NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 17-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
102.27 |
102.64 |
0.37 |
0.4% |
99.54 |
| High |
103.01 |
104.50 |
1.49 |
1.4% |
104.50 |
| Low |
101.18 |
102.55 |
1.37 |
1.4% |
99.46 |
| Close |
102.64 |
103.60 |
0.96 |
0.9% |
103.60 |
| Range |
1.83 |
1.95 |
0.12 |
6.6% |
5.04 |
| ATR |
2.19 |
2.17 |
-0.02 |
-0.8% |
0.00 |
| Volume |
148,261 |
229,149 |
80,888 |
54.6% |
773,890 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.40 |
108.45 |
104.67 |
|
| R3 |
107.45 |
106.50 |
104.14 |
|
| R2 |
105.50 |
105.50 |
103.96 |
|
| R1 |
104.55 |
104.55 |
103.78 |
105.03 |
| PP |
103.55 |
103.55 |
103.55 |
103.79 |
| S1 |
102.60 |
102.60 |
103.42 |
103.08 |
| S2 |
101.60 |
101.60 |
103.24 |
|
| S3 |
99.65 |
100.65 |
103.06 |
|
| S4 |
97.70 |
98.70 |
102.53 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.64 |
115.66 |
106.37 |
|
| R3 |
112.60 |
110.62 |
104.99 |
|
| R2 |
107.56 |
107.56 |
104.52 |
|
| R1 |
105.58 |
105.58 |
104.06 |
106.57 |
| PP |
102.52 |
102.52 |
102.52 |
103.02 |
| S1 |
100.54 |
100.54 |
103.14 |
101.53 |
| S2 |
97.48 |
97.48 |
102.68 |
|
| S3 |
92.44 |
95.50 |
102.21 |
|
| S4 |
87.40 |
90.46 |
100.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.50 |
99.46 |
5.04 |
4.9% |
1.86 |
1.8% |
82% |
True |
False |
154,778 |
| 10 |
104.50 |
96.33 |
8.17 |
7.9% |
1.98 |
1.9% |
89% |
True |
False |
143,726 |
| 20 |
104.50 |
95.81 |
8.69 |
8.4% |
2.13 |
2.1% |
90% |
True |
False |
106,276 |
| 40 |
104.50 |
95.81 |
8.69 |
8.4% |
2.16 |
2.1% |
90% |
True |
False |
72,119 |
| 60 |
104.50 |
93.27 |
11.23 |
10.8% |
2.25 |
2.2% |
92% |
True |
False |
55,570 |
| 80 |
104.50 |
89.34 |
15.16 |
14.6% |
2.30 |
2.2% |
94% |
True |
False |
46,104 |
| 100 |
104.50 |
76.15 |
28.35 |
27.4% |
2.41 |
2.3% |
97% |
True |
False |
38,686 |
| 120 |
104.50 |
76.15 |
28.35 |
27.4% |
2.44 |
2.4% |
97% |
True |
False |
33,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.79 |
|
2.618 |
109.61 |
|
1.618 |
107.66 |
|
1.000 |
106.45 |
|
0.618 |
105.71 |
|
HIGH |
104.50 |
|
0.618 |
103.76 |
|
0.500 |
103.53 |
|
0.382 |
103.29 |
|
LOW |
102.55 |
|
0.618 |
101.34 |
|
1.000 |
100.60 |
|
1.618 |
99.39 |
|
2.618 |
97.44 |
|
4.250 |
94.26 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.58 |
103.31 |
| PP |
103.55 |
103.02 |
| S1 |
103.53 |
102.73 |
|