NYMEX Light Sweet Crude Oil Future March 2012
Trading Metrics calculated at close of trading on 10-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
99.10 |
99.89 |
0.79 |
0.8% |
97.74 |
High |
100.18 |
99.89 |
-0.29 |
-0.3% |
100.18 |
Low |
98.66 |
97.32 |
-1.34 |
-1.4% |
95.84 |
Close |
99.84 |
98.67 |
-1.17 |
-1.2% |
98.67 |
Range |
1.52 |
2.57 |
1.05 |
69.1% |
4.34 |
ATR |
2.31 |
2.33 |
0.02 |
0.8% |
0.00 |
Volume |
267,614 |
270,760 |
3,146 |
1.2% |
1,504,089 |
|
Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.34 |
105.07 |
100.08 |
|
R3 |
103.77 |
102.50 |
99.38 |
|
R2 |
101.20 |
101.20 |
99.14 |
|
R1 |
99.93 |
99.93 |
98.91 |
99.28 |
PP |
98.63 |
98.63 |
98.63 |
98.30 |
S1 |
97.36 |
97.36 |
98.43 |
96.71 |
S2 |
96.06 |
96.06 |
98.20 |
|
S3 |
93.49 |
94.79 |
97.96 |
|
S4 |
90.92 |
92.22 |
97.26 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.25 |
109.30 |
101.06 |
|
R3 |
106.91 |
104.96 |
99.86 |
|
R2 |
102.57 |
102.57 |
99.47 |
|
R1 |
100.62 |
100.62 |
99.07 |
101.60 |
PP |
98.23 |
98.23 |
98.23 |
98.72 |
S1 |
96.28 |
96.28 |
98.27 |
97.26 |
S2 |
93.89 |
93.89 |
97.87 |
|
S3 |
89.55 |
91.94 |
97.48 |
|
S4 |
85.21 |
87.60 |
96.28 |
|
|
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 |
4.4% |
2.15 |
2.2% |
65% |
False |
False |
300,817 |
10 |
101.29 |
95.44 |
5.85 |
5.9% |
2.27 |
2.3% |
55% |
False |
False |
293,225 |
20 |
102.24 |
95.44 |
6.80 |
6.9% |
2.31 |
2.3% |
48% |
False |
False |
260,662 |
40 |
103.90 |
92.95 |
10.95 |
11.1% |
2.37 |
2.4% |
52% |
False |
False |
163,459 |
60 |
103.90 |
92.95 |
10.95 |
11.1% |
2.48 |
2.5% |
52% |
False |
False |
124,815 |
80 |
103.90 |
84.69 |
19.21 |
19.5% |
2.53 |
2.6% |
73% |
False |
False |
102,000 |
100 |
103.90 |
75.90 |
28.00 |
28.4% |
2.64 |
2.7% |
81% |
False |
False |
85,236 |
120 |
103.90 |
75.90 |
28.00 |
28.4% |
2.59 |
2.6% |
81% |
False |
False |
73,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.81 |
2.618 |
106.62 |
1.618 |
104.05 |
1.000 |
102.46 |
0.618 |
101.48 |
HIGH |
99.89 |
0.618 |
98.91 |
0.500 |
98.61 |
0.382 |
98.30 |
LOW |
97.32 |
0.618 |
95.73 |
1.000 |
94.75 |
1.618 |
93.16 |
2.618 |
90.59 |
4.250 |
86.40 |
|
|
Fisher Pivots for day following 10-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
98.65 |
98.75 |
PP |
98.63 |
98.72 |
S1 |
98.61 |
98.70 |
|