NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 09-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
102.23 |
101.82 |
-0.41 |
-0.4% |
100.53 |
| High |
102.73 |
102.62 |
-0.11 |
-0.1% |
103.16 |
| Low |
101.36 |
100.99 |
-0.37 |
-0.4% |
100.53 |
| Close |
102.13 |
102.12 |
-0.01 |
0.0% |
102.13 |
| Range |
1.37 |
1.63 |
0.26 |
19.0% |
2.63 |
| ATR |
1.80 |
1.78 |
-0.01 |
-0.7% |
0.00 |
| Volume |
6,832 |
7,298 |
466 |
6.8% |
30,807 |
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.80 |
106.09 |
103.02 |
|
| R3 |
105.17 |
104.46 |
102.57 |
|
| R2 |
103.54 |
103.54 |
102.42 |
|
| R1 |
102.83 |
102.83 |
102.27 |
103.19 |
| PP |
101.91 |
101.91 |
101.91 |
102.09 |
| S1 |
101.20 |
101.20 |
101.97 |
101.56 |
| S2 |
100.28 |
100.28 |
101.82 |
|
| S3 |
98.65 |
99.57 |
101.67 |
|
| S4 |
97.02 |
97.94 |
101.22 |
|
|
| 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 |
109.55 |
|
2.618 |
106.89 |
|
1.618 |
105.26 |
|
1.000 |
104.25 |
|
0.618 |
103.63 |
|
HIGH |
102.62 |
|
0.618 |
102.00 |
|
0.500 |
101.81 |
|
0.382 |
101.61 |
|
LOW |
100.99 |
|
0.618 |
99.98 |
|
1.000 |
99.36 |
|
1.618 |
98.35 |
|
2.618 |
96.72 |
|
4.250 |
94.06 |
|
|
| Fisher Pivots for day following 09-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.02 |
102.11 |
| PP |
101.91 |
102.09 |
| S1 |
101.81 |
102.08 |
|