NYMEX Light Sweet Crude Oil Future September 2012
Trading Metrics calculated at close of trading on 23-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
101.25 |
99.53 |
-1.72 |
-1.7% |
100.39 |
High |
101.25 |
100.84 |
-0.41 |
-0.4% |
102.55 |
Low |
99.43 |
99.53 |
0.10 |
0.1% |
99.43 |
Close |
99.61 |
100.67 |
1.06 |
1.1% |
99.61 |
Range |
1.82 |
1.31 |
-0.51 |
-28.0% |
3.12 |
ATR |
1.82 |
1.78 |
-0.04 |
-2.0% |
0.00 |
Volume |
15,360 |
13,315 |
-2,045 |
-13.3% |
44,583 |
|
Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.28 |
103.78 |
101.39 |
|
R3 |
102.97 |
102.47 |
101.03 |
|
R2 |
101.66 |
101.66 |
100.91 |
|
R1 |
101.16 |
101.16 |
100.79 |
101.41 |
PP |
100.35 |
100.35 |
100.35 |
100.47 |
S1 |
99.85 |
99.85 |
100.55 |
100.10 |
S2 |
99.04 |
99.04 |
100.43 |
|
S3 |
97.73 |
98.54 |
100.31 |
|
S4 |
96.42 |
97.23 |
99.95 |
|
|
Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.89 |
107.87 |
101.33 |
|
R3 |
106.77 |
104.75 |
100.47 |
|
R2 |
103.65 |
103.65 |
100.18 |
|
R1 |
101.63 |
101.63 |
99.90 |
101.08 |
PP |
100.53 |
100.53 |
100.53 |
100.26 |
S1 |
98.51 |
98.51 |
99.32 |
97.96 |
S2 |
97.41 |
97.41 |
99.04 |
|
S3 |
94.29 |
95.39 |
98.75 |
|
S4 |
91.17 |
92.27 |
97.89 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.41 |
2.618 |
104.27 |
1.618 |
102.96 |
1.000 |
102.15 |
0.618 |
101.65 |
HIGH |
100.84 |
0.618 |
100.34 |
0.500 |
100.19 |
0.382 |
100.03 |
LOW |
99.53 |
0.618 |
98.72 |
1.000 |
98.22 |
1.618 |
97.41 |
2.618 |
96.10 |
4.250 |
93.96 |
|
|
Fisher Pivots for day following 23-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
100.51 |
100.99 |
PP |
100.35 |
100.88 |
S1 |
100.19 |
100.78 |
|