NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 08-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
99.50 |
100.65 |
1.15 |
1.2% |
100.63 |
| High |
101.05 |
101.97 |
0.92 |
0.9% |
102.31 |
| Low |
98.30 |
100.30 |
2.00 |
2.0% |
97.05 |
| Close |
100.46 |
100.99 |
0.53 |
0.5% |
99.54 |
| Range |
2.75 |
1.67 |
-1.08 |
-39.3% |
5.26 |
| ATR |
2.01 |
1.98 |
-0.02 |
-1.2% |
0.00 |
| Volume |
22,136 |
46,422 |
24,286 |
109.7% |
83,761 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.10 |
105.21 |
101.91 |
|
| R3 |
104.43 |
103.54 |
101.45 |
|
| R2 |
102.76 |
102.76 |
101.30 |
|
| R1 |
101.87 |
101.87 |
101.14 |
102.32 |
| PP |
101.09 |
101.09 |
101.09 |
101.31 |
| S1 |
100.20 |
100.20 |
100.84 |
100.65 |
| S2 |
99.42 |
99.42 |
100.68 |
|
| S3 |
97.75 |
98.53 |
100.53 |
|
| S4 |
96.08 |
96.86 |
100.07 |
|
|
| 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 |
101.97 |
97.05 |
4.92 |
4.9% |
1.91 |
1.9% |
80% |
True |
False |
28,709 |
| 10 |
102.43 |
97.05 |
5.38 |
5.3% |
1.88 |
1.9% |
73% |
False |
False |
20,084 |
| 20 |
103.86 |
97.05 |
6.81 |
6.7% |
2.03 |
2.0% |
58% |
False |
False |
15,649 |
| 40 |
104.07 |
93.45 |
10.62 |
10.5% |
1.96 |
1.9% |
71% |
False |
False |
11,235 |
| 60 |
104.07 |
93.45 |
10.62 |
10.5% |
1.92 |
1.9% |
71% |
False |
False |
9,864 |
| 80 |
104.07 |
85.15 |
18.92 |
18.7% |
1.96 |
1.9% |
84% |
False |
False |
8,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.07 |
|
2.618 |
106.34 |
|
1.618 |
104.67 |
|
1.000 |
103.64 |
|
0.618 |
103.00 |
|
HIGH |
101.97 |
|
0.618 |
101.33 |
|
0.500 |
101.14 |
|
0.382 |
100.94 |
|
LOW |
100.30 |
|
0.618 |
99.27 |
|
1.000 |
98.63 |
|
1.618 |
97.60 |
|
2.618 |
95.93 |
|
4.250 |
93.20 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
101.14 |
100.71 |
| PP |
101.09 |
100.42 |
| S1 |
101.04 |
100.14 |
|