NYMEX Light Sweet Crude Oil Future June 2012
Trading Metrics calculated at close of trading on 08-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
99.11 |
100.19 |
1.08 |
1.1% |
100.90 |
High |
100.65 |
101.50 |
0.85 |
0.8% |
102.21 |
Low |
97.70 |
99.75 |
2.05 |
2.1% |
96.67 |
Close |
99.96 |
100.39 |
0.43 |
0.4% |
99.17 |
Range |
2.95 |
1.75 |
-1.20 |
-40.7% |
5.54 |
ATR |
2.21 |
2.17 |
-0.03 |
-1.5% |
0.00 |
Volume |
74,709 |
140,112 |
65,403 |
87.5% |
262,753 |
|
Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.80 |
104.84 |
101.35 |
|
R3 |
104.05 |
103.09 |
100.87 |
|
R2 |
102.30 |
102.30 |
100.71 |
|
R1 |
101.34 |
101.34 |
100.55 |
101.82 |
PP |
100.55 |
100.55 |
100.55 |
100.79 |
S1 |
99.59 |
99.59 |
100.23 |
100.07 |
S2 |
98.80 |
98.80 |
100.07 |
|
S3 |
97.05 |
97.84 |
99.91 |
|
S4 |
95.30 |
96.09 |
99.43 |
|
|
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 |
101.50 |
96.67 |
4.83 |
4.8% |
2.05 |
2.0% |
77% |
True |
False |
83,204 |
10 |
102.28 |
96.67 |
5.61 |
5.6% |
2.05 |
2.0% |
66% |
False |
False |
65,293 |
20 |
103.84 |
96.67 |
7.17 |
7.1% |
2.22 |
2.2% |
52% |
False |
False |
56,384 |
40 |
104.32 |
93.40 |
10.92 |
10.9% |
2.21 |
2.2% |
64% |
False |
False |
42,784 |
60 |
104.32 |
93.40 |
10.92 |
10.9% |
2.27 |
2.3% |
64% |
False |
False |
40,046 |
80 |
104.32 |
85.00 |
19.32 |
19.2% |
2.35 |
2.3% |
80% |
False |
False |
37,496 |
100 |
104.32 |
76.65 |
27.67 |
27.6% |
2.47 |
2.5% |
86% |
False |
False |
34,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.94 |
2.618 |
106.08 |
1.618 |
104.33 |
1.000 |
103.25 |
0.618 |
102.58 |
HIGH |
101.50 |
0.618 |
100.83 |
0.500 |
100.63 |
0.382 |
100.42 |
LOW |
99.75 |
0.618 |
98.67 |
1.000 |
98.00 |
1.618 |
96.92 |
2.618 |
95.17 |
4.250 |
92.31 |
|
|
Fisher Pivots for day following 08-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
100.63 |
100.13 |
PP |
100.55 |
99.86 |
S1 |
100.47 |
99.60 |
|