NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
103.73 |
105.49 |
1.76 |
1.7% |
100.99 |
| High |
105.39 |
107.39 |
2.00 |
1.9% |
105.39 |
| Low |
103.64 |
105.49 |
1.85 |
1.8% |
100.82 |
| Close |
104.52 |
107.21 |
2.69 |
2.6% |
104.52 |
| Range |
1.75 |
1.90 |
0.15 |
8.6% |
4.57 |
| ATR |
2.02 |
2.08 |
0.06 |
3.0% |
0.00 |
| Volume |
67,012 |
106,492 |
39,480 |
58.9% |
353,636 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.40 |
111.70 |
108.26 |
|
| R3 |
110.50 |
109.80 |
107.73 |
|
| R2 |
108.60 |
108.60 |
107.56 |
|
| R1 |
107.90 |
107.90 |
107.38 |
108.25 |
| PP |
106.70 |
106.70 |
106.70 |
106.87 |
| S1 |
106.00 |
106.00 |
107.04 |
106.35 |
| S2 |
104.80 |
104.80 |
106.86 |
|
| S3 |
102.90 |
104.10 |
106.69 |
|
| S4 |
101.00 |
102.20 |
106.17 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.29 |
115.47 |
107.03 |
|
| R3 |
112.72 |
110.90 |
105.78 |
|
| R2 |
108.15 |
108.15 |
105.36 |
|
| R1 |
106.33 |
106.33 |
104.94 |
107.24 |
| PP |
103.58 |
103.58 |
103.58 |
104.03 |
| S1 |
101.76 |
101.76 |
104.10 |
102.67 |
| S2 |
99.01 |
99.01 |
103.68 |
|
| S3 |
94.44 |
97.19 |
103.26 |
|
| S4 |
89.87 |
92.62 |
102.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.39 |
101.76 |
5.63 |
5.3% |
1.70 |
1.6% |
97% |
True |
False |
81,570 |
| 10 |
107.39 |
97.70 |
9.69 |
9.0% |
1.84 |
1.7% |
98% |
True |
False |
82,943 |
| 20 |
107.39 |
96.67 |
10.72 |
10.0% |
1.92 |
1.8% |
98% |
True |
False |
67,294 |
| 40 |
107.39 |
96.67 |
10.72 |
10.0% |
2.00 |
1.9% |
98% |
True |
False |
52,637 |
| 60 |
107.39 |
93.40 |
13.99 |
13.0% |
2.14 |
2.0% |
99% |
True |
False |
45,168 |
| 80 |
107.39 |
88.43 |
18.96 |
17.7% |
2.24 |
2.1% |
99% |
True |
False |
42,302 |
| 100 |
107.39 |
76.65 |
30.74 |
28.7% |
2.36 |
2.2% |
99% |
True |
False |
38,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.47 |
|
2.618 |
112.36 |
|
1.618 |
110.46 |
|
1.000 |
109.29 |
|
0.618 |
108.56 |
|
HIGH |
107.39 |
|
0.618 |
106.66 |
|
0.500 |
106.44 |
|
0.382 |
106.22 |
|
LOW |
105.49 |
|
0.618 |
104.32 |
|
1.000 |
103.59 |
|
1.618 |
102.42 |
|
2.618 |
100.52 |
|
4.250 |
97.42 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.95 |
106.42 |
| PP |
106.70 |
105.63 |
| S1 |
106.44 |
104.84 |
|