NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
107.16 |
107.15 |
-0.01 |
0.0% |
101.64 |
| High |
107.93 |
109.66 |
1.73 |
1.6% |
105.29 |
| Low |
106.95 |
106.94 |
-0.01 |
0.0% |
101.58 |
| Close |
107.58 |
108.97 |
1.39 |
1.3% |
104.88 |
| Range |
0.98 |
2.72 |
1.74 |
177.6% |
3.71 |
| ATR |
1.82 |
1.89 |
0.06 |
3.5% |
0.00 |
| Volume |
28,032 |
19,960 |
-8,072 |
-28.8% |
126,985 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.68 |
115.55 |
110.47 |
|
| R3 |
113.96 |
112.83 |
109.72 |
|
| R2 |
111.24 |
111.24 |
109.47 |
|
| R1 |
110.11 |
110.11 |
109.22 |
110.68 |
| PP |
108.52 |
108.52 |
108.52 |
108.81 |
| S1 |
107.39 |
107.39 |
108.72 |
107.96 |
| S2 |
105.80 |
105.80 |
108.47 |
|
| S3 |
103.08 |
104.67 |
108.22 |
|
| S4 |
100.36 |
101.95 |
107.47 |
|
|
| 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 |
109.66 |
102.88 |
6.78 |
6.2% |
1.63 |
1.5% |
90% |
True |
False |
30,079 |
| 10 |
109.66 |
99.70 |
9.96 |
9.1% |
1.48 |
1.4% |
93% |
True |
False |
28,495 |
| 20 |
109.66 |
97.05 |
12.61 |
11.6% |
1.68 |
1.5% |
95% |
True |
False |
24,290 |
| 40 |
109.66 |
97.05 |
12.61 |
11.6% |
1.81 |
1.7% |
95% |
True |
False |
17,016 |
| 60 |
109.66 |
93.45 |
16.21 |
14.9% |
1.82 |
1.7% |
96% |
True |
False |
13,293 |
| 80 |
109.66 |
89.40 |
20.26 |
18.6% |
1.81 |
1.7% |
97% |
True |
False |
11,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.22 |
|
2.618 |
116.78 |
|
1.618 |
114.06 |
|
1.000 |
112.38 |
|
0.618 |
111.34 |
|
HIGH |
109.66 |
|
0.618 |
108.62 |
|
0.500 |
108.30 |
|
0.382 |
107.98 |
|
LOW |
106.94 |
|
0.618 |
105.26 |
|
1.000 |
104.22 |
|
1.618 |
102.54 |
|
2.618 |
99.82 |
|
4.250 |
95.38 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.75 |
108.59 |
| PP |
108.52 |
108.21 |
| S1 |
108.30 |
107.83 |
|