NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 11-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
102.33 |
102.20 |
-0.13 |
-0.1% |
100.53 |
| High |
103.60 |
102.65 |
-0.95 |
-0.9% |
103.16 |
| Low |
102.33 |
101.26 |
-1.07 |
-1.0% |
100.53 |
| Close |
102.70 |
101.63 |
-1.07 |
-1.0% |
102.13 |
| Range |
1.27 |
1.39 |
0.12 |
9.4% |
2.63 |
| ATR |
1.76 |
1.74 |
-0.02 |
-1.3% |
0.00 |
| Volume |
8,329 |
6,773 |
-1,556 |
-18.7% |
30,807 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.02 |
105.21 |
102.39 |
|
| R3 |
104.63 |
103.82 |
102.01 |
|
| R2 |
103.24 |
103.24 |
101.88 |
|
| R1 |
102.43 |
102.43 |
101.76 |
102.14 |
| PP |
101.85 |
101.85 |
101.85 |
101.70 |
| S1 |
101.04 |
101.04 |
101.50 |
100.75 |
| S2 |
100.46 |
100.46 |
101.38 |
|
| S3 |
99.07 |
99.65 |
101.25 |
|
| S4 |
97.68 |
98.26 |
100.87 |
|
|
| 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 |
108.56 |
|
2.618 |
106.29 |
|
1.618 |
104.90 |
|
1.000 |
104.04 |
|
0.618 |
103.51 |
|
HIGH |
102.65 |
|
0.618 |
102.12 |
|
0.500 |
101.96 |
|
0.382 |
101.79 |
|
LOW |
101.26 |
|
0.618 |
100.40 |
|
1.000 |
99.87 |
|
1.618 |
99.01 |
|
2.618 |
97.62 |
|
4.250 |
95.35 |
|
|
| Fisher Pivots for day following 11-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
101.96 |
102.30 |
| PP |
101.85 |
102.07 |
| S1 |
101.74 |
101.85 |
|