NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 10-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
101.17 |
101.68 |
0.51 |
0.5% |
99.40 |
High |
102.29 |
101.70 |
-0.59 |
-0.6% |
102.29 |
Low |
101.17 |
99.70 |
-1.47 |
-1.5% |
98.30 |
Close |
102.16 |
100.89 |
-1.27 |
-1.2% |
100.89 |
Range |
1.12 |
2.00 |
0.88 |
78.6% |
3.99 |
ATR |
1.93 |
1.97 |
0.04 |
1.9% |
0.00 |
Volume |
37,038 |
19,658 |
-17,380 |
-46.9% |
153,532 |
|
Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.76 |
105.83 |
101.99 |
|
R3 |
104.76 |
103.83 |
101.44 |
|
R2 |
102.76 |
102.76 |
101.26 |
|
R1 |
101.83 |
101.83 |
101.07 |
101.30 |
PP |
100.76 |
100.76 |
100.76 |
100.50 |
S1 |
99.83 |
99.83 |
100.71 |
99.30 |
S2 |
98.76 |
98.76 |
100.52 |
|
S3 |
96.76 |
97.83 |
100.34 |
|
S4 |
94.76 |
95.83 |
99.79 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.46 |
110.67 |
103.08 |
|
R3 |
108.47 |
106.68 |
101.99 |
|
R2 |
104.48 |
104.48 |
101.62 |
|
R1 |
102.69 |
102.69 |
101.26 |
103.59 |
PP |
100.49 |
100.49 |
100.49 |
100.94 |
S1 |
98.70 |
98.70 |
100.52 |
99.60 |
S2 |
96.50 |
96.50 |
100.16 |
|
S3 |
92.51 |
94.71 |
99.79 |
|
S4 |
88.52 |
90.72 |
98.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.29 |
98.30 |
3.99 |
4.0% |
1.73 |
1.7% |
65% |
False |
False |
30,706 |
10 |
102.31 |
97.05 |
5.26 |
5.2% |
1.88 |
1.9% |
73% |
False |
False |
23,729 |
20 |
103.00 |
97.05 |
5.95 |
5.9% |
1.90 |
1.9% |
65% |
False |
False |
17,538 |
40 |
104.07 |
93.45 |
10.62 |
10.5% |
1.94 |
1.9% |
70% |
False |
False |
12,370 |
60 |
104.07 |
93.45 |
10.62 |
10.5% |
1.92 |
1.9% |
70% |
False |
False |
10,644 |
80 |
104.07 |
85.15 |
18.92 |
18.8% |
1.93 |
1.9% |
83% |
False |
False |
9,361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.20 |
2.618 |
106.94 |
1.618 |
104.94 |
1.000 |
103.70 |
0.618 |
102.94 |
HIGH |
101.70 |
0.618 |
100.94 |
0.500 |
100.70 |
0.382 |
100.46 |
LOW |
99.70 |
0.618 |
98.46 |
1.000 |
97.70 |
1.618 |
96.46 |
2.618 |
94.46 |
4.250 |
91.20 |
|
|
Fisher Pivots for day following 10-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
100.83 |
101.00 |
PP |
100.76 |
100.96 |
S1 |
100.70 |
100.93 |
|