NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 09-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
101.10 |
101.49 |
0.39 |
0.4% |
100.31 |
| High |
102.35 |
102.61 |
0.26 |
0.3% |
102.37 |
| Low |
100.75 |
101.48 |
0.73 |
0.7% |
97.37 |
| Close |
101.43 |
102.60 |
1.17 |
1.2% |
99.79 |
| Range |
1.60 |
1.13 |
-0.47 |
-29.4% |
5.00 |
| ATR |
1.71 |
1.67 |
-0.04 |
-2.2% |
0.00 |
| Volume |
23,470 |
20,246 |
-3,224 |
-13.7% |
48,529 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.62 |
105.24 |
103.22 |
|
| R3 |
104.49 |
104.11 |
102.91 |
|
| R2 |
103.36 |
103.36 |
102.81 |
|
| R1 |
102.98 |
102.98 |
102.70 |
103.17 |
| PP |
102.23 |
102.23 |
102.23 |
102.33 |
| S1 |
101.85 |
101.85 |
102.50 |
102.04 |
| S2 |
101.10 |
101.10 |
102.39 |
|
| S3 |
99.97 |
100.72 |
102.29 |
|
| S4 |
98.84 |
99.59 |
101.98 |
|
|
| 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 |
102.61 |
98.73 |
3.88 |
3.8% |
1.44 |
1.4% |
100% |
True |
False |
17,095 |
| 10 |
102.61 |
97.37 |
5.24 |
5.1% |
1.55 |
1.5% |
100% |
True |
False |
12,602 |
| 20 |
103.53 |
97.37 |
6.16 |
6.0% |
1.56 |
1.5% |
85% |
False |
False |
9,913 |
| 40 |
103.95 |
93.40 |
10.55 |
10.3% |
1.56 |
1.5% |
87% |
False |
False |
7,433 |
| 60 |
103.95 |
93.40 |
10.55 |
10.3% |
1.53 |
1.5% |
87% |
False |
False |
6,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.41 |
|
2.618 |
105.57 |
|
1.618 |
104.44 |
|
1.000 |
103.74 |
|
0.618 |
103.31 |
|
HIGH |
102.61 |
|
0.618 |
102.18 |
|
0.500 |
102.05 |
|
0.382 |
101.91 |
|
LOW |
101.48 |
|
0.618 |
100.78 |
|
1.000 |
100.35 |
|
1.618 |
99.65 |
|
2.618 |
98.52 |
|
4.250 |
96.68 |
|
|
| Fisher Pivots for day following 09-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.42 |
101.97 |
| PP |
102.23 |
101.34 |
| S1 |
102.05 |
100.71 |
|