NYMEX Light Sweet Crude Oil Future July 2012
Trading Metrics calculated at close of trading on 16-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
103.43 |
103.55 |
0.12 |
0.1% |
99.40 |
High |
104.11 |
104.47 |
0.36 |
0.3% |
102.29 |
Low |
103.17 |
102.88 |
-0.29 |
-0.3% |
98.30 |
Close |
103.60 |
104.21 |
0.61 |
0.6% |
100.89 |
Range |
0.94 |
1.59 |
0.65 |
69.1% |
3.99 |
ATR |
1.89 |
1.87 |
-0.02 |
-1.1% |
0.00 |
Volume |
34,110 |
29,071 |
-5,039 |
-14.8% |
153,532 |
|
Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.62 |
108.01 |
105.08 |
|
R3 |
107.03 |
106.42 |
104.65 |
|
R2 |
105.44 |
105.44 |
104.50 |
|
R1 |
104.83 |
104.83 |
104.36 |
105.14 |
PP |
103.85 |
103.85 |
103.85 |
104.01 |
S1 |
103.24 |
103.24 |
104.06 |
103.55 |
S2 |
102.26 |
102.26 |
103.92 |
|
S3 |
100.67 |
101.65 |
103.77 |
|
S4 |
99.08 |
100.06 |
103.34 |
|
|
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 |
104.47 |
99.70 |
4.77 |
4.6% |
1.43 |
1.4% |
95% |
True |
False |
25,319 |
10 |
104.47 |
97.86 |
6.61 |
6.3% |
1.56 |
1.5% |
96% |
True |
False |
28,612 |
20 |
104.47 |
97.05 |
7.42 |
7.1% |
1.81 |
1.7% |
96% |
True |
False |
20,644 |
40 |
104.47 |
94.65 |
9.82 |
9.4% |
1.81 |
1.7% |
97% |
True |
False |
14,393 |
60 |
104.47 |
93.45 |
11.02 |
10.6% |
1.81 |
1.7% |
98% |
True |
False |
11,839 |
80 |
104.47 |
88.18 |
16.29 |
15.6% |
1.86 |
1.8% |
98% |
True |
False |
10,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.23 |
2.618 |
108.63 |
1.618 |
107.04 |
1.000 |
106.06 |
0.618 |
105.45 |
HIGH |
104.47 |
0.618 |
103.86 |
0.500 |
103.68 |
0.382 |
103.49 |
LOW |
102.88 |
0.618 |
101.90 |
1.000 |
101.29 |
1.618 |
100.31 |
2.618 |
98.72 |
4.250 |
96.12 |
|
|
Fisher Pivots for day following 16-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
104.03 |
103.96 |
PP |
103.85 |
103.70 |
S1 |
103.68 |
103.45 |
|