NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 06-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
97.01 |
98.15 |
1.14 |
1.2% |
100.30 |
| High |
98.40 |
98.15 |
-0.25 |
-0.3% |
101.59 |
| Low |
96.41 |
96.78 |
0.37 |
0.4% |
95.81 |
| Close |
98.23 |
97.41 |
-0.82 |
-0.8% |
98.23 |
| Range |
1.99 |
1.37 |
-0.62 |
-31.2% |
5.78 |
| ATR |
2.34 |
2.28 |
-0.06 |
-2.7% |
0.00 |
| Volume |
86,850 |
115,402 |
28,552 |
32.9% |
362,590 |
|
| Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.56 |
100.85 |
98.16 |
|
| R3 |
100.19 |
99.48 |
97.79 |
|
| R2 |
98.82 |
98.82 |
97.66 |
|
| R1 |
98.11 |
98.11 |
97.54 |
97.78 |
| PP |
97.45 |
97.45 |
97.45 |
97.28 |
| S1 |
96.74 |
96.74 |
97.28 |
96.41 |
| S2 |
96.08 |
96.08 |
97.16 |
|
| S3 |
94.71 |
95.37 |
97.03 |
|
| S4 |
93.34 |
94.00 |
96.66 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.88 |
112.84 |
101.41 |
|
| R3 |
110.10 |
107.06 |
99.82 |
|
| R2 |
104.32 |
104.32 |
99.29 |
|
| R1 |
101.28 |
101.28 |
98.76 |
99.91 |
| PP |
98.54 |
98.54 |
98.54 |
97.86 |
| S1 |
95.50 |
95.50 |
97.70 |
94.13 |
| S2 |
92.76 |
92.76 |
97.17 |
|
| S3 |
86.98 |
89.72 |
96.64 |
|
| S4 |
81.20 |
83.94 |
95.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.59 |
95.81 |
5.78 |
5.9% |
2.32 |
2.4% |
28% |
False |
False |
86,657 |
| 10 |
101.70 |
95.81 |
5.89 |
6.0% |
2.14 |
2.2% |
27% |
False |
False |
71,979 |
| 20 |
103.80 |
95.81 |
7.99 |
8.2% |
2.31 |
2.4% |
20% |
False |
False |
63,452 |
| 40 |
104.10 |
93.27 |
10.83 |
11.1% |
2.35 |
2.4% |
38% |
False |
False |
45,322 |
| 60 |
104.10 |
93.27 |
10.83 |
11.1% |
2.35 |
2.4% |
38% |
False |
False |
36,138 |
| 80 |
104.10 |
84.22 |
19.88 |
20.4% |
2.37 |
2.4% |
66% |
False |
False |
30,807 |
| 100 |
104.10 |
76.15 |
27.95 |
28.7% |
2.47 |
2.5% |
76% |
False |
False |
26,228 |
| 120 |
104.10 |
76.15 |
27.95 |
28.7% |
2.49 |
2.6% |
76% |
False |
False |
22,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.97 |
|
2.618 |
101.74 |
|
1.618 |
100.37 |
|
1.000 |
99.52 |
|
0.618 |
99.00 |
|
HIGH |
98.15 |
|
0.618 |
97.63 |
|
0.500 |
97.47 |
|
0.382 |
97.30 |
|
LOW |
96.78 |
|
0.618 |
95.93 |
|
1.000 |
95.41 |
|
1.618 |
94.56 |
|
2.618 |
93.19 |
|
4.250 |
90.96 |
|
|
| Fisher Pivots for day following 06-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.47 |
97.31 |
| PP |
97.45 |
97.21 |
| S1 |
97.43 |
97.11 |
|