NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 31-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
100.36 |
101.36 |
1.00 |
1.0% |
100.84 |
| High |
100.50 |
102.09 |
1.59 |
1.6% |
102.05 |
| Low |
100.34 |
100.18 |
-0.16 |
-0.2% |
99.50 |
| Close |
100.34 |
100.18 |
-0.16 |
-0.2% |
100.92 |
| Range |
0.16 |
1.91 |
1.75 |
1,093.8% |
2.55 |
| ATR |
|
|
|
|
|
| Volume |
4,295 |
2,618 |
-1,677 |
-39.0% |
20,206 |
|
| Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.55 |
105.27 |
101.23 |
|
| R3 |
104.64 |
103.36 |
100.71 |
|
| R2 |
102.73 |
102.73 |
100.53 |
|
| R1 |
101.45 |
101.45 |
100.36 |
101.14 |
| PP |
100.82 |
100.82 |
100.82 |
100.66 |
| S1 |
99.54 |
99.54 |
100.00 |
99.23 |
| S2 |
98.91 |
98.91 |
99.83 |
|
| S3 |
97.00 |
97.63 |
99.65 |
|
| S4 |
95.09 |
95.72 |
99.13 |
|
|
| 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 |
110.21 |
|
2.618 |
107.09 |
|
1.618 |
105.18 |
|
1.000 |
104.00 |
|
0.618 |
103.27 |
|
HIGH |
102.09 |
|
0.618 |
101.36 |
|
0.500 |
101.14 |
|
0.382 |
100.91 |
|
LOW |
100.18 |
|
0.618 |
99.00 |
|
1.000 |
98.27 |
|
1.618 |
97.09 |
|
2.618 |
95.18 |
|
4.250 |
92.06 |
|
|
| Fisher Pivots for day following 31-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
101.14 |
101.14 |
| PP |
100.82 |
100.82 |
| S1 |
100.50 |
100.50 |
|