NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 15-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
101.40 |
101.81 |
0.41 |
0.4% |
98.56 |
| High |
102.64 |
103.32 |
0.68 |
0.7% |
101.13 |
| Low |
101.20 |
101.49 |
0.29 |
0.3% |
97.00 |
| Close |
101.60 |
102.62 |
1.02 |
1.0% |
99.63 |
| Range |
1.44 |
1.83 |
0.39 |
27.1% |
4.13 |
| ATR |
2.14 |
2.12 |
-0.02 |
-1.0% |
0.00 |
| Volume |
50,747 |
105,630 |
54,883 |
108.2% |
462,171 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.97 |
107.12 |
103.63 |
|
| R3 |
106.14 |
105.29 |
103.12 |
|
| R2 |
104.31 |
104.31 |
102.96 |
|
| R1 |
103.46 |
103.46 |
102.79 |
103.89 |
| PP |
102.48 |
102.48 |
102.48 |
102.69 |
| S1 |
101.63 |
101.63 |
102.45 |
102.06 |
| S2 |
100.65 |
100.65 |
102.28 |
|
| S3 |
98.82 |
99.80 |
102.12 |
|
| S4 |
96.99 |
97.97 |
101.61 |
|
|
| 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 |
103.32 |
98.38 |
4.94 |
4.8% |
1.76 |
1.7% |
86% |
True |
False |
77,724 |
| 10 |
103.32 |
96.26 |
7.06 |
6.9% |
1.94 |
1.9% |
90% |
True |
False |
77,158 |
| 20 |
103.32 |
96.26 |
7.06 |
6.9% |
2.10 |
2.0% |
90% |
True |
False |
58,412 |
| 40 |
104.18 |
93.80 |
10.38 |
10.1% |
2.06 |
2.0% |
85% |
False |
False |
40,702 |
| 60 |
104.18 |
93.52 |
10.66 |
10.4% |
2.14 |
2.1% |
85% |
False |
False |
32,601 |
| 80 |
104.18 |
86.76 |
17.42 |
17.0% |
2.18 |
2.1% |
91% |
False |
False |
27,924 |
| 100 |
104.18 |
76.44 |
27.74 |
27.0% |
2.30 |
2.2% |
94% |
False |
False |
23,930 |
| 120 |
104.18 |
76.44 |
27.74 |
27.0% |
2.25 |
2.2% |
94% |
False |
False |
20,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.10 |
|
2.618 |
108.11 |
|
1.618 |
106.28 |
|
1.000 |
105.15 |
|
0.618 |
104.45 |
|
HIGH |
103.32 |
|
0.618 |
102.62 |
|
0.500 |
102.41 |
|
0.382 |
102.19 |
|
LOW |
101.49 |
|
0.618 |
100.36 |
|
1.000 |
99.66 |
|
1.618 |
98.53 |
|
2.618 |
96.70 |
|
4.250 |
93.71 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.55 |
102.33 |
| PP |
102.48 |
102.05 |
| S1 |
102.41 |
101.76 |
|