NYMEX Light Sweet Crude Oil Future March 2012
Trading Metrics calculated at close of trading on 09-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
98.77 |
99.10 |
0.33 |
0.3% |
100.00 |
High |
100.09 |
100.18 |
0.09 |
0.1% |
101.29 |
Low |
98.10 |
98.66 |
0.56 |
0.6% |
95.44 |
Close |
98.71 |
99.84 |
1.13 |
1.1% |
97.84 |
Range |
1.99 |
1.52 |
-0.47 |
-23.6% |
5.85 |
ATR |
2.37 |
2.31 |
-0.06 |
-2.6% |
0.00 |
Volume |
339,608 |
267,614 |
-71,994 |
-21.2% |
1,428,161 |
|
Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.12 |
103.50 |
100.68 |
|
R3 |
102.60 |
101.98 |
100.26 |
|
R2 |
101.08 |
101.08 |
100.12 |
|
R1 |
100.46 |
100.46 |
99.98 |
100.77 |
PP |
99.56 |
99.56 |
99.56 |
99.72 |
S1 |
98.94 |
98.94 |
99.70 |
99.25 |
S2 |
98.04 |
98.04 |
99.56 |
|
S3 |
96.52 |
97.42 |
99.42 |
|
S4 |
95.00 |
95.90 |
99.00 |
|
|
Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.74 |
112.64 |
101.06 |
|
R3 |
109.89 |
106.79 |
99.45 |
|
R2 |
104.04 |
104.04 |
98.91 |
|
R1 |
100.94 |
100.94 |
98.38 |
99.57 |
PP |
98.19 |
98.19 |
98.19 |
97.50 |
S1 |
95.09 |
95.09 |
97.30 |
93.72 |
S2 |
92.34 |
92.34 |
96.77 |
|
S3 |
86.49 |
89.24 |
96.23 |
|
S4 |
80.64 |
83.39 |
94.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.18 |
95.84 |
4.34 |
4.3% |
2.04 |
2.0% |
92% |
True |
False |
306,180 |
10 |
101.29 |
95.44 |
5.85 |
5.9% |
2.17 |
2.2% |
75% |
False |
False |
290,018 |
20 |
103.19 |
95.44 |
7.75 |
7.8% |
2.40 |
2.4% |
57% |
False |
False |
252,758 |
40 |
103.90 |
92.95 |
10.95 |
11.0% |
2.40 |
2.4% |
63% |
False |
False |
158,035 |
60 |
103.90 |
92.95 |
10.95 |
11.0% |
2.47 |
2.5% |
63% |
False |
False |
120,907 |
80 |
103.90 |
84.69 |
19.21 |
19.2% |
2.53 |
2.5% |
79% |
False |
False |
98,910 |
100 |
103.90 |
75.90 |
28.00 |
28.0% |
2.64 |
2.6% |
86% |
False |
False |
82,617 |
120 |
103.90 |
75.90 |
28.00 |
28.0% |
2.61 |
2.6% |
86% |
False |
False |
71,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.64 |
2.618 |
104.16 |
1.618 |
102.64 |
1.000 |
101.70 |
0.618 |
101.12 |
HIGH |
100.18 |
0.618 |
99.60 |
0.500 |
99.42 |
0.382 |
99.24 |
LOW |
98.66 |
0.618 |
97.72 |
1.000 |
97.14 |
1.618 |
96.20 |
2.618 |
94.68 |
4.250 |
92.20 |
|
|
Fisher Pivots for day following 09-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
99.70 |
99.23 |
PP |
99.56 |
98.62 |
S1 |
99.42 |
98.01 |
|