NYMEX Light Sweet Crude Oil Future October 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 |
101.92 |
100.85 |
-1.07 |
-1.0% |
100.84 |
High |
102.05 |
101.39 |
-0.66 |
-0.6% |
102.05 |
Low |
101.10 |
100.85 |
-0.25 |
-0.2% |
99.50 |
Close |
101.10 |
100.92 |
-0.18 |
-0.2% |
100.92 |
Range |
0.95 |
0.54 |
-0.41 |
-43.2% |
2.55 |
ATR |
|
|
|
|
|
Volume |
4,884 |
3,008 |
-1,876 |
-38.4% |
20,206 |
|
Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.67 |
102.34 |
101.22 |
|
R3 |
102.13 |
101.80 |
101.07 |
|
R2 |
101.59 |
101.59 |
101.02 |
|
R1 |
101.26 |
101.26 |
100.97 |
101.43 |
PP |
101.05 |
101.05 |
101.05 |
101.14 |
S1 |
100.72 |
100.72 |
100.87 |
100.89 |
S2 |
100.51 |
100.51 |
100.82 |
|
S3 |
99.97 |
100.18 |
100.77 |
|
S4 |
99.43 |
99.64 |
100.62 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.47 |
107.25 |
102.32 |
|
R3 |
105.92 |
104.70 |
101.62 |
|
R2 |
103.37 |
103.37 |
101.39 |
|
R1 |
102.15 |
102.15 |
101.15 |
102.76 |
PP |
100.82 |
100.82 |
100.82 |
101.13 |
S1 |
99.60 |
99.60 |
100.69 |
100.21 |
S2 |
98.27 |
98.27 |
100.45 |
|
S3 |
95.72 |
97.05 |
100.22 |
|
S4 |
93.17 |
94.50 |
99.52 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.69 |
2.618 |
102.80 |
1.618 |
102.26 |
1.000 |
101.93 |
0.618 |
101.72 |
HIGH |
101.39 |
0.618 |
101.18 |
0.500 |
101.12 |
0.382 |
101.06 |
LOW |
100.85 |
0.618 |
100.52 |
1.000 |
100.31 |
1.618 |
99.98 |
2.618 |
99.44 |
4.250 |
98.56 |
|
|
Fisher Pivots for day following 27-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
101.12 |
100.87 |
PP |
101.05 |
100.82 |
S1 |
100.99 |
100.78 |
|