NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 15-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
102.05 |
102.31 |
0.26 |
0.3% |
99.07 |
| High |
103.12 |
103.82 |
0.70 |
0.7% |
101.75 |
| Low |
101.76 |
102.05 |
0.29 |
0.3% |
97.70 |
| Close |
102.16 |
103.14 |
0.98 |
1.0% |
100.28 |
| Range |
1.36 |
1.77 |
0.41 |
30.1% |
4.05 |
| ATR |
2.09 |
2.07 |
-0.02 |
-1.1% |
0.00 |
| Volume |
45,070 |
102,020 |
56,950 |
126.4% |
443,978 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.31 |
107.50 |
104.11 |
|
| R3 |
106.54 |
105.73 |
103.63 |
|
| R2 |
104.77 |
104.77 |
103.46 |
|
| R1 |
103.96 |
103.96 |
103.30 |
104.37 |
| PP |
103.00 |
103.00 |
103.00 |
103.21 |
| S1 |
102.19 |
102.19 |
102.98 |
102.60 |
| S2 |
101.23 |
101.23 |
102.82 |
|
| S3 |
99.46 |
100.42 |
102.65 |
|
| S4 |
97.69 |
98.65 |
102.17 |
|
|
| 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 |
103.82 |
99.03 |
4.79 |
4.6% |
1.67 |
1.6% |
86% |
True |
False |
70,770 |
| 10 |
103.82 |
96.67 |
7.15 |
6.9% |
1.86 |
1.8% |
90% |
True |
False |
76,987 |
| 20 |
103.82 |
96.67 |
7.15 |
6.9% |
2.01 |
1.9% |
90% |
True |
False |
62,055 |
| 40 |
104.32 |
93.40 |
10.92 |
10.6% |
2.04 |
2.0% |
89% |
False |
False |
47,790 |
| 60 |
104.32 |
93.40 |
10.92 |
10.6% |
2.17 |
2.1% |
89% |
False |
False |
42,751 |
| 80 |
104.32 |
86.84 |
17.48 |
16.9% |
2.28 |
2.2% |
93% |
False |
False |
40,444 |
| 100 |
104.32 |
76.65 |
27.67 |
26.8% |
2.41 |
2.3% |
96% |
False |
False |
36,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.34 |
|
2.618 |
108.45 |
|
1.618 |
106.68 |
|
1.000 |
105.59 |
|
0.618 |
104.91 |
|
HIGH |
103.82 |
|
0.618 |
103.14 |
|
0.500 |
102.94 |
|
0.382 |
102.73 |
|
LOW |
102.05 |
|
0.618 |
100.96 |
|
1.000 |
100.28 |
|
1.618 |
99.19 |
|
2.618 |
97.42 |
|
4.250 |
94.53 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.07 |
102.87 |
| PP |
103.00 |
102.59 |
| S1 |
102.94 |
102.32 |
|