NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 06-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
102.94 |
102.23 |
-0.71 |
-0.7% |
100.53 |
| High |
103.16 |
102.73 |
-0.43 |
-0.4% |
103.16 |
| Low |
101.84 |
101.36 |
-0.48 |
-0.5% |
100.53 |
| Close |
102.00 |
102.13 |
0.13 |
0.1% |
102.13 |
| Range |
1.32 |
1.37 |
0.05 |
3.8% |
2.63 |
| ATR |
1.83 |
1.80 |
-0.03 |
-1.8% |
0.00 |
| Volume |
7,142 |
6,832 |
-310 |
-4.3% |
30,807 |
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.18 |
105.53 |
102.88 |
|
| R3 |
104.81 |
104.16 |
102.51 |
|
| R2 |
103.44 |
103.44 |
102.38 |
|
| R1 |
102.79 |
102.79 |
102.26 |
102.43 |
| PP |
102.07 |
102.07 |
102.07 |
101.90 |
| S1 |
101.42 |
101.42 |
102.00 |
101.06 |
| S2 |
100.70 |
100.70 |
101.88 |
|
| S3 |
99.33 |
100.05 |
101.75 |
|
| S4 |
97.96 |
98.68 |
101.38 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.83 |
108.61 |
103.58 |
|
| R3 |
107.20 |
105.98 |
102.85 |
|
| R2 |
104.57 |
104.57 |
102.61 |
|
| R1 |
103.35 |
103.35 |
102.37 |
103.96 |
| PP |
101.94 |
101.94 |
101.94 |
102.25 |
| S1 |
100.72 |
100.72 |
101.89 |
101.33 |
| S2 |
99.31 |
99.31 |
101.65 |
|
| S3 |
96.68 |
98.09 |
101.41 |
|
| S4 |
94.05 |
95.46 |
100.68 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.55 |
|
2.618 |
106.32 |
|
1.618 |
104.95 |
|
1.000 |
104.10 |
|
0.618 |
103.58 |
|
HIGH |
102.73 |
|
0.618 |
102.21 |
|
0.500 |
102.05 |
|
0.382 |
101.88 |
|
LOW |
101.36 |
|
0.618 |
100.51 |
|
1.000 |
99.99 |
|
1.618 |
99.14 |
|
2.618 |
97.77 |
|
4.250 |
95.54 |
|
|
| Fisher Pivots for day following 06-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.10 |
102.26 |
| PP |
102.07 |
102.22 |
| S1 |
102.05 |
102.17 |
|