NYMEX Light Sweet Crude Oil Future August 2012
Trading Metrics calculated at close of trading on 08-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
100.08 |
101.10 |
1.02 |
1.0% |
100.31 |
High |
101.20 |
102.35 |
1.15 |
1.1% |
102.37 |
Low |
98.81 |
100.75 |
1.94 |
2.0% |
97.37 |
Close |
100.80 |
101.43 |
0.63 |
0.6% |
99.79 |
Range |
2.39 |
1.60 |
-0.79 |
-33.1% |
5.00 |
ATR |
1.72 |
1.71 |
-0.01 |
-0.5% |
0.00 |
Volume |
11,856 |
23,470 |
11,614 |
98.0% |
48,529 |
|
Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.31 |
105.47 |
102.31 |
|
R3 |
104.71 |
103.87 |
101.87 |
|
R2 |
103.11 |
103.11 |
101.72 |
|
R1 |
102.27 |
102.27 |
101.58 |
102.69 |
PP |
101.51 |
101.51 |
101.51 |
101.72 |
S1 |
100.67 |
100.67 |
101.28 |
101.09 |
S2 |
99.91 |
99.91 |
101.14 |
|
S3 |
98.31 |
99.07 |
100.99 |
|
S4 |
96.71 |
97.47 |
100.55 |
|
|
Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.84 |
112.32 |
102.54 |
|
R3 |
109.84 |
107.32 |
101.17 |
|
R2 |
104.84 |
104.84 |
100.71 |
|
R1 |
102.32 |
102.32 |
100.25 |
101.08 |
PP |
99.84 |
99.84 |
99.84 |
99.23 |
S1 |
97.32 |
97.32 |
99.33 |
96.08 |
S2 |
94.84 |
94.84 |
98.87 |
|
S3 |
89.84 |
92.32 |
98.42 |
|
S4 |
84.84 |
87.32 |
97.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.35 |
97.37 |
4.98 |
4.9% |
1.59 |
1.6% |
82% |
True |
False |
16,141 |
10 |
102.37 |
97.37 |
5.00 |
4.9% |
1.55 |
1.5% |
81% |
False |
False |
11,337 |
20 |
103.53 |
97.37 |
6.16 |
6.1% |
1.54 |
1.5% |
66% |
False |
False |
9,143 |
40 |
103.95 |
93.40 |
10.55 |
10.4% |
1.56 |
1.5% |
76% |
False |
False |
7,031 |
60 |
103.95 |
93.40 |
10.55 |
10.4% |
1.53 |
1.5% |
76% |
False |
False |
6,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.15 |
2.618 |
106.54 |
1.618 |
104.94 |
1.000 |
103.95 |
0.618 |
103.34 |
HIGH |
102.35 |
0.618 |
101.74 |
0.500 |
101.55 |
0.382 |
101.36 |
LOW |
100.75 |
0.618 |
99.76 |
1.000 |
99.15 |
1.618 |
98.16 |
2.618 |
96.56 |
4.250 |
93.95 |
|
|
Fisher Pivots for day following 08-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
101.55 |
101.15 |
PP |
101.51 |
100.86 |
S1 |
101.47 |
100.58 |
|