NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 16-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
101.24 |
102.27 |
1.03 |
1.0% |
98.15 |
| High |
102.90 |
103.01 |
0.11 |
0.1% |
100.55 |
| Low |
100.96 |
101.18 |
0.22 |
0.2% |
96.33 |
| Close |
102.14 |
102.64 |
0.50 |
0.5% |
99.03 |
| Range |
1.94 |
1.83 |
-0.11 |
-5.7% |
4.22 |
| ATR |
2.21 |
2.19 |
-0.03 |
-1.2% |
0.00 |
| Volume |
174,492 |
148,261 |
-26,231 |
-15.0% |
663,370 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.77 |
107.03 |
103.65 |
|
| R3 |
105.94 |
105.20 |
103.14 |
|
| R2 |
104.11 |
104.11 |
102.98 |
|
| R1 |
103.37 |
103.37 |
102.81 |
103.74 |
| PP |
102.28 |
102.28 |
102.28 |
102.46 |
| S1 |
101.54 |
101.54 |
102.47 |
101.91 |
| S2 |
100.45 |
100.45 |
102.30 |
|
| S3 |
98.62 |
99.71 |
102.14 |
|
| S4 |
96.79 |
97.88 |
101.63 |
|
|
| 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 |
103.01 |
97.73 |
5.28 |
5.1% |
1.97 |
1.9% |
93% |
True |
False |
129,684 |
| 10 |
103.01 |
96.33 |
6.68 |
6.5% |
1.98 |
1.9% |
94% |
True |
False |
129,496 |
| 20 |
103.01 |
95.81 |
7.20 |
7.0% |
2.18 |
2.1% |
95% |
True |
False |
97,238 |
| 40 |
104.10 |
94.80 |
9.30 |
9.1% |
2.19 |
2.1% |
84% |
False |
False |
66,739 |
| 60 |
104.10 |
93.27 |
10.83 |
10.6% |
2.26 |
2.2% |
87% |
False |
False |
52,054 |
| 80 |
104.10 |
87.95 |
16.15 |
15.7% |
2.32 |
2.3% |
91% |
False |
False |
43,363 |
| 100 |
104.10 |
76.15 |
27.95 |
27.2% |
2.43 |
2.4% |
95% |
False |
False |
36,490 |
| 120 |
104.10 |
76.15 |
27.95 |
27.2% |
2.44 |
2.4% |
95% |
False |
False |
31,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.79 |
|
2.618 |
107.80 |
|
1.618 |
105.97 |
|
1.000 |
104.84 |
|
0.618 |
104.14 |
|
HIGH |
103.01 |
|
0.618 |
102.31 |
|
0.500 |
102.10 |
|
0.382 |
101.88 |
|
LOW |
101.18 |
|
0.618 |
100.05 |
|
1.000 |
99.35 |
|
1.618 |
98.22 |
|
2.618 |
96.39 |
|
4.250 |
93.40 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.46 |
102.37 |
| PP |
102.28 |
102.09 |
| S1 |
102.10 |
101.82 |
|