NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 07-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
98.15 |
97.63 |
-0.52 |
-0.5% |
100.30 |
| High |
98.15 |
99.53 |
1.38 |
1.4% |
101.59 |
| Low |
96.78 |
96.33 |
-0.45 |
-0.5% |
95.81 |
| Close |
97.41 |
98.82 |
1.41 |
1.4% |
98.23 |
| Range |
1.37 |
3.20 |
1.83 |
133.6% |
5.78 |
| ATR |
2.28 |
2.34 |
0.07 |
2.9% |
0.00 |
| Volume |
115,402 |
115,703 |
301 |
0.3% |
362,590 |
|
| Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.83 |
106.52 |
100.58 |
|
| R3 |
104.63 |
103.32 |
99.70 |
|
| R2 |
101.43 |
101.43 |
99.41 |
|
| R1 |
100.12 |
100.12 |
99.11 |
100.78 |
| PP |
98.23 |
98.23 |
98.23 |
98.55 |
| S1 |
96.92 |
96.92 |
98.53 |
97.58 |
| S2 |
95.03 |
95.03 |
98.23 |
|
| S3 |
91.83 |
93.72 |
97.94 |
|
| S4 |
88.63 |
90.52 |
97.06 |
|
|
| 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 |
99.84 |
95.81 |
4.03 |
4.1% |
2.29 |
2.3% |
75% |
False |
False |
98,185 |
| 10 |
101.70 |
95.81 |
5.89 |
6.0% |
2.28 |
2.3% |
51% |
False |
False |
78,259 |
| 20 |
103.80 |
95.81 |
7.99 |
8.1% |
2.37 |
2.4% |
38% |
False |
False |
66,581 |
| 40 |
104.10 |
93.27 |
10.83 |
11.0% |
2.34 |
2.4% |
51% |
False |
False |
46,993 |
| 60 |
104.10 |
93.27 |
10.83 |
11.0% |
2.36 |
2.4% |
51% |
False |
False |
37,813 |
| 80 |
104.10 |
84.22 |
19.88 |
20.1% |
2.38 |
2.4% |
73% |
False |
False |
32,063 |
| 100 |
104.10 |
76.15 |
27.95 |
28.3% |
2.49 |
2.5% |
81% |
False |
False |
27,253 |
| 120 |
104.10 |
76.15 |
27.95 |
28.3% |
2.50 |
2.5% |
81% |
False |
False |
23,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.13 |
|
2.618 |
107.91 |
|
1.618 |
104.71 |
|
1.000 |
102.73 |
|
0.618 |
101.51 |
|
HIGH |
99.53 |
|
0.618 |
98.31 |
|
0.500 |
97.93 |
|
0.382 |
97.55 |
|
LOW |
96.33 |
|
0.618 |
94.35 |
|
1.000 |
93.13 |
|
1.618 |
91.15 |
|
2.618 |
87.95 |
|
4.250 |
82.73 |
|
|
| Fisher Pivots for day following 07-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
98.52 |
98.52 |
| PP |
98.23 |
98.23 |
| S1 |
97.93 |
97.93 |
|