NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 17-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
103.55 |
104.20 |
0.65 |
0.6% |
101.64 |
| High |
104.47 |
105.29 |
0.82 |
0.8% |
105.29 |
| Low |
102.88 |
104.13 |
1.25 |
1.2% |
101.58 |
| Close |
104.21 |
104.88 |
0.67 |
0.6% |
104.88 |
| Range |
1.59 |
1.16 |
-0.43 |
-27.0% |
3.71 |
| ATR |
1.87 |
1.82 |
-0.05 |
-2.7% |
0.00 |
| Volume |
29,071 |
20,047 |
-9,024 |
-31.0% |
126,985 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.25 |
107.72 |
105.52 |
|
| R3 |
107.09 |
106.56 |
105.20 |
|
| R2 |
105.93 |
105.93 |
105.09 |
|
| R1 |
105.40 |
105.40 |
104.99 |
105.67 |
| PP |
104.77 |
104.77 |
104.77 |
104.90 |
| S1 |
104.24 |
104.24 |
104.77 |
104.51 |
| S2 |
103.61 |
103.61 |
104.67 |
|
| S3 |
102.45 |
103.08 |
104.56 |
|
| S4 |
101.29 |
101.92 |
104.24 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.05 |
113.67 |
106.92 |
|
| R3 |
111.34 |
109.96 |
105.90 |
|
| R2 |
107.63 |
107.63 |
105.56 |
|
| R1 |
106.25 |
106.25 |
105.22 |
106.94 |
| PP |
103.92 |
103.92 |
103.92 |
104.26 |
| S1 |
102.54 |
102.54 |
104.54 |
103.23 |
| S2 |
100.21 |
100.21 |
104.20 |
|
| S3 |
96.50 |
98.83 |
103.86 |
|
| S4 |
92.79 |
95.12 |
102.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.29 |
101.58 |
3.71 |
3.5% |
1.26 |
1.2% |
89% |
True |
False |
25,397 |
| 10 |
105.29 |
98.30 |
6.99 |
6.7% |
1.50 |
1.4% |
94% |
True |
False |
28,051 |
| 20 |
105.29 |
97.05 |
8.24 |
7.9% |
1.74 |
1.7% |
95% |
True |
False |
20,976 |
| 40 |
105.29 |
97.05 |
8.24 |
7.9% |
1.76 |
1.7% |
95% |
True |
False |
14,817 |
| 60 |
105.29 |
93.45 |
11.84 |
11.3% |
1.79 |
1.7% |
97% |
True |
False |
11,961 |
| 80 |
105.29 |
89.40 |
15.89 |
15.2% |
1.84 |
1.8% |
97% |
True |
False |
10,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.22 |
|
2.618 |
108.33 |
|
1.618 |
107.17 |
|
1.000 |
106.45 |
|
0.618 |
106.01 |
|
HIGH |
105.29 |
|
0.618 |
104.85 |
|
0.500 |
104.71 |
|
0.382 |
104.57 |
|
LOW |
104.13 |
|
0.618 |
103.41 |
|
1.000 |
102.97 |
|
1.618 |
102.25 |
|
2.618 |
101.09 |
|
4.250 |
99.20 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.82 |
104.62 |
| PP |
104.77 |
104.35 |
| S1 |
104.71 |
104.09 |
|