NYMEX Light Sweet Crude Oil Future June 2012
Trading Metrics calculated at close of trading on 09-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
100.19 |
100.61 |
0.42 |
0.4% |
100.90 |
High |
101.50 |
101.75 |
0.25 |
0.2% |
102.21 |
Low |
99.75 |
100.42 |
0.67 |
0.7% |
96.67 |
Close |
100.39 |
101.54 |
1.15 |
1.1% |
99.17 |
Range |
1.75 |
1.33 |
-0.42 |
-24.0% |
5.54 |
ATR |
2.17 |
2.12 |
-0.06 |
-2.7% |
0.00 |
Volume |
140,112 |
96,205 |
-43,907 |
-31.3% |
262,753 |
|
Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.23 |
104.71 |
102.27 |
|
R3 |
103.90 |
103.38 |
101.91 |
|
R2 |
102.57 |
102.57 |
101.78 |
|
R1 |
102.05 |
102.05 |
101.66 |
102.31 |
PP |
101.24 |
101.24 |
101.24 |
101.37 |
S1 |
100.72 |
100.72 |
101.42 |
100.98 |
S2 |
99.91 |
99.91 |
101.30 |
|
S3 |
98.58 |
99.39 |
101.17 |
|
S4 |
97.25 |
98.06 |
100.81 |
|
|
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 |
101.75 |
97.45 |
4.30 |
4.2% |
1.83 |
1.8% |
95% |
True |
False |
91,959 |
10 |
102.21 |
96.67 |
5.54 |
5.5% |
1.98 |
2.0% |
88% |
False |
False |
69,571 |
20 |
103.84 |
96.67 |
7.17 |
7.1% |
2.20 |
2.2% |
68% |
False |
False |
58,902 |
40 |
104.32 |
93.40 |
10.92 |
10.8% |
2.20 |
2.2% |
75% |
False |
False |
44,504 |
60 |
104.32 |
93.40 |
10.92 |
10.8% |
2.26 |
2.2% |
75% |
False |
False |
41,121 |
80 |
104.32 |
85.00 |
19.32 |
19.0% |
2.33 |
2.3% |
86% |
False |
False |
38,392 |
100 |
104.32 |
76.65 |
27.67 |
27.3% |
2.47 |
2.4% |
90% |
False |
False |
34,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.40 |
2.618 |
105.23 |
1.618 |
103.90 |
1.000 |
103.08 |
0.618 |
102.57 |
HIGH |
101.75 |
0.618 |
101.24 |
0.500 |
101.09 |
0.382 |
100.93 |
LOW |
100.42 |
0.618 |
99.60 |
1.000 |
99.09 |
1.618 |
98.27 |
2.618 |
96.94 |
4.250 |
94.77 |
|
|
Fisher Pivots for day following 09-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
101.39 |
100.94 |
PP |
101.24 |
100.33 |
S1 |
101.09 |
99.73 |
|