NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 16-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
101.81 |
102.78 |
0.97 |
1.0% |
98.56 |
| High |
103.32 |
103.51 |
0.19 |
0.2% |
101.13 |
| Low |
101.49 |
101.72 |
0.23 |
0.2% |
97.00 |
| Close |
102.62 |
103.18 |
0.56 |
0.5% |
99.63 |
| Range |
1.83 |
1.79 |
-0.04 |
-2.2% |
4.13 |
| ATR |
2.12 |
2.10 |
-0.02 |
-1.1% |
0.00 |
| Volume |
105,630 |
70,428 |
-35,202 |
-33.3% |
462,171 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.17 |
107.47 |
104.16 |
|
| R3 |
106.38 |
105.68 |
103.67 |
|
| R2 |
104.59 |
104.59 |
103.51 |
|
| R1 |
103.89 |
103.89 |
103.34 |
104.24 |
| PP |
102.80 |
102.80 |
102.80 |
102.98 |
| S1 |
102.10 |
102.10 |
103.02 |
102.45 |
| S2 |
101.01 |
101.01 |
102.85 |
|
| S3 |
99.22 |
100.31 |
102.69 |
|
| S4 |
97.43 |
98.52 |
102.20 |
|
|
| 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 |
103.51 |
98.38 |
5.13 |
5.0% |
1.83 |
1.8% |
94% |
True |
False |
70,764 |
| 10 |
103.51 |
96.97 |
6.54 |
6.3% |
1.86 |
1.8% |
95% |
True |
False |
80,413 |
| 20 |
103.51 |
96.26 |
7.25 |
7.0% |
2.10 |
2.0% |
95% |
True |
False |
60,186 |
| 40 |
104.18 |
94.93 |
9.25 |
9.0% |
2.07 |
2.0% |
89% |
False |
False |
42,015 |
| 60 |
104.18 |
93.52 |
10.66 |
10.3% |
2.13 |
2.1% |
91% |
False |
False |
33,480 |
| 80 |
104.18 |
88.04 |
16.14 |
15.6% |
2.17 |
2.1% |
94% |
False |
False |
28,725 |
| 100 |
104.18 |
76.44 |
27.74 |
26.9% |
2.28 |
2.2% |
96% |
False |
False |
24,562 |
| 120 |
104.18 |
76.44 |
27.74 |
26.9% |
2.24 |
2.2% |
96% |
False |
False |
21,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.12 |
|
2.618 |
108.20 |
|
1.618 |
106.41 |
|
1.000 |
105.30 |
|
0.618 |
104.62 |
|
HIGH |
103.51 |
|
0.618 |
102.83 |
|
0.500 |
102.62 |
|
0.382 |
102.40 |
|
LOW |
101.72 |
|
0.618 |
100.61 |
|
1.000 |
99.93 |
|
1.618 |
98.82 |
|
2.618 |
97.03 |
|
4.250 |
94.11 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.99 |
102.91 |
| PP |
102.80 |
102.63 |
| S1 |
102.62 |
102.36 |
|