NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 04-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
100.53 |
101.77 |
1.24 |
1.2% |
99.90 |
| High |
102.48 |
103.13 |
0.65 |
0.6% |
100.49 |
| Low |
100.53 |
101.65 |
1.12 |
1.1% |
98.28 |
| Close |
102.41 |
103.13 |
0.72 |
0.7% |
98.87 |
| Range |
1.95 |
1.48 |
-0.47 |
-24.1% |
2.21 |
| ATR |
1.90 |
1.87 |
-0.03 |
-1.6% |
0.00 |
| Volume |
6,165 |
10,668 |
4,503 |
73.0% |
9,356 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.08 |
106.58 |
103.94 |
|
| R3 |
105.60 |
105.10 |
103.54 |
|
| R2 |
104.12 |
104.12 |
103.40 |
|
| R1 |
103.62 |
103.62 |
103.27 |
103.87 |
| PP |
102.64 |
102.64 |
102.64 |
102.76 |
| S1 |
102.14 |
102.14 |
102.99 |
102.39 |
| S2 |
101.16 |
101.16 |
102.86 |
|
| S3 |
99.68 |
100.66 |
102.72 |
|
| S4 |
98.20 |
99.18 |
102.32 |
|
|
| 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 |
109.42 |
|
2.618 |
107.00 |
|
1.618 |
105.52 |
|
1.000 |
104.61 |
|
0.618 |
104.04 |
|
HIGH |
103.13 |
|
0.618 |
102.56 |
|
0.500 |
102.39 |
|
0.382 |
102.22 |
|
LOW |
101.65 |
|
0.618 |
100.74 |
|
1.000 |
100.17 |
|
1.618 |
99.26 |
|
2.618 |
97.78 |
|
4.250 |
95.36 |
|
|
| Fisher Pivots for day following 04-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.88 |
102.34 |
| PP |
102.64 |
101.54 |
| S1 |
102.39 |
100.75 |
|