NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 09-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
100.65 |
101.17 |
0.52 |
0.5% |
100.63 |
| High |
101.97 |
102.29 |
0.32 |
0.3% |
102.31 |
| Low |
100.30 |
101.17 |
0.87 |
0.9% |
97.05 |
| Close |
100.99 |
102.16 |
1.17 |
1.2% |
99.54 |
| Range |
1.67 |
1.12 |
-0.55 |
-32.9% |
5.26 |
| ATR |
1.98 |
1.93 |
-0.05 |
-2.5% |
0.00 |
| Volume |
46,422 |
37,038 |
-9,384 |
-20.2% |
83,761 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.23 |
104.82 |
102.78 |
|
| R3 |
104.11 |
103.70 |
102.47 |
|
| R2 |
102.99 |
102.99 |
102.37 |
|
| R1 |
102.58 |
102.58 |
102.26 |
102.79 |
| PP |
101.87 |
101.87 |
101.87 |
101.98 |
| S1 |
101.46 |
101.46 |
102.06 |
101.67 |
| S2 |
100.75 |
100.75 |
101.95 |
|
| S3 |
99.63 |
100.34 |
101.85 |
|
| S4 |
98.51 |
99.22 |
101.54 |
|
|
| 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 |
102.29 |
97.86 |
4.43 |
4.3% |
1.69 |
1.7% |
97% |
True |
False |
31,905 |
| 10 |
102.31 |
97.05 |
5.26 |
5.1% |
1.80 |
1.8% |
97% |
False |
False |
22,645 |
| 20 |
103.86 |
97.05 |
6.81 |
6.7% |
2.01 |
2.0% |
75% |
False |
False |
16,988 |
| 40 |
104.07 |
93.45 |
10.62 |
10.4% |
1.96 |
1.9% |
82% |
False |
False |
12,034 |
| 60 |
104.07 |
93.45 |
10.62 |
10.4% |
1.92 |
1.9% |
82% |
False |
False |
10,394 |
| 80 |
104.07 |
85.15 |
18.92 |
18.5% |
1.93 |
1.9% |
90% |
False |
False |
9,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.05 |
|
2.618 |
105.22 |
|
1.618 |
104.10 |
|
1.000 |
103.41 |
|
0.618 |
102.98 |
|
HIGH |
102.29 |
|
0.618 |
101.86 |
|
0.500 |
101.73 |
|
0.382 |
101.60 |
|
LOW |
101.17 |
|
0.618 |
100.48 |
|
1.000 |
100.05 |
|
1.618 |
99.36 |
|
2.618 |
98.24 |
|
4.250 |
96.41 |
|
|
| Fisher Pivots for day following 09-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.02 |
101.54 |
| PP |
101.87 |
100.92 |
| S1 |
101.73 |
100.30 |
|