NYMEX Light Sweet Crude Oil Future June 2012
Trading Metrics calculated at close of trading on 10-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
100.61 |
101.09 |
0.48 |
0.5% |
99.07 |
High |
101.75 |
101.30 |
-0.45 |
-0.4% |
101.75 |
Low |
100.42 |
99.03 |
-1.39 |
-1.4% |
97.70 |
Close |
101.54 |
100.28 |
-1.26 |
-1.2% |
100.28 |
Range |
1.33 |
2.27 |
0.94 |
70.7% |
4.05 |
ATR |
2.12 |
2.14 |
0.03 |
1.3% |
0.00 |
Volume |
96,205 |
58,283 |
-37,922 |
-39.4% |
443,978 |
|
Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.01 |
105.92 |
101.53 |
|
R3 |
104.74 |
103.65 |
100.90 |
|
R2 |
102.47 |
102.47 |
100.70 |
|
R1 |
101.38 |
101.38 |
100.49 |
100.79 |
PP |
100.20 |
100.20 |
100.20 |
99.91 |
S1 |
99.11 |
99.11 |
100.07 |
98.52 |
S2 |
97.93 |
97.93 |
99.86 |
|
S3 |
95.66 |
96.84 |
99.66 |
|
S4 |
93.39 |
94.57 |
99.03 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.06 |
110.22 |
102.51 |
|
R3 |
108.01 |
106.17 |
101.39 |
|
R2 |
103.96 |
103.96 |
101.02 |
|
R1 |
102.12 |
102.12 |
100.65 |
103.04 |
PP |
99.91 |
99.91 |
99.91 |
100.37 |
S1 |
98.07 |
98.07 |
99.91 |
98.99 |
S2 |
95.86 |
95.86 |
99.54 |
|
S3 |
91.81 |
94.02 |
99.17 |
|
S4 |
87.76 |
89.97 |
98.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.75 |
97.70 |
4.05 |
4.0% |
1.91 |
1.9% |
64% |
False |
False |
88,795 |
10 |
102.21 |
96.67 |
5.54 |
5.5% |
2.06 |
2.1% |
65% |
False |
False |
70,673 |
20 |
102.93 |
96.67 |
6.26 |
6.2% |
2.10 |
2.1% |
58% |
False |
False |
59,976 |
40 |
104.32 |
93.40 |
10.92 |
10.9% |
2.17 |
2.2% |
63% |
False |
False |
45,348 |
60 |
104.32 |
93.40 |
10.92 |
10.9% |
2.27 |
2.3% |
63% |
False |
False |
41,605 |
80 |
104.32 |
85.00 |
19.32 |
19.3% |
2.33 |
2.3% |
79% |
False |
False |
38,746 |
100 |
104.32 |
76.65 |
27.67 |
27.6% |
2.46 |
2.5% |
85% |
False |
False |
35,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.95 |
2.618 |
107.24 |
1.618 |
104.97 |
1.000 |
103.57 |
0.618 |
102.70 |
HIGH |
101.30 |
0.618 |
100.43 |
0.500 |
100.17 |
0.382 |
99.90 |
LOW |
99.03 |
0.618 |
97.63 |
1.000 |
96.76 |
1.618 |
95.36 |
2.618 |
93.09 |
4.250 |
89.38 |
|
|
Fisher Pivots for day following 10-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
100.24 |
100.39 |
PP |
100.20 |
100.35 |
S1 |
100.17 |
100.32 |
|