0.500 |
101.26 |
0.382 |
101.16 |
LOW |
100.86 |
0.618 |
100.37 |
1.000 |
100.07 |
1.618 |
99.58 |
2.618 |
98.79 |
4.250 |
97.50 |
|
|
Fisher Pivots for day following 27-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
101.26 |
100.85 |
PP |
101.13 |
100.81 |
S1 |
101.01 |
100.78 |
|