NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 22-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
105.49 |
106.97 |
1.48 |
1.4% |
100.99 |
| High |
107.39 |
107.67 |
0.28 |
0.3% |
105.39 |
| Low |
105.49 |
106.58 |
1.09 |
1.0% |
100.82 |
| Close |
107.21 |
107.27 |
0.06 |
0.1% |
104.52 |
| Range |
1.90 |
1.09 |
-0.81 |
-42.6% |
4.57 |
| ATR |
2.08 |
2.01 |
-0.07 |
-3.4% |
0.00 |
| Volume |
106,492 |
79,597 |
-26,895 |
-25.3% |
353,636 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.44 |
109.95 |
107.87 |
|
| R3 |
109.35 |
108.86 |
107.57 |
|
| R2 |
108.26 |
108.26 |
107.47 |
|
| R1 |
107.77 |
107.77 |
107.37 |
108.02 |
| PP |
107.17 |
107.17 |
107.17 |
107.30 |
| S1 |
106.68 |
106.68 |
107.17 |
106.93 |
| S2 |
106.08 |
106.08 |
107.07 |
|
| S3 |
104.99 |
105.59 |
106.97 |
|
| S4 |
103.90 |
104.50 |
106.67 |
|
|
| 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 |
107.67 |
102.05 |
5.62 |
5.2% |
1.65 |
1.5% |
93% |
True |
False |
88,476 |
| 10 |
107.67 |
99.03 |
8.64 |
8.1% |
1.66 |
1.5% |
95% |
True |
False |
83,432 |
| 20 |
107.67 |
96.67 |
11.00 |
10.3% |
1.90 |
1.8% |
96% |
True |
False |
69,503 |
| 40 |
107.67 |
96.67 |
11.00 |
10.3% |
1.99 |
1.9% |
96% |
True |
False |
53,961 |
| 60 |
107.67 |
93.40 |
14.27 |
13.3% |
2.13 |
2.0% |
97% |
True |
False |
45,901 |
| 80 |
107.67 |
88.43 |
19.24 |
17.9% |
2.22 |
2.1% |
98% |
True |
False |
42,459 |
| 100 |
107.67 |
76.65 |
31.02 |
28.9% |
2.34 |
2.2% |
99% |
True |
False |
39,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.30 |
|
2.618 |
110.52 |
|
1.618 |
109.43 |
|
1.000 |
108.76 |
|
0.618 |
108.34 |
|
HIGH |
107.67 |
|
0.618 |
107.25 |
|
0.500 |
107.13 |
|
0.382 |
107.00 |
|
LOW |
106.58 |
|
0.618 |
105.91 |
|
1.000 |
105.49 |
|
1.618 |
104.82 |
|
2.618 |
103.73 |
|
4.250 |
101.95 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.22 |
106.73 |
| PP |
107.17 |
106.19 |
| S1 |
107.13 |
105.66 |
|