NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
103.12 |
105.19 |
2.07 |
2.0% |
100.30 |
| High |
104.95 |
106.95 |
2.00 |
1.9% |
104.95 |
| Low |
103.07 |
105.12 |
2.05 |
2.0% |
100.20 |
| Close |
104.06 |
106.75 |
2.69 |
2.6% |
104.06 |
| Range |
1.88 |
1.83 |
-0.05 |
-2.7% |
4.75 |
| ATR |
2.08 |
2.14 |
0.06 |
2.8% |
0.00 |
| Volume |
61,779 |
84,099 |
22,320 |
36.1% |
347,378 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.76 |
111.09 |
107.76 |
|
| R3 |
109.93 |
109.26 |
107.25 |
|
| R2 |
108.10 |
108.10 |
107.09 |
|
| R1 |
107.43 |
107.43 |
106.92 |
107.77 |
| PP |
106.27 |
106.27 |
106.27 |
106.44 |
| S1 |
105.60 |
105.60 |
106.58 |
105.94 |
| S2 |
104.44 |
104.44 |
106.41 |
|
| S3 |
102.61 |
103.77 |
106.25 |
|
| S4 |
100.78 |
101.94 |
105.74 |
|
|
| 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 |
106.95 |
101.20 |
5.75 |
5.4% |
1.75 |
1.6% |
97% |
True |
False |
74,536 |
| 10 |
106.95 |
97.00 |
9.95 |
9.3% |
1.92 |
1.8% |
98% |
True |
False |
82,207 |
| 20 |
106.95 |
96.26 |
10.69 |
10.0% |
2.00 |
1.9% |
98% |
True |
False |
63,216 |
| 40 |
106.95 |
96.26 |
10.69 |
10.0% |
2.04 |
1.9% |
98% |
True |
False |
45,050 |
| 60 |
106.95 |
93.52 |
13.43 |
12.6% |
2.12 |
2.0% |
99% |
True |
False |
35,423 |
| 80 |
106.95 |
88.58 |
18.37 |
17.2% |
2.15 |
2.0% |
99% |
True |
False |
30,128 |
| 100 |
106.95 |
76.44 |
30.51 |
28.6% |
2.25 |
2.1% |
99% |
True |
False |
25,880 |
| 120 |
106.95 |
76.44 |
30.51 |
28.6% |
2.26 |
2.1% |
99% |
True |
False |
22,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.73 |
|
2.618 |
111.74 |
|
1.618 |
109.91 |
|
1.000 |
108.78 |
|
0.618 |
108.08 |
|
HIGH |
106.95 |
|
0.618 |
106.25 |
|
0.500 |
106.04 |
|
0.382 |
105.82 |
|
LOW |
105.12 |
|
0.618 |
103.99 |
|
1.000 |
103.29 |
|
1.618 |
102.16 |
|
2.618 |
100.33 |
|
4.250 |
97.34 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.51 |
105.95 |
| PP |
106.27 |
105.14 |
| S1 |
106.04 |
104.34 |
|