NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
106.50 |
106.43 |
-0.07 |
-0.1% |
100.30 |
| High |
107.20 |
109.15 |
1.95 |
1.8% |
104.95 |
| Low |
106.12 |
105.96 |
-0.16 |
-0.2% |
100.20 |
| Close |
106.78 |
108.25 |
1.47 |
1.4% |
104.06 |
| Range |
1.08 |
3.19 |
2.11 |
195.4% |
4.75 |
| ATR |
2.06 |
2.14 |
0.08 |
3.9% |
0.00 |
| Volume |
78,457 |
70,045 |
-8,412 |
-10.7% |
347,378 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.36 |
115.99 |
110.00 |
|
| R3 |
114.17 |
112.80 |
109.13 |
|
| R2 |
110.98 |
110.98 |
108.83 |
|
| R1 |
109.61 |
109.61 |
108.54 |
110.30 |
| PP |
107.79 |
107.79 |
107.79 |
108.13 |
| S1 |
106.42 |
106.42 |
107.96 |
107.11 |
| S2 |
104.60 |
104.60 |
107.67 |
|
| S3 |
101.41 |
103.23 |
107.37 |
|
| S4 |
98.22 |
100.04 |
106.50 |
|
|
| 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 |
109.15 |
101.72 |
7.43 |
6.9% |
1.95 |
1.8% |
88% |
True |
False |
72,961 |
| 10 |
109.15 |
98.38 |
10.77 |
9.9% |
1.86 |
1.7% |
92% |
True |
False |
75,343 |
| 20 |
109.15 |
96.26 |
12.89 |
11.9% |
1.99 |
1.8% |
93% |
True |
False |
66,728 |
| 40 |
109.15 |
96.26 |
12.89 |
11.9% |
2.10 |
1.9% |
93% |
True |
False |
47,939 |
| 60 |
109.15 |
93.52 |
15.63 |
14.4% |
2.14 |
2.0% |
94% |
True |
False |
37,520 |
| 80 |
109.15 |
88.58 |
20.57 |
19.0% |
2.13 |
2.0% |
96% |
True |
False |
31,469 |
| 100 |
109.15 |
76.44 |
32.71 |
30.2% |
2.23 |
2.1% |
97% |
True |
False |
27,265 |
| 120 |
109.15 |
76.44 |
32.71 |
30.2% |
2.27 |
2.1% |
97% |
True |
False |
23,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.71 |
|
2.618 |
117.50 |
|
1.618 |
114.31 |
|
1.000 |
112.34 |
|
0.618 |
111.12 |
|
HIGH |
109.15 |
|
0.618 |
107.93 |
|
0.500 |
107.56 |
|
0.382 |
107.18 |
|
LOW |
105.96 |
|
0.618 |
103.99 |
|
1.000 |
102.77 |
|
1.618 |
100.80 |
|
2.618 |
97.61 |
|
4.250 |
92.40 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.02 |
107.88 |
| PP |
107.79 |
107.51 |
| S1 |
107.56 |
107.14 |
|