NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 07-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
99.40 |
99.50 |
0.10 |
0.1% |
100.63 |
| High |
99.60 |
101.05 |
1.45 |
1.5% |
102.31 |
| Low |
98.48 |
98.30 |
-0.18 |
-0.2% |
97.05 |
| Close |
99.18 |
100.46 |
1.28 |
1.3% |
99.54 |
| Range |
1.12 |
2.75 |
1.63 |
145.5% |
5.26 |
| ATR |
1.95 |
2.01 |
0.06 |
2.9% |
0.00 |
| Volume |
28,278 |
22,136 |
-6,142 |
-21.7% |
83,761 |
|
| Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.19 |
107.07 |
101.97 |
|
| R3 |
105.44 |
104.32 |
101.22 |
|
| R2 |
102.69 |
102.69 |
100.96 |
|
| R1 |
101.57 |
101.57 |
100.71 |
102.13 |
| PP |
99.94 |
99.94 |
99.94 |
100.22 |
| S1 |
98.82 |
98.82 |
100.21 |
99.38 |
| S2 |
97.19 |
97.19 |
99.96 |
|
| S3 |
94.44 |
96.07 |
99.70 |
|
| S4 |
91.69 |
93.32 |
98.95 |
|
|
| 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 |
101.05 |
97.05 |
4.00 |
4.0% |
2.00 |
2.0% |
85% |
True |
False |
22,994 |
| 10 |
102.43 |
97.05 |
5.38 |
5.4% |
1.96 |
2.0% |
63% |
False |
False |
16,508 |
| 20 |
104.07 |
97.05 |
7.02 |
7.0% |
2.02 |
2.0% |
49% |
False |
False |
13,891 |
| 40 |
104.07 |
93.45 |
10.62 |
10.6% |
1.96 |
1.9% |
66% |
False |
False |
10,206 |
| 60 |
104.07 |
93.45 |
10.62 |
10.6% |
1.94 |
1.9% |
66% |
False |
False |
9,210 |
| 80 |
104.07 |
84.58 |
19.49 |
19.4% |
1.96 |
1.9% |
81% |
False |
False |
8,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.74 |
|
2.618 |
108.25 |
|
1.618 |
105.50 |
|
1.000 |
103.80 |
|
0.618 |
102.75 |
|
HIGH |
101.05 |
|
0.618 |
100.00 |
|
0.500 |
99.68 |
|
0.382 |
99.35 |
|
LOW |
98.30 |
|
0.618 |
96.60 |
|
1.000 |
95.55 |
|
1.618 |
93.85 |
|
2.618 |
91.10 |
|
4.250 |
86.61 |
|
|
| Fisher Pivots for day following 07-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
100.20 |
100.13 |
| PP |
99.94 |
99.79 |
| S1 |
99.68 |
99.46 |
|