NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 17-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
102.78 |
103.12 |
0.34 |
0.3% |
100.30 |
| High |
103.51 |
104.95 |
1.44 |
1.4% |
104.95 |
| Low |
101.72 |
103.07 |
1.35 |
1.3% |
100.20 |
| Close |
103.18 |
104.06 |
0.88 |
0.9% |
104.06 |
| Range |
1.79 |
1.88 |
0.09 |
5.0% |
4.75 |
| ATR |
2.10 |
2.08 |
-0.02 |
-0.7% |
0.00 |
| Volume |
70,428 |
61,779 |
-8,649 |
-12.3% |
347,378 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.67 |
108.74 |
105.09 |
|
| R3 |
107.79 |
106.86 |
104.58 |
|
| R2 |
105.91 |
105.91 |
104.40 |
|
| R1 |
104.98 |
104.98 |
104.23 |
105.45 |
| PP |
104.03 |
104.03 |
104.03 |
104.26 |
| S1 |
103.10 |
103.10 |
103.89 |
103.57 |
| S2 |
102.15 |
102.15 |
103.72 |
|
| S3 |
100.27 |
101.22 |
103.54 |
|
| S4 |
98.39 |
99.34 |
103.03 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.32 |
115.44 |
106.67 |
|
| R3 |
112.57 |
110.69 |
105.37 |
|
| R2 |
107.82 |
107.82 |
104.93 |
|
| R1 |
105.94 |
105.94 |
104.50 |
106.88 |
| PP |
103.07 |
103.07 |
103.07 |
103.54 |
| S1 |
101.19 |
101.19 |
103.62 |
102.13 |
| S2 |
98.32 |
98.32 |
103.19 |
|
| S3 |
93.57 |
96.44 |
102.75 |
|
| S4 |
88.82 |
91.69 |
101.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.95 |
100.20 |
4.75 |
4.6% |
1.75 |
1.7% |
81% |
True |
False |
69,475 |
| 10 |
104.95 |
97.00 |
7.95 |
7.6% |
1.86 |
1.8% |
89% |
True |
False |
80,954 |
| 20 |
104.95 |
96.26 |
8.69 |
8.4% |
2.05 |
2.0% |
90% |
True |
False |
61,814 |
| 40 |
104.95 |
96.26 |
8.69 |
8.4% |
2.04 |
2.0% |
90% |
True |
False |
43,315 |
| 60 |
104.95 |
93.52 |
11.43 |
11.0% |
2.12 |
2.0% |
92% |
True |
False |
34,251 |
| 80 |
104.95 |
88.58 |
16.37 |
15.7% |
2.16 |
2.1% |
95% |
True |
False |
29,385 |
| 100 |
104.95 |
76.44 |
28.51 |
27.4% |
2.26 |
2.2% |
97% |
True |
False |
25,095 |
| 120 |
104.95 |
76.44 |
28.51 |
27.4% |
2.24 |
2.2% |
97% |
True |
False |
22,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.94 |
|
2.618 |
109.87 |
|
1.618 |
107.99 |
|
1.000 |
106.83 |
|
0.618 |
106.11 |
|
HIGH |
104.95 |
|
0.618 |
104.23 |
|
0.500 |
104.01 |
|
0.382 |
103.79 |
|
LOW |
103.07 |
|
0.618 |
101.91 |
|
1.000 |
101.19 |
|
1.618 |
100.03 |
|
2.618 |
98.15 |
|
4.250 |
95.08 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.04 |
103.78 |
| PP |
104.03 |
103.50 |
| S1 |
104.01 |
103.22 |
|