NYMEX Light Sweet Crude Oil Future May 2012
Trading Metrics calculated at close of trading on 09-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
99.60 |
99.90 |
0.30 |
0.3% |
100.73 |
High |
100.95 |
101.13 |
0.18 |
0.2% |
101.90 |
Low |
99.14 |
99.72 |
0.58 |
0.6% |
96.26 |
Close |
99.72 |
100.87 |
1.15 |
1.2% |
98.71 |
Range |
1.81 |
1.41 |
-0.40 |
-22.1% |
5.64 |
ATR |
2.22 |
2.16 |
-0.06 |
-2.6% |
0.00 |
Volume |
136,863 |
105,231 |
-31,632 |
-23.1% |
206,425 |
|
Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.80 |
104.25 |
101.65 |
|
R3 |
103.39 |
102.84 |
101.26 |
|
R2 |
101.98 |
101.98 |
101.13 |
|
R1 |
101.43 |
101.43 |
101.00 |
101.71 |
PP |
100.57 |
100.57 |
100.57 |
100.71 |
S1 |
100.02 |
100.02 |
100.74 |
100.30 |
S2 |
99.16 |
99.16 |
100.61 |
|
S3 |
97.75 |
98.61 |
100.48 |
|
S4 |
96.34 |
97.20 |
100.09 |
|
|
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 |
101.13 |
96.97 |
4.16 |
4.1% |
1.89 |
1.9% |
94% |
True |
False |
90,062 |
10 |
101.90 |
96.26 |
5.64 |
5.6% |
2.06 |
2.0% |
82% |
False |
False |
64,010 |
20 |
103.60 |
96.26 |
7.34 |
7.3% |
2.28 |
2.3% |
63% |
False |
False |
51,878 |
40 |
104.18 |
93.52 |
10.66 |
10.6% |
2.20 |
2.2% |
69% |
False |
False |
35,648 |
60 |
104.18 |
93.52 |
10.66 |
10.6% |
2.22 |
2.2% |
69% |
False |
False |
28,865 |
80 |
104.18 |
84.95 |
19.23 |
19.1% |
2.22 |
2.2% |
83% |
False |
False |
24,786 |
100 |
104.18 |
76.44 |
27.74 |
27.5% |
2.35 |
2.3% |
88% |
False |
False |
21,329 |
120 |
104.18 |
76.44 |
27.74 |
27.5% |
2.27 |
2.2% |
88% |
False |
False |
18,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.12 |
2.618 |
104.82 |
1.618 |
103.41 |
1.000 |
102.54 |
0.618 |
102.00 |
HIGH |
101.13 |
0.618 |
100.59 |
0.500 |
100.43 |
0.382 |
100.26 |
LOW |
99.72 |
0.618 |
98.85 |
1.000 |
98.31 |
1.618 |
97.44 |
2.618 |
96.03 |
4.250 |
93.73 |
|
|
Fisher Pivots for day following 09-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
100.72 |
100.27 |
PP |
100.57 |
99.67 |
S1 |
100.43 |
99.07 |
|