NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 13-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
102.11 |
102.21 |
0.10 |
0.1% |
99.65 |
| High |
102.21 |
103.39 |
1.18 |
1.2% |
102.61 |
| Low |
100.25 |
101.96 |
1.71 |
1.7% |
98.81 |
| Close |
101.32 |
103.39 |
2.07 |
2.0% |
101.32 |
| Range |
1.96 |
1.43 |
-0.53 |
-27.0% |
3.80 |
| ATR |
1.72 |
1.75 |
0.02 |
1.4% |
0.00 |
| Volume |
10,974 |
12,856 |
1,882 |
17.1% |
82,801 |
|
| Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.20 |
106.73 |
104.18 |
|
| R3 |
105.77 |
105.30 |
103.78 |
|
| R2 |
104.34 |
104.34 |
103.65 |
|
| R1 |
103.87 |
103.87 |
103.52 |
104.11 |
| PP |
102.91 |
102.91 |
102.91 |
103.03 |
| S1 |
102.44 |
102.44 |
103.26 |
102.68 |
| S2 |
101.48 |
101.48 |
103.13 |
|
| S3 |
100.05 |
101.01 |
103.00 |
|
| S4 |
98.62 |
99.58 |
102.60 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.31 |
110.62 |
103.41 |
|
| R3 |
108.51 |
106.82 |
102.37 |
|
| R2 |
104.71 |
104.71 |
102.02 |
|
| R1 |
103.02 |
103.02 |
101.67 |
103.87 |
| PP |
100.91 |
100.91 |
100.91 |
101.34 |
| S1 |
99.22 |
99.22 |
100.97 |
100.07 |
| S2 |
97.11 |
97.11 |
100.62 |
|
| S3 |
93.31 |
95.42 |
100.28 |
|
| S4 |
89.51 |
91.62 |
99.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.39 |
98.81 |
4.58 |
4.4% |
1.70 |
1.6% |
100% |
True |
False |
15,880 |
| 10 |
103.39 |
97.37 |
6.02 |
5.8% |
1.71 |
1.7% |
100% |
True |
False |
13,938 |
| 20 |
103.39 |
97.37 |
6.02 |
5.8% |
1.50 |
1.5% |
100% |
True |
False |
10,443 |
| 40 |
103.95 |
93.40 |
10.55 |
10.2% |
1.47 |
1.4% |
95% |
False |
False |
7,762 |
| 60 |
103.95 |
93.40 |
10.55 |
10.2% |
1.56 |
1.5% |
95% |
False |
False |
6,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.47 |
|
2.618 |
107.13 |
|
1.618 |
105.70 |
|
1.000 |
104.82 |
|
0.618 |
104.27 |
|
HIGH |
103.39 |
|
0.618 |
102.84 |
|
0.500 |
102.68 |
|
0.382 |
102.51 |
|
LOW |
101.96 |
|
0.618 |
101.08 |
|
1.000 |
100.53 |
|
1.618 |
99.65 |
|
2.618 |
98.22 |
|
4.250 |
95.88 |
|
|
| Fisher Pivots for day following 13-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.15 |
102.87 |
| PP |
102.91 |
102.34 |
| S1 |
102.68 |
101.82 |
|