NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 24-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
105.95 |
108.66 |
2.71 |
2.6% |
104.75 |
| High |
108.74 |
109.95 |
1.21 |
1.1% |
109.95 |
| Low |
105.45 |
107.95 |
2.50 |
2.4% |
104.61 |
| Close |
107.83 |
109.77 |
1.94 |
1.8% |
109.77 |
| Range |
3.29 |
2.00 |
-1.29 |
-39.2% |
5.34 |
| ATR |
2.22 |
2.22 |
-0.01 |
-0.3% |
0.00 |
| Volume |
310,683 |
252,985 |
-57,698 |
-18.6% |
1,097,412 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.22 |
114.50 |
110.87 |
|
| R3 |
113.22 |
112.50 |
110.32 |
|
| R2 |
111.22 |
111.22 |
110.14 |
|
| R1 |
110.50 |
110.50 |
109.95 |
110.86 |
| PP |
109.22 |
109.22 |
109.22 |
109.41 |
| S1 |
108.50 |
108.50 |
109.59 |
108.86 |
| S2 |
107.22 |
107.22 |
109.40 |
|
| S3 |
105.22 |
106.50 |
109.22 |
|
| S4 |
103.22 |
104.50 |
108.67 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.13 |
122.29 |
112.71 |
|
| R3 |
118.79 |
116.95 |
111.24 |
|
| R2 |
113.45 |
113.45 |
110.75 |
|
| R1 |
111.61 |
111.61 |
110.26 |
112.53 |
| PP |
108.11 |
108.11 |
108.11 |
108.57 |
| S1 |
106.27 |
106.27 |
109.28 |
107.19 |
| S2 |
102.77 |
102.77 |
108.79 |
|
| S3 |
97.43 |
100.93 |
108.30 |
|
| S4 |
92.09 |
95.59 |
106.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.95 |
102.55 |
7.40 |
6.7% |
2.04 |
1.9% |
98% |
True |
False |
265,312 |
| 10 |
109.95 |
97.73 |
12.22 |
11.1% |
2.01 |
1.8% |
99% |
True |
False |
197,498 |
| 20 |
109.95 |
95.81 |
14.14 |
12.9% |
2.07 |
1.9% |
99% |
True |
False |
147,743 |
| 40 |
109.95 |
95.81 |
14.14 |
12.9% |
2.19 |
2.0% |
99% |
True |
False |
97,516 |
| 60 |
109.95 |
93.27 |
16.68 |
15.2% |
2.24 |
2.0% |
99% |
True |
False |
72,760 |
| 80 |
109.95 |
89.34 |
20.61 |
18.8% |
2.28 |
2.1% |
99% |
True |
False |
58,526 |
| 100 |
109.95 |
76.15 |
33.80 |
30.8% |
2.35 |
2.1% |
99% |
True |
False |
49,422 |
| 120 |
109.95 |
76.15 |
33.80 |
30.8% |
2.45 |
2.2% |
99% |
True |
False |
42,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.45 |
|
2.618 |
115.19 |
|
1.618 |
113.19 |
|
1.000 |
111.95 |
|
0.618 |
111.19 |
|
HIGH |
109.95 |
|
0.618 |
109.19 |
|
0.500 |
108.95 |
|
0.382 |
108.71 |
|
LOW |
107.95 |
|
0.618 |
106.71 |
|
1.000 |
105.95 |
|
1.618 |
104.71 |
|
2.618 |
102.71 |
|
4.250 |
99.45 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
109.50 |
109.08 |
| PP |
109.22 |
108.39 |
| S1 |
108.95 |
107.70 |
|