NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 22-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
105.19 |
106.50 |
1.31 |
1.2% |
100.30 |
| High |
106.95 |
107.20 |
0.25 |
0.2% |
104.95 |
| Low |
105.12 |
106.12 |
1.00 |
1.0% |
100.20 |
| Close |
106.75 |
106.78 |
0.03 |
0.0% |
104.06 |
| Range |
1.83 |
1.08 |
-0.75 |
-41.0% |
4.75 |
| ATR |
2.14 |
2.06 |
-0.08 |
-3.5% |
0.00 |
| Volume |
84,099 |
78,457 |
-5,642 |
-6.7% |
347,378 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.94 |
109.44 |
107.37 |
|
| R3 |
108.86 |
108.36 |
107.08 |
|
| R2 |
107.78 |
107.78 |
106.98 |
|
| R1 |
107.28 |
107.28 |
106.88 |
107.53 |
| PP |
106.70 |
106.70 |
106.70 |
106.83 |
| S1 |
106.20 |
106.20 |
106.68 |
106.45 |
| S2 |
105.62 |
105.62 |
106.58 |
|
| S3 |
104.54 |
105.12 |
106.48 |
|
| S4 |
103.46 |
104.04 |
106.19 |
|
|
| 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 |
107.20 |
101.49 |
5.71 |
5.3% |
1.68 |
1.6% |
93% |
True |
False |
80,078 |
| 10 |
107.20 |
98.38 |
8.82 |
8.3% |
1.72 |
1.6% |
95% |
True |
False |
82,024 |
| 20 |
107.20 |
96.26 |
10.94 |
10.2% |
1.97 |
1.8% |
96% |
True |
False |
65,577 |
| 40 |
107.20 |
96.26 |
10.94 |
10.2% |
2.03 |
1.9% |
96% |
True |
False |
46,533 |
| 60 |
107.20 |
93.52 |
13.68 |
12.8% |
2.12 |
2.0% |
97% |
True |
False |
36,537 |
| 80 |
107.20 |
88.58 |
18.62 |
17.4% |
2.13 |
2.0% |
98% |
True |
False |
30,786 |
| 100 |
107.20 |
76.44 |
30.76 |
28.8% |
2.23 |
2.1% |
99% |
True |
False |
26,614 |
| 120 |
107.20 |
76.44 |
30.76 |
28.8% |
2.25 |
2.1% |
99% |
True |
False |
23,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.79 |
|
2.618 |
110.03 |
|
1.618 |
108.95 |
|
1.000 |
108.28 |
|
0.618 |
107.87 |
|
HIGH |
107.20 |
|
0.618 |
106.79 |
|
0.500 |
106.66 |
|
0.382 |
106.53 |
|
LOW |
106.12 |
|
0.618 |
105.45 |
|
1.000 |
105.04 |
|
1.618 |
104.37 |
|
2.618 |
103.29 |
|
4.250 |
101.53 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.74 |
106.23 |
| PP |
106.70 |
105.68 |
| S1 |
106.66 |
105.14 |
|