NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 03-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
98.85 |
98.30 |
-0.55 |
-0.6% |
100.63 |
High |
99.25 |
99.65 |
0.40 |
0.4% |
102.31 |
Low |
97.05 |
97.86 |
0.81 |
0.8% |
97.05 |
Close |
97.91 |
99.54 |
1.63 |
1.7% |
99.54 |
Range |
2.20 |
1.79 |
-0.41 |
-18.6% |
5.26 |
ATR |
2.03 |
2.01 |
-0.02 |
-0.8% |
0.00 |
Volume |
21,056 |
25,655 |
4,599 |
21.8% |
83,761 |
|
Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.39 |
103.75 |
100.52 |
|
R3 |
102.60 |
101.96 |
100.03 |
|
R2 |
100.81 |
100.81 |
99.87 |
|
R1 |
100.17 |
100.17 |
99.70 |
100.49 |
PP |
99.02 |
99.02 |
99.02 |
99.18 |
S1 |
98.38 |
98.38 |
99.38 |
98.70 |
S2 |
97.23 |
97.23 |
99.21 |
|
S3 |
95.44 |
96.59 |
99.05 |
|
S4 |
93.65 |
94.80 |
98.56 |
|
|
Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.41 |
112.74 |
102.43 |
|
R3 |
110.15 |
107.48 |
100.99 |
|
R2 |
104.89 |
104.89 |
100.50 |
|
R1 |
102.22 |
102.22 |
100.02 |
100.93 |
PP |
99.63 |
99.63 |
99.63 |
98.99 |
S1 |
96.96 |
96.96 |
99.06 |
95.67 |
S2 |
94.37 |
94.37 |
98.58 |
|
S3 |
89.11 |
91.70 |
98.09 |
|
S4 |
83.85 |
86.44 |
96.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.31 |
97.05 |
5.26 |
5.3% |
2.03 |
2.0% |
47% |
False |
False |
16,752 |
10 |
102.43 |
97.05 |
5.38 |
5.4% |
1.98 |
2.0% |
46% |
False |
False |
13,902 |
20 |
104.07 |
97.05 |
7.02 |
7.1% |
1.98 |
2.0% |
35% |
False |
False |
12,519 |
40 |
104.07 |
93.45 |
10.62 |
10.7% |
1.95 |
2.0% |
57% |
False |
False |
9,191 |
60 |
104.07 |
93.45 |
10.62 |
10.7% |
1.94 |
1.9% |
57% |
False |
False |
8,574 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.26 |
2.618 |
104.34 |
1.618 |
102.55 |
1.000 |
101.44 |
0.618 |
100.76 |
HIGH |
99.65 |
0.618 |
98.97 |
0.500 |
98.76 |
0.382 |
98.54 |
LOW |
97.86 |
0.618 |
96.75 |
1.000 |
96.07 |
1.618 |
94.96 |
2.618 |
93.17 |
4.250 |
90.25 |
|
|
Fisher Pivots for day following 03-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
99.28 |
99.35 |
PP |
99.02 |
99.16 |
S1 |
98.76 |
98.97 |
|