NYMEX Light Sweet Crude Oil Future March 2012
Trading Metrics calculated at close of trading on 14-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
99.33 |
100.73 |
1.40 |
1.4% |
97.74 |
High |
101.00 |
101.84 |
0.84 |
0.8% |
100.18 |
Low |
99.09 |
100.28 |
1.19 |
1.2% |
95.84 |
Close |
100.91 |
100.74 |
-0.17 |
-0.2% |
98.67 |
Range |
1.91 |
1.56 |
-0.35 |
-18.3% |
4.34 |
ATR |
2.33 |
2.28 |
-0.06 |
-2.4% |
0.00 |
Volume |
241,077 |
285,617 |
44,540 |
18.5% |
1,504,089 |
|
Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.63 |
104.75 |
101.60 |
|
R3 |
104.07 |
103.19 |
101.17 |
|
R2 |
102.51 |
102.51 |
101.03 |
|
R1 |
101.63 |
101.63 |
100.88 |
102.07 |
PP |
100.95 |
100.95 |
100.95 |
101.18 |
S1 |
100.07 |
100.07 |
100.60 |
100.51 |
S2 |
99.39 |
99.39 |
100.45 |
|
S3 |
97.83 |
98.51 |
100.31 |
|
S4 |
96.27 |
96.95 |
99.88 |
|
|
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 |
101.84 |
97.32 |
4.52 |
4.5% |
1.91 |
1.9% |
76% |
True |
False |
280,935 |
10 |
101.84 |
95.44 |
6.40 |
6.4% |
2.12 |
2.1% |
83% |
True |
False |
290,944 |
20 |
102.24 |
95.44 |
6.80 |
6.8% |
2.24 |
2.2% |
78% |
False |
False |
271,758 |
40 |
103.90 |
92.95 |
10.95 |
10.9% |
2.25 |
2.2% |
71% |
False |
False |
172,937 |
60 |
103.90 |
92.95 |
10.95 |
10.9% |
2.44 |
2.4% |
71% |
False |
False |
132,316 |
80 |
103.90 |
84.69 |
19.21 |
19.1% |
2.49 |
2.5% |
84% |
False |
False |
108,088 |
100 |
103.90 |
75.90 |
28.00 |
27.8% |
2.63 |
2.6% |
89% |
False |
False |
90,290 |
120 |
103.90 |
75.90 |
28.00 |
27.8% |
2.58 |
2.6% |
89% |
False |
False |
77,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.47 |
2.618 |
105.92 |
1.618 |
104.36 |
1.000 |
103.40 |
0.618 |
102.80 |
HIGH |
101.84 |
0.618 |
101.24 |
0.500 |
101.06 |
0.382 |
100.88 |
LOW |
100.28 |
0.618 |
99.32 |
1.000 |
98.72 |
1.618 |
97.76 |
2.618 |
96.20 |
4.250 |
93.65 |
|
|
Fisher Pivots for day following 14-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
101.06 |
100.35 |
PP |
100.95 |
99.97 |
S1 |
100.85 |
99.58 |
|