NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 14-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
100.30 |
101.40 |
1.10 |
1.1% |
98.56 |
| High |
102.00 |
102.64 |
0.64 |
0.6% |
101.13 |
| Low |
100.20 |
101.20 |
1.00 |
1.0% |
97.00 |
| Close |
101.84 |
101.60 |
-0.24 |
-0.2% |
99.63 |
| Range |
1.80 |
1.44 |
-0.36 |
-20.0% |
4.13 |
| ATR |
2.20 |
2.14 |
-0.05 |
-2.5% |
0.00 |
| Volume |
58,794 |
50,747 |
-8,047 |
-13.7% |
462,171 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.13 |
105.31 |
102.39 |
|
| R3 |
104.69 |
103.87 |
102.00 |
|
| R2 |
103.25 |
103.25 |
101.86 |
|
| R1 |
102.43 |
102.43 |
101.73 |
102.84 |
| PP |
101.81 |
101.81 |
101.81 |
102.02 |
| S1 |
100.99 |
100.99 |
101.47 |
101.40 |
| S2 |
100.37 |
100.37 |
101.34 |
|
| S3 |
98.93 |
99.55 |
101.20 |
|
| S4 |
97.49 |
98.11 |
100.81 |
|
|
| 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 |
102.64 |
98.38 |
4.26 |
4.2% |
1.75 |
1.7% |
76% |
True |
False |
83,971 |
| 10 |
102.64 |
96.26 |
6.38 |
6.3% |
1.99 |
2.0% |
84% |
True |
False |
71,402 |
| 20 |
102.69 |
96.26 |
6.43 |
6.3% |
2.12 |
2.1% |
83% |
False |
False |
55,416 |
| 40 |
104.18 |
93.52 |
10.66 |
10.5% |
2.06 |
2.0% |
76% |
False |
False |
38,635 |
| 60 |
104.18 |
93.52 |
10.66 |
10.5% |
2.19 |
2.2% |
76% |
False |
False |
31,296 |
| 80 |
104.18 |
84.95 |
19.23 |
18.9% |
2.19 |
2.2% |
87% |
False |
False |
26,676 |
| 100 |
104.18 |
76.44 |
27.74 |
27.3% |
2.33 |
2.3% |
91% |
False |
False |
22,941 |
| 120 |
104.18 |
76.44 |
27.74 |
27.3% |
2.25 |
2.2% |
91% |
False |
False |
20,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.76 |
|
2.618 |
106.41 |
|
1.618 |
104.97 |
|
1.000 |
104.08 |
|
0.618 |
103.53 |
|
HIGH |
102.64 |
|
0.618 |
102.09 |
|
0.500 |
101.92 |
|
0.382 |
101.75 |
|
LOW |
101.20 |
|
0.618 |
100.31 |
|
1.000 |
99.76 |
|
1.618 |
98.87 |
|
2.618 |
97.43 |
|
4.250 |
95.08 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
101.92 |
101.24 |
| PP |
101.81 |
100.87 |
| S1 |
101.71 |
100.51 |
|