NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 01-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
99.80 |
99.30 |
-0.50 |
-0.5% |
99.00 |
| High |
101.90 |
100.27 |
-1.63 |
-1.6% |
102.01 |
| Low |
98.70 |
97.91 |
-0.79 |
-0.8% |
98.06 |
| Close |
99.27 |
98.41 |
-0.86 |
-0.9% |
100.30 |
| Range |
3.20 |
2.36 |
-0.84 |
-26.3% |
3.95 |
| ATR |
2.25 |
2.26 |
0.01 |
0.3% |
0.00 |
| Volume |
37,721 |
48,066 |
10,345 |
27.4% |
220,319 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.94 |
104.54 |
99.71 |
|
| R3 |
103.58 |
102.18 |
99.06 |
|
| R2 |
101.22 |
101.22 |
98.84 |
|
| R1 |
99.82 |
99.82 |
98.63 |
99.34 |
| PP |
98.86 |
98.86 |
98.86 |
98.63 |
| S1 |
97.46 |
97.46 |
98.19 |
96.98 |
| S2 |
96.50 |
96.50 |
97.98 |
|
| S3 |
94.14 |
95.10 |
97.76 |
|
| S4 |
91.78 |
92.74 |
97.11 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.97 |
110.09 |
102.47 |
|
| R3 |
108.02 |
106.14 |
101.39 |
|
| R2 |
104.07 |
104.07 |
101.02 |
|
| R1 |
102.19 |
102.19 |
100.66 |
103.13 |
| PP |
100.12 |
100.12 |
100.12 |
100.60 |
| S1 |
98.24 |
98.24 |
99.94 |
99.18 |
| S2 |
96.17 |
96.17 |
99.58 |
|
| S3 |
92.22 |
94.29 |
99.21 |
|
| S4 |
88.27 |
90.34 |
98.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.01 |
97.91 |
4.10 |
4.2% |
2.13 |
2.2% |
12% |
False |
True |
39,636 |
| 10 |
102.66 |
97.91 |
4.75 |
4.8% |
2.27 |
2.3% |
11% |
False |
True |
39,667 |
| 20 |
104.18 |
97.91 |
6.27 |
6.4% |
2.22 |
2.3% |
8% |
False |
True |
36,603 |
| 40 |
104.18 |
93.52 |
10.66 |
10.8% |
2.20 |
2.2% |
46% |
False |
False |
26,192 |
| 60 |
104.18 |
92.73 |
11.45 |
11.6% |
2.20 |
2.2% |
50% |
False |
False |
21,980 |
| 80 |
104.18 |
82.09 |
22.09 |
22.4% |
2.24 |
2.3% |
74% |
False |
False |
19,429 |
| 100 |
104.18 |
76.44 |
27.74 |
28.2% |
2.34 |
2.4% |
79% |
False |
False |
16,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.30 |
|
2.618 |
106.45 |
|
1.618 |
104.09 |
|
1.000 |
102.63 |
|
0.618 |
101.73 |
|
HIGH |
100.27 |
|
0.618 |
99.37 |
|
0.500 |
99.09 |
|
0.382 |
98.81 |
|
LOW |
97.91 |
|
0.618 |
96.45 |
|
1.000 |
95.55 |
|
1.618 |
94.09 |
|
2.618 |
91.73 |
|
4.250 |
87.88 |
|
|
| Fisher Pivots for day following 01-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
99.09 |
99.91 |
| PP |
98.86 |
99.41 |
| S1 |
98.64 |
98.91 |
|