NYMEX Light Sweet Crude Oil Future June 2012
Trading Metrics calculated at close of trading on 07-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
99.07 |
99.11 |
0.04 |
0.0% |
100.90 |
High |
99.18 |
100.65 |
1.47 |
1.5% |
102.21 |
Low |
97.93 |
97.70 |
-0.23 |
-0.2% |
96.67 |
Close |
98.68 |
99.96 |
1.28 |
1.3% |
99.17 |
Range |
1.25 |
2.95 |
1.70 |
136.0% |
5.54 |
ATR |
2.15 |
2.21 |
0.06 |
2.7% |
0.00 |
Volume |
74,669 |
74,709 |
40 |
0.1% |
262,753 |
|
Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.29 |
107.07 |
101.58 |
|
R3 |
105.34 |
104.12 |
100.77 |
|
R2 |
102.39 |
102.39 |
100.50 |
|
R1 |
101.17 |
101.17 |
100.23 |
101.78 |
PP |
99.44 |
99.44 |
99.44 |
99.74 |
S1 |
98.22 |
98.22 |
99.69 |
98.83 |
S2 |
96.49 |
96.49 |
99.42 |
|
S3 |
93.54 |
95.27 |
99.15 |
|
S4 |
90.59 |
92.32 |
98.34 |
|
|
Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.97 |
113.11 |
102.22 |
|
R3 |
110.43 |
107.57 |
100.69 |
|
R2 |
104.89 |
104.89 |
100.19 |
|
R1 |
102.03 |
102.03 |
99.68 |
100.69 |
PP |
99.35 |
99.35 |
99.35 |
98.68 |
S1 |
96.49 |
96.49 |
98.66 |
95.15 |
S2 |
93.81 |
93.81 |
98.15 |
|
S3 |
88.27 |
90.95 |
97.65 |
|
S4 |
82.73 |
85.41 |
96.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.65 |
96.67 |
3.98 |
4.0% |
2.15 |
2.1% |
83% |
True |
False |
66,858 |
10 |
102.28 |
96.67 |
5.61 |
5.6% |
2.14 |
2.1% |
59% |
False |
False |
55,574 |
20 |
104.10 |
96.67 |
7.43 |
7.4% |
2.23 |
2.2% |
44% |
False |
False |
51,544 |
40 |
104.32 |
93.40 |
10.92 |
10.9% |
2.22 |
2.2% |
60% |
False |
False |
40,091 |
60 |
104.32 |
93.40 |
10.92 |
10.9% |
2.28 |
2.3% |
60% |
False |
False |
38,285 |
80 |
104.32 |
84.37 |
19.95 |
20.0% |
2.36 |
2.4% |
78% |
False |
False |
36,023 |
100 |
104.32 |
76.65 |
27.67 |
27.7% |
2.47 |
2.5% |
84% |
False |
False |
32,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.19 |
2.618 |
108.37 |
1.618 |
105.42 |
1.000 |
103.60 |
0.618 |
102.47 |
HIGH |
100.65 |
0.618 |
99.52 |
0.500 |
99.18 |
0.382 |
98.83 |
LOW |
97.70 |
0.618 |
95.88 |
1.000 |
94.75 |
1.618 |
92.93 |
2.618 |
89.98 |
4.250 |
85.16 |
|
|
Fisher Pivots for day following 07-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
99.70 |
99.66 |
PP |
99.44 |
99.35 |
S1 |
99.18 |
99.05 |
|