NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 01-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
99.36 |
98.85 |
-0.51 |
-0.5% |
98.48 |
| High |
101.59 |
99.84 |
-1.75 |
-1.7% |
101.70 |
| Low |
98.25 |
97.49 |
-0.76 |
-0.8% |
97.71 |
| Close |
98.85 |
97.99 |
-0.86 |
-0.9% |
99.91 |
| Range |
3.34 |
2.35 |
-0.99 |
-29.6% |
3.99 |
| ATR |
2.36 |
2.36 |
0.00 |
0.0% |
0.00 |
| Volume |
58,062 |
94,229 |
36,167 |
62.3% |
325,670 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.49 |
104.09 |
99.28 |
|
| R3 |
103.14 |
101.74 |
98.64 |
|
| R2 |
100.79 |
100.79 |
98.42 |
|
| R1 |
99.39 |
99.39 |
98.21 |
98.92 |
| PP |
98.44 |
98.44 |
98.44 |
98.20 |
| S1 |
97.04 |
97.04 |
97.77 |
96.57 |
| S2 |
96.09 |
96.09 |
97.56 |
|
| S3 |
93.74 |
94.69 |
97.34 |
|
| S4 |
91.39 |
92.34 |
96.70 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.74 |
109.82 |
102.10 |
|
| R3 |
107.75 |
105.83 |
101.01 |
|
| R2 |
103.76 |
103.76 |
100.64 |
|
| R1 |
101.84 |
101.84 |
100.28 |
102.80 |
| PP |
99.77 |
99.77 |
99.77 |
100.26 |
| S1 |
97.85 |
97.85 |
99.54 |
98.81 |
| S2 |
95.78 |
95.78 |
99.18 |
|
| S3 |
91.79 |
93.86 |
98.81 |
|
| S4 |
87.80 |
89.87 |
97.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.70 |
97.49 |
4.21 |
4.3% |
2.17 |
2.2% |
12% |
False |
True |
64,014 |
| 10 |
102.48 |
97.49 |
4.99 |
5.1% |
2.32 |
2.4% |
10% |
False |
True |
62,076 |
| 20 |
104.10 |
97.49 |
6.61 |
6.7% |
2.32 |
2.4% |
8% |
False |
True |
56,449 |
| 40 |
104.10 |
93.27 |
10.83 |
11.1% |
2.34 |
2.4% |
44% |
False |
False |
39,617 |
| 60 |
104.10 |
92.73 |
11.37 |
11.6% |
2.33 |
2.4% |
46% |
False |
False |
32,177 |
| 80 |
104.10 |
81.97 |
22.13 |
22.6% |
2.38 |
2.4% |
72% |
False |
False |
27,632 |
| 100 |
104.10 |
76.15 |
27.95 |
28.5% |
2.51 |
2.6% |
78% |
False |
False |
23,685 |
| 120 |
104.10 |
76.15 |
27.95 |
28.5% |
2.49 |
2.5% |
78% |
False |
False |
20,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.83 |
|
2.618 |
105.99 |
|
1.618 |
103.64 |
|
1.000 |
102.19 |
|
0.618 |
101.29 |
|
HIGH |
99.84 |
|
0.618 |
98.94 |
|
0.500 |
98.67 |
|
0.382 |
98.39 |
|
LOW |
97.49 |
|
0.618 |
96.04 |
|
1.000 |
95.14 |
|
1.618 |
93.69 |
|
2.618 |
91.34 |
|
4.250 |
87.50 |
|
|
| Fisher Pivots for day following 01-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
98.67 |
99.54 |
| PP |
98.44 |
99.02 |
| S1 |
98.22 |
98.51 |
|