NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 22-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
106.15 |
107.16 |
1.01 |
1.0% |
101.64 |
| High |
107.70 |
107.93 |
0.23 |
0.2% |
105.29 |
| Low |
105.99 |
106.95 |
0.96 |
0.9% |
101.58 |
| Close |
107.53 |
107.58 |
0.05 |
0.0% |
104.88 |
| Range |
1.71 |
0.98 |
-0.73 |
-42.7% |
3.71 |
| ATR |
1.89 |
1.82 |
-0.06 |
-3.4% |
0.00 |
| Volume |
53,285 |
28,032 |
-25,253 |
-47.4% |
126,985 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.43 |
109.98 |
108.12 |
|
| R3 |
109.45 |
109.00 |
107.85 |
|
| R2 |
108.47 |
108.47 |
107.76 |
|
| R1 |
108.02 |
108.02 |
107.67 |
108.25 |
| PP |
107.49 |
107.49 |
107.49 |
107.60 |
| S1 |
107.04 |
107.04 |
107.49 |
107.27 |
| S2 |
106.51 |
106.51 |
107.40 |
|
| S3 |
105.53 |
106.06 |
107.31 |
|
| S4 |
104.55 |
105.08 |
107.04 |
|
|
| 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 |
107.93 |
102.88 |
5.05 |
4.7% |
1.28 |
1.2% |
93% |
True |
False |
32,909 |
| 10 |
107.93 |
99.70 |
8.23 |
7.7% |
1.38 |
1.3% |
96% |
True |
False |
31,142 |
| 20 |
107.93 |
97.05 |
10.88 |
10.1% |
1.67 |
1.6% |
97% |
True |
False |
23,825 |
| 40 |
107.93 |
97.05 |
10.88 |
10.1% |
1.76 |
1.6% |
97% |
True |
False |
16,590 |
| 60 |
107.93 |
93.45 |
14.48 |
13.5% |
1.80 |
1.7% |
98% |
True |
False |
13,073 |
| 80 |
107.93 |
89.40 |
18.53 |
17.2% |
1.81 |
1.7% |
98% |
True |
False |
11,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.10 |
|
2.618 |
110.50 |
|
1.618 |
109.52 |
|
1.000 |
108.91 |
|
0.618 |
108.54 |
|
HIGH |
107.93 |
|
0.618 |
107.56 |
|
0.500 |
107.44 |
|
0.382 |
107.32 |
|
LOW |
106.95 |
|
0.618 |
106.34 |
|
1.000 |
105.97 |
|
1.618 |
105.36 |
|
2.618 |
104.38 |
|
4.250 |
102.79 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.53 |
107.06 |
| PP |
107.49 |
106.55 |
| S1 |
107.44 |
106.03 |
|