NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 24-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
107.15 |
109.49 |
2.34 |
2.2% |
106.15 |
| High |
109.66 |
110.85 |
1.19 |
1.1% |
110.85 |
| Low |
106.94 |
109.12 |
2.18 |
2.0% |
105.99 |
| Close |
108.97 |
110.76 |
1.79 |
1.6% |
110.76 |
| Range |
2.72 |
1.73 |
-0.99 |
-36.4% |
4.86 |
| ATR |
1.89 |
1.89 |
0.00 |
0.0% |
0.00 |
| Volume |
19,960 |
34,962 |
15,002 |
75.2% |
136,239 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.43 |
114.83 |
111.71 |
|
| R3 |
113.70 |
113.10 |
111.24 |
|
| R2 |
111.97 |
111.97 |
111.08 |
|
| R1 |
111.37 |
111.37 |
110.92 |
111.67 |
| PP |
110.24 |
110.24 |
110.24 |
110.40 |
| S1 |
109.64 |
109.64 |
110.60 |
109.94 |
| S2 |
108.51 |
108.51 |
110.44 |
|
| S3 |
106.78 |
107.91 |
110.28 |
|
| S4 |
105.05 |
106.18 |
109.81 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.78 |
122.13 |
113.43 |
|
| R3 |
118.92 |
117.27 |
112.10 |
|
| R2 |
114.06 |
114.06 |
111.65 |
|
| R1 |
112.41 |
112.41 |
111.21 |
113.24 |
| PP |
109.20 |
109.20 |
109.20 |
109.61 |
| S1 |
107.55 |
107.55 |
110.31 |
108.38 |
| S2 |
104.34 |
104.34 |
109.87 |
|
| S3 |
99.48 |
102.69 |
109.42 |
|
| S4 |
94.62 |
97.83 |
108.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.85 |
104.13 |
6.72 |
6.1% |
1.66 |
1.5% |
99% |
True |
False |
31,257 |
| 10 |
110.85 |
99.70 |
11.15 |
10.1% |
1.54 |
1.4% |
99% |
True |
False |
28,288 |
| 20 |
110.85 |
97.05 |
13.80 |
12.5% |
1.67 |
1.5% |
99% |
True |
False |
25,466 |
| 40 |
110.85 |
97.05 |
13.80 |
12.5% |
1.81 |
1.6% |
99% |
True |
False |
17,819 |
| 60 |
110.85 |
93.45 |
17.40 |
15.7% |
1.80 |
1.6% |
99% |
True |
False |
13,815 |
| 80 |
110.85 |
89.40 |
21.45 |
19.4% |
1.82 |
1.6% |
100% |
True |
False |
11,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.20 |
|
2.618 |
115.38 |
|
1.618 |
113.65 |
|
1.000 |
112.58 |
|
0.618 |
111.92 |
|
HIGH |
110.85 |
|
0.618 |
110.19 |
|
0.500 |
109.99 |
|
0.382 |
109.78 |
|
LOW |
109.12 |
|
0.618 |
108.05 |
|
1.000 |
107.39 |
|
1.618 |
106.32 |
|
2.618 |
104.59 |
|
4.250 |
101.77 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
110.50 |
110.14 |
| PP |
110.24 |
109.52 |
| S1 |
109.99 |
108.90 |
|