NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 02-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
99.30 |
97.90 |
-1.40 |
-1.4% |
99.00 |
| High |
100.27 |
98.79 |
-1.48 |
-1.5% |
102.01 |
| Low |
97.91 |
96.26 |
-1.65 |
-1.7% |
98.06 |
| Close |
98.41 |
97.17 |
-1.24 |
-1.3% |
100.30 |
| Range |
2.36 |
2.53 |
0.17 |
7.2% |
3.95 |
| ATR |
2.26 |
2.28 |
0.02 |
0.8% |
0.00 |
| Volume |
48,066 |
37,886 |
-10,180 |
-21.2% |
220,319 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.00 |
103.61 |
98.56 |
|
| R3 |
102.47 |
101.08 |
97.87 |
|
| R2 |
99.94 |
99.94 |
97.63 |
|
| R1 |
98.55 |
98.55 |
97.40 |
97.98 |
| PP |
97.41 |
97.41 |
97.41 |
97.12 |
| S1 |
96.02 |
96.02 |
96.94 |
95.45 |
| S2 |
94.88 |
94.88 |
96.71 |
|
| S3 |
92.35 |
93.49 |
96.47 |
|
| S4 |
89.82 |
90.96 |
95.78 |
|
|
| 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 |
101.90 |
96.26 |
5.64 |
5.8% |
2.23 |
2.3% |
16% |
False |
True |
37,959 |
| 10 |
102.01 |
96.26 |
5.75 |
5.9% |
2.33 |
2.4% |
16% |
False |
True |
39,958 |
| 20 |
103.96 |
96.26 |
7.70 |
7.9% |
2.26 |
2.3% |
12% |
False |
True |
36,643 |
| 40 |
104.18 |
93.52 |
10.66 |
11.0% |
2.22 |
2.3% |
34% |
False |
False |
26,847 |
| 60 |
104.18 |
93.52 |
10.66 |
11.0% |
2.22 |
2.3% |
34% |
False |
False |
22,388 |
| 80 |
104.18 |
84.03 |
20.15 |
20.7% |
2.24 |
2.3% |
65% |
False |
False |
19,769 |
| 100 |
104.18 |
76.44 |
27.74 |
28.5% |
2.34 |
2.4% |
75% |
False |
False |
17,209 |
| 120 |
104.18 |
76.44 |
27.74 |
28.5% |
2.28 |
2.3% |
75% |
False |
False |
15,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.54 |
|
2.618 |
105.41 |
|
1.618 |
102.88 |
|
1.000 |
101.32 |
|
0.618 |
100.35 |
|
HIGH |
98.79 |
|
0.618 |
97.82 |
|
0.500 |
97.53 |
|
0.382 |
97.23 |
|
LOW |
96.26 |
|
0.618 |
94.70 |
|
1.000 |
93.73 |
|
1.618 |
92.17 |
|
2.618 |
89.64 |
|
4.250 |
85.51 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.53 |
99.08 |
| PP |
97.41 |
98.44 |
| S1 |
97.29 |
97.81 |
|