NYMEX Light Sweet Crude Oil Future September 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 |
99.09 |
100.53 |
1.44 |
1.5% |
99.90 |
| High |
99.40 |
102.48 |
3.08 |
3.1% |
100.49 |
| Low |
98.37 |
100.53 |
2.16 |
2.2% |
98.28 |
| Close |
98.87 |
102.41 |
3.54 |
3.6% |
98.87 |
| Range |
1.03 |
1.95 |
0.92 |
89.3% |
2.21 |
| ATR |
1.77 |
1.90 |
0.13 |
7.5% |
0.00 |
| Volume |
2,198 |
6,165 |
3,967 |
180.5% |
9,356 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.66 |
106.98 |
103.48 |
|
| R3 |
105.71 |
105.03 |
102.95 |
|
| R2 |
103.76 |
103.76 |
102.77 |
|
| R1 |
103.08 |
103.08 |
102.59 |
103.42 |
| PP |
101.81 |
101.81 |
101.81 |
101.98 |
| S1 |
101.13 |
101.13 |
102.23 |
101.47 |
| S2 |
99.86 |
99.86 |
102.05 |
|
| S3 |
97.91 |
99.18 |
101.87 |
|
| S4 |
95.96 |
97.23 |
101.34 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.84 |
104.57 |
100.09 |
|
| R3 |
103.63 |
102.36 |
99.48 |
|
| R2 |
101.42 |
101.42 |
99.28 |
|
| R1 |
100.15 |
100.15 |
99.07 |
99.68 |
| PP |
99.21 |
99.21 |
99.21 |
98.98 |
| S1 |
97.94 |
97.94 |
98.67 |
97.47 |
| S2 |
97.00 |
97.00 |
98.46 |
|
| S3 |
94.79 |
95.73 |
98.26 |
|
| S4 |
92.58 |
93.52 |
97.65 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.77 |
|
2.618 |
107.59 |
|
1.618 |
105.64 |
|
1.000 |
104.43 |
|
0.618 |
103.69 |
|
HIGH |
102.48 |
|
0.618 |
101.74 |
|
0.500 |
101.51 |
|
0.382 |
101.27 |
|
LOW |
100.53 |
|
0.618 |
99.32 |
|
1.000 |
98.58 |
|
1.618 |
97.37 |
|
2.618 |
95.42 |
|
4.250 |
92.24 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.11 |
101.73 |
| PP |
101.81 |
101.06 |
| S1 |
101.51 |
100.38 |
|