NYMEX Light Sweet Crude Oil Future September 2012
Trading Metrics calculated at close of trading on 27-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
101.45 |
101.53 |
0.08 |
0.1% |
99.53 |
High |
102.30 |
101.68 |
-0.62 |
-0.6% |
102.30 |
Low |
100.70 |
100.60 |
-0.10 |
-0.1% |
99.27 |
Close |
101.08 |
100.91 |
-0.17 |
-0.2% |
100.91 |
Range |
1.60 |
1.08 |
-0.52 |
-32.5% |
3.03 |
ATR |
1.72 |
1.67 |
-0.05 |
-2.6% |
0.00 |
Volume |
9,432 |
7,896 |
-1,536 |
-16.3% |
41,712 |
|
Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.30 |
103.69 |
101.50 |
|
R3 |
103.22 |
102.61 |
101.21 |
|
R2 |
102.14 |
102.14 |
101.11 |
|
R1 |
101.53 |
101.53 |
101.01 |
101.30 |
PP |
101.06 |
101.06 |
101.06 |
100.95 |
S1 |
100.45 |
100.45 |
100.81 |
100.22 |
S2 |
99.98 |
99.98 |
100.71 |
|
S3 |
98.90 |
99.37 |
100.61 |
|
S4 |
97.82 |
98.29 |
100.32 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.92 |
108.44 |
102.58 |
|
R3 |
106.89 |
105.41 |
101.74 |
|
R2 |
103.86 |
103.86 |
101.47 |
|
R1 |
102.38 |
102.38 |
101.19 |
103.12 |
PP |
100.83 |
100.83 |
100.83 |
101.20 |
S1 |
99.35 |
99.35 |
100.63 |
100.09 |
S2 |
97.80 |
97.80 |
100.35 |
|
S3 |
94.77 |
96.32 |
100.08 |
|
S4 |
91.74 |
93.29 |
99.24 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.27 |
2.618 |
104.51 |
1.618 |
103.43 |
1.000 |
102.76 |
0.618 |
102.35 |
HIGH |
101.68 |
0.618 |
101.27 |
0.500 |
101.14 |
0.382 |
101.01 |
LOW |
100.60 |
0.618 |
99.93 |
1.000 |
99.52 |
1.618 |
98.85 |
2.618 |
97.77 |
4.250 |
96.01 |
|
|
Fisher Pivots for day following 27-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
101.14 |
100.87 |
PP |
101.06 |
100.83 |
S1 |
100.99 |
100.79 |
|