NYMEX Light Sweet Crude Oil Future April 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 |
99.54 |
101.03 |
1.49 |
1.5% |
98.15 |
High |
101.50 |
102.19 |
0.69 |
0.7% |
100.55 |
Low |
99.46 |
100.63 |
1.17 |
1.2% |
96.33 |
Close |
101.29 |
101.08 |
-0.21 |
-0.2% |
99.03 |
Range |
2.04 |
1.56 |
-0.48 |
-23.5% |
4.22 |
ATR |
2.29 |
2.24 |
-0.05 |
-2.3% |
0.00 |
Volume |
109,189 |
112,799 |
3,610 |
3.3% |
663,370 |
|
Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.98 |
105.09 |
101.94 |
|
R3 |
104.42 |
103.53 |
101.51 |
|
R2 |
102.86 |
102.86 |
101.37 |
|
R1 |
101.97 |
101.97 |
101.22 |
102.42 |
PP |
101.30 |
101.30 |
101.30 |
101.52 |
S1 |
100.41 |
100.41 |
100.94 |
100.86 |
S2 |
99.74 |
99.74 |
100.79 |
|
S3 |
98.18 |
98.85 |
100.65 |
|
S4 |
96.62 |
97.29 |
100.22 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.30 |
109.38 |
101.35 |
|
R3 |
107.08 |
105.16 |
100.19 |
|
R2 |
102.86 |
102.86 |
99.80 |
|
R1 |
100.94 |
100.94 |
99.42 |
101.90 |
PP |
98.64 |
98.64 |
98.64 |
99.12 |
S1 |
96.72 |
96.72 |
98.64 |
97.68 |
S2 |
94.42 |
94.42 |
98.26 |
|
S3 |
90.20 |
92.50 |
97.87 |
|
S4 |
85.98 |
88.28 |
96.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.19 |
97.73 |
4.46 |
4.4% |
1.90 |
1.9% |
75% |
True |
False |
130,850 |
10 |
102.19 |
95.81 |
6.38 |
6.3% |
2.09 |
2.1% |
83% |
True |
False |
114,517 |
20 |
102.48 |
95.81 |
6.67 |
6.6% |
2.20 |
2.2% |
79% |
False |
False |
87,127 |
40 |
104.10 |
93.27 |
10.83 |
10.7% |
2.19 |
2.2% |
72% |
False |
False |
59,868 |
60 |
104.10 |
93.27 |
10.83 |
10.7% |
2.32 |
2.3% |
72% |
False |
False |
47,501 |
80 |
104.10 |
84.94 |
19.16 |
19.0% |
2.34 |
2.3% |
84% |
False |
False |
39,518 |
100 |
104.10 |
76.15 |
27.95 |
27.7% |
2.47 |
2.4% |
89% |
False |
False |
33,429 |
120 |
104.10 |
76.15 |
27.95 |
27.7% |
2.44 |
2.4% |
89% |
False |
False |
29,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.82 |
2.618 |
106.27 |
1.618 |
104.71 |
1.000 |
103.75 |
0.618 |
103.15 |
HIGH |
102.19 |
0.618 |
101.59 |
0.500 |
101.41 |
0.382 |
101.23 |
LOW |
100.63 |
0.618 |
99.67 |
1.000 |
99.07 |
1.618 |
98.11 |
2.618 |
96.55 |
4.250 |
94.00 |
|
|
Fisher Pivots for day following 14-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
101.41 |
100.71 |
PP |
101.30 |
100.33 |
S1 |
101.19 |
99.96 |
|