NYMEX Light Sweet Crude Oil Future April 2012
Trading Metrics calculated at close of trading on 08-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
97.63 |
99.18 |
1.55 |
1.6% |
100.30 |
High |
99.53 |
100.46 |
0.93 |
0.9% |
101.59 |
Low |
96.33 |
98.52 |
2.19 |
2.3% |
95.81 |
Close |
98.82 |
99.10 |
0.28 |
0.3% |
98.23 |
Range |
3.20 |
1.94 |
-1.26 |
-39.4% |
5.78 |
ATR |
2.34 |
2.32 |
-0.03 |
-1.2% |
0.00 |
Volume |
115,703 |
189,068 |
73,365 |
63.4% |
362,590 |
|
Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.18 |
104.08 |
100.17 |
|
R3 |
103.24 |
102.14 |
99.63 |
|
R2 |
101.30 |
101.30 |
99.46 |
|
R1 |
100.20 |
100.20 |
99.28 |
99.78 |
PP |
99.36 |
99.36 |
99.36 |
99.15 |
S1 |
98.26 |
98.26 |
98.92 |
97.84 |
S2 |
97.42 |
97.42 |
98.74 |
|
S3 |
95.48 |
96.32 |
98.57 |
|
S4 |
93.54 |
94.38 |
98.03 |
|
|
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 |
100.46 |
95.81 |
4.65 |
4.7% |
2.21 |
2.2% |
71% |
True |
False |
117,153 |
10 |
101.70 |
95.81 |
5.89 |
5.9% |
2.19 |
2.2% |
56% |
False |
False |
90,583 |
20 |
103.40 |
95.81 |
7.59 |
7.7% |
2.37 |
2.4% |
43% |
False |
False |
73,423 |
40 |
104.10 |
93.27 |
10.83 |
10.9% |
2.33 |
2.4% |
54% |
False |
False |
50,969 |
60 |
104.10 |
93.27 |
10.83 |
10.9% |
2.34 |
2.4% |
54% |
False |
False |
40,667 |
80 |
104.10 |
84.82 |
19.28 |
19.5% |
2.38 |
2.4% |
74% |
False |
False |
34,204 |
100 |
104.10 |
76.15 |
27.95 |
28.2% |
2.49 |
2.5% |
82% |
False |
False |
29,034 |
120 |
104.10 |
76.15 |
27.95 |
28.2% |
2.50 |
2.5% |
82% |
False |
False |
25,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.71 |
2.618 |
105.54 |
1.618 |
103.60 |
1.000 |
102.40 |
0.618 |
101.66 |
HIGH |
100.46 |
0.618 |
99.72 |
0.500 |
99.49 |
0.382 |
99.26 |
LOW |
98.52 |
0.618 |
97.32 |
1.000 |
96.58 |
1.618 |
95.38 |
2.618 |
93.44 |
4.250 |
90.28 |
|
|
Fisher Pivots for day following 08-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
99.49 |
98.87 |
PP |
99.36 |
98.63 |
S1 |
99.23 |
98.40 |
|