NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 22-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
104.75 |
106.01 |
1.26 |
1.2% |
99.54 |
| High |
106.48 |
106.72 |
0.24 |
0.2% |
104.50 |
| Low |
104.61 |
105.61 |
1.00 |
1.0% |
99.46 |
| Close |
106.25 |
106.28 |
0.03 |
0.0% |
103.60 |
| Range |
1.87 |
1.11 |
-0.76 |
-40.6% |
5.04 |
| ATR |
2.22 |
2.14 |
-0.08 |
-3.6% |
0.00 |
| Volume |
304,338 |
229,406 |
-74,932 |
-24.6% |
773,890 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.53 |
109.02 |
106.89 |
|
| R3 |
108.42 |
107.91 |
106.59 |
|
| R2 |
107.31 |
107.31 |
106.48 |
|
| R1 |
106.80 |
106.80 |
106.38 |
107.06 |
| PP |
106.20 |
106.20 |
106.20 |
106.33 |
| S1 |
105.69 |
105.69 |
106.18 |
105.95 |
| S2 |
105.09 |
105.09 |
106.08 |
|
| S3 |
103.98 |
104.58 |
105.97 |
|
| S4 |
102.87 |
103.47 |
105.67 |
|
|
| 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 |
106.72 |
100.96 |
5.76 |
5.4% |
1.74 |
1.6% |
92% |
True |
False |
217,129 |
| 10 |
106.72 |
97.73 |
8.99 |
8.5% |
1.82 |
1.7% |
95% |
True |
False |
173,989 |
| 20 |
106.72 |
95.81 |
10.91 |
10.3% |
2.05 |
1.9% |
96% |
True |
False |
126,124 |
| 40 |
106.72 |
95.81 |
10.91 |
10.3% |
2.14 |
2.0% |
96% |
True |
False |
84,156 |
| 60 |
106.72 |
93.27 |
13.45 |
12.7% |
2.24 |
2.1% |
97% |
True |
False |
63,817 |
| 80 |
106.72 |
89.34 |
17.38 |
16.4% |
2.27 |
2.1% |
97% |
True |
False |
51,894 |
| 100 |
106.72 |
76.15 |
30.57 |
28.8% |
2.37 |
2.2% |
99% |
True |
False |
43,904 |
| 120 |
106.72 |
76.15 |
30.57 |
28.8% |
2.43 |
2.3% |
99% |
True |
False |
37,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.44 |
|
2.618 |
109.63 |
|
1.618 |
108.52 |
|
1.000 |
107.83 |
|
0.618 |
107.41 |
|
HIGH |
106.72 |
|
0.618 |
106.30 |
|
0.500 |
106.17 |
|
0.382 |
106.03 |
|
LOW |
105.61 |
|
0.618 |
104.92 |
|
1.000 |
104.50 |
|
1.618 |
103.81 |
|
2.618 |
102.70 |
|
4.250 |
100.89 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.24 |
105.73 |
| PP |
106.20 |
105.18 |
| S1 |
106.17 |
104.64 |
|