NYMEX Light Sweet Crude Oil Future May 2012
Trading Metrics calculated at close of trading on 10-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
99.90 |
100.68 |
0.78 |
0.8% |
98.56 |
High |
101.13 |
100.69 |
-0.44 |
-0.4% |
101.13 |
Low |
99.72 |
98.38 |
-1.34 |
-1.3% |
97.00 |
Close |
100.87 |
99.63 |
-1.24 |
-1.2% |
99.63 |
Range |
1.41 |
2.31 |
0.90 |
63.8% |
4.13 |
ATR |
2.16 |
2.19 |
0.02 |
1.1% |
0.00 |
Volume |
105,231 |
68,221 |
-37,010 |
-35.2% |
462,171 |
|
Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.50 |
105.37 |
100.90 |
|
R3 |
104.19 |
103.06 |
100.27 |
|
R2 |
101.88 |
101.88 |
100.05 |
|
R1 |
100.75 |
100.75 |
99.84 |
100.16 |
PP |
99.57 |
99.57 |
99.57 |
99.27 |
S1 |
98.44 |
98.44 |
99.42 |
97.85 |
S2 |
97.26 |
97.26 |
99.21 |
|
S3 |
94.95 |
96.13 |
98.99 |
|
S4 |
92.64 |
93.82 |
98.36 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.64 |
109.77 |
101.90 |
|
R3 |
107.51 |
105.64 |
100.77 |
|
R2 |
103.38 |
103.38 |
100.39 |
|
R1 |
101.51 |
101.51 |
100.01 |
102.45 |
PP |
99.25 |
99.25 |
99.25 |
99.72 |
S1 |
97.38 |
97.38 |
99.25 |
98.32 |
S2 |
95.12 |
95.12 |
98.87 |
|
S3 |
90.99 |
93.25 |
98.49 |
|
S4 |
86.86 |
89.12 |
97.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.13 |
97.00 |
4.13 |
4.1% |
1.98 |
2.0% |
64% |
False |
False |
92,434 |
10 |
101.90 |
96.26 |
5.64 |
5.7% |
2.14 |
2.1% |
60% |
False |
False |
66,859 |
20 |
102.69 |
96.26 |
6.43 |
6.5% |
2.18 |
2.2% |
52% |
False |
False |
53,741 |
40 |
104.18 |
93.52 |
10.66 |
10.7% |
2.17 |
2.2% |
57% |
False |
False |
36,953 |
60 |
104.18 |
93.52 |
10.66 |
10.7% |
2.23 |
2.2% |
57% |
False |
False |
29,822 |
80 |
104.18 |
84.95 |
19.23 |
19.3% |
2.22 |
2.2% |
76% |
False |
False |
25,489 |
100 |
104.18 |
76.44 |
27.74 |
27.8% |
2.35 |
2.4% |
84% |
False |
False |
21,951 |
120 |
104.18 |
76.44 |
27.74 |
27.8% |
2.26 |
2.3% |
84% |
False |
False |
19,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.51 |
2.618 |
106.74 |
1.618 |
104.43 |
1.000 |
103.00 |
0.618 |
102.12 |
HIGH |
100.69 |
0.618 |
99.81 |
0.500 |
99.54 |
0.382 |
99.26 |
LOW |
98.38 |
0.618 |
96.95 |
1.000 |
96.07 |
1.618 |
94.64 |
2.618 |
92.33 |
4.250 |
88.56 |
|
|
Fisher Pivots for day following 10-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
99.60 |
99.76 |
PP |
99.57 |
99.71 |
S1 |
99.54 |
99.67 |
|