NYMEX Light Sweet Crude Oil Future August 2012
Trading Metrics calculated at close of trading on 01-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
100.71 |
100.15 |
-0.56 |
-0.6% |
98.71 |
High |
102.37 |
100.71 |
-1.66 |
-1.6% |
102.15 |
Low |
99.67 |
98.82 |
-0.85 |
-0.9% |
98.71 |
Close |
100.04 |
99.27 |
-0.77 |
-0.8% |
100.88 |
Range |
2.70 |
1.89 |
-0.81 |
-30.0% |
3.44 |
ATR |
1.70 |
1.71 |
0.01 |
0.8% |
0.00 |
Volume |
6,368 |
8,231 |
1,863 |
29.3% |
33,403 |
|
Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.27 |
104.16 |
100.31 |
|
R3 |
103.38 |
102.27 |
99.79 |
|
R2 |
101.49 |
101.49 |
99.62 |
|
R1 |
100.38 |
100.38 |
99.44 |
99.99 |
PP |
99.60 |
99.60 |
99.60 |
99.41 |
S1 |
98.49 |
98.49 |
99.10 |
98.10 |
S2 |
97.71 |
97.71 |
98.92 |
|
S3 |
95.82 |
96.60 |
98.75 |
|
S4 |
93.93 |
94.71 |
98.23 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.90 |
109.33 |
102.77 |
|
R3 |
107.46 |
105.89 |
101.83 |
|
R2 |
104.02 |
104.02 |
101.51 |
|
R1 |
102.45 |
102.45 |
101.20 |
103.24 |
PP |
100.58 |
100.58 |
100.58 |
100.97 |
S1 |
99.01 |
99.01 |
100.56 |
99.80 |
S2 |
97.14 |
97.14 |
100.25 |
|
S3 |
93.70 |
95.57 |
99.93 |
|
S4 |
90.26 |
92.13 |
98.99 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.74 |
2.618 |
105.66 |
1.618 |
103.77 |
1.000 |
102.60 |
0.618 |
101.88 |
HIGH |
100.71 |
0.618 |
99.99 |
0.500 |
99.77 |
0.382 |
99.54 |
LOW |
98.82 |
0.618 |
97.65 |
1.000 |
96.93 |
1.618 |
95.76 |
2.618 |
93.87 |
4.250 |
90.79 |
|
|
Fisher Pivots for day following 01-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
99.77 |
100.60 |
PP |
99.60 |
100.15 |
S1 |
99.44 |
99.71 |
|