NYMEX Light Sweet Crude Oil Future May 2012
Trading Metrics calculated at close of trading on 08-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
98.33 |
99.60 |
1.27 |
1.3% |
100.73 |
High |
100.08 |
100.95 |
0.87 |
0.9% |
101.90 |
Low |
97.00 |
99.14 |
2.14 |
2.2% |
96.26 |
Close |
99.38 |
99.72 |
0.34 |
0.3% |
98.71 |
Range |
3.08 |
1.81 |
-1.27 |
-41.2% |
5.64 |
ATR |
2.25 |
2.22 |
-0.03 |
-1.4% |
0.00 |
Volume |
80,284 |
136,863 |
56,579 |
70.5% |
206,425 |
|
Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.37 |
104.35 |
100.72 |
|
R3 |
103.56 |
102.54 |
100.22 |
|
R2 |
101.75 |
101.75 |
100.05 |
|
R1 |
100.73 |
100.73 |
99.89 |
101.24 |
PP |
99.94 |
99.94 |
99.94 |
100.19 |
S1 |
98.92 |
98.92 |
99.55 |
99.43 |
S2 |
98.13 |
98.13 |
99.39 |
|
S3 |
96.32 |
97.11 |
99.22 |
|
S4 |
94.51 |
95.30 |
98.72 |
|
|
Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.88 |
112.93 |
101.81 |
|
R3 |
110.24 |
107.29 |
100.26 |
|
R2 |
104.60 |
104.60 |
99.74 |
|
R1 |
101.65 |
101.65 |
99.23 |
100.31 |
PP |
98.96 |
98.96 |
98.96 |
98.28 |
S1 |
96.01 |
96.01 |
98.19 |
94.67 |
S2 |
93.32 |
93.32 |
97.68 |
|
S3 |
87.68 |
90.37 |
97.16 |
|
S4 |
82.04 |
84.73 |
95.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.95 |
96.26 |
4.69 |
4.7% |
2.12 |
2.1% |
74% |
True |
False |
76,593 |
10 |
102.01 |
96.26 |
5.75 |
5.8% |
2.13 |
2.1% |
60% |
False |
False |
58,114 |
20 |
103.60 |
96.26 |
7.34 |
7.4% |
2.30 |
2.3% |
47% |
False |
False |
48,321 |
40 |
104.18 |
93.52 |
10.66 |
10.7% |
2.20 |
2.2% |
58% |
False |
False |
33,496 |
60 |
104.18 |
93.52 |
10.66 |
10.7% |
2.22 |
2.2% |
58% |
False |
False |
27,330 |
80 |
104.18 |
84.95 |
19.23 |
19.3% |
2.24 |
2.2% |
77% |
False |
False |
23,579 |
100 |
104.18 |
76.44 |
27.74 |
27.8% |
2.35 |
2.4% |
84% |
False |
False |
20,312 |
120 |
104.18 |
76.44 |
27.74 |
27.8% |
2.29 |
2.3% |
84% |
False |
False |
17,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.64 |
2.618 |
105.69 |
1.618 |
103.88 |
1.000 |
102.76 |
0.618 |
102.07 |
HIGH |
100.95 |
0.618 |
100.26 |
0.500 |
100.05 |
0.382 |
99.83 |
LOW |
99.14 |
0.618 |
98.02 |
1.000 |
97.33 |
1.618 |
96.21 |
2.618 |
94.40 |
4.250 |
91.45 |
|
|
Fisher Pivots for day following 08-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
100.05 |
99.47 |
PP |
99.94 |
99.22 |
S1 |
99.83 |
98.98 |
|