NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
106.97 |
106.94 |
-0.03 |
0.0% |
100.99 |
| High |
107.67 |
109.57 |
1.90 |
1.8% |
105.39 |
| Low |
106.58 |
106.47 |
-0.11 |
-0.1% |
100.82 |
| Close |
107.27 |
108.68 |
1.41 |
1.3% |
104.52 |
| Range |
1.09 |
3.10 |
2.01 |
184.4% |
4.57 |
| ATR |
2.01 |
2.09 |
0.08 |
3.9% |
0.00 |
| Volume |
79,597 |
68,055 |
-11,542 |
-14.5% |
353,636 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.54 |
116.21 |
110.39 |
|
| R3 |
114.44 |
113.11 |
109.53 |
|
| R2 |
111.34 |
111.34 |
109.25 |
|
| R1 |
110.01 |
110.01 |
108.96 |
110.68 |
| PP |
108.24 |
108.24 |
108.24 |
108.57 |
| S1 |
106.91 |
106.91 |
108.40 |
107.58 |
| S2 |
105.14 |
105.14 |
108.11 |
|
| S3 |
102.04 |
103.81 |
107.83 |
|
| S4 |
98.94 |
100.71 |
106.98 |
|
|
| 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 |
109.57 |
102.29 |
7.28 |
6.7% |
1.92 |
1.8% |
88% |
True |
False |
81,683 |
| 10 |
109.57 |
99.03 |
10.54 |
9.7% |
1.79 |
1.6% |
92% |
True |
False |
76,226 |
| 20 |
109.57 |
96.67 |
12.90 |
11.9% |
1.92 |
1.8% |
93% |
True |
False |
70,760 |
| 40 |
109.57 |
96.67 |
12.90 |
11.9% |
2.05 |
1.9% |
93% |
True |
False |
55,105 |
| 60 |
109.57 |
93.40 |
16.17 |
14.9% |
2.14 |
2.0% |
94% |
True |
False |
46,559 |
| 80 |
109.57 |
88.43 |
21.14 |
19.5% |
2.22 |
2.0% |
96% |
True |
False |
42,872 |
| 100 |
109.57 |
76.65 |
32.92 |
30.3% |
2.33 |
2.1% |
97% |
True |
False |
39,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.75 |
|
2.618 |
117.69 |
|
1.618 |
114.59 |
|
1.000 |
112.67 |
|
0.618 |
111.49 |
|
HIGH |
109.57 |
|
0.618 |
108.39 |
|
0.500 |
108.02 |
|
0.382 |
107.65 |
|
LOW |
106.47 |
|
0.618 |
104.55 |
|
1.000 |
103.37 |
|
1.618 |
101.45 |
|
2.618 |
98.35 |
|
4.250 |
93.30 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.46 |
108.30 |
| PP |
108.24 |
107.91 |
| S1 |
108.02 |
107.53 |
|