NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 15-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
103.02 |
103.11 |
0.09 |
0.1% |
99.65 |
| High |
103.81 |
104.25 |
0.44 |
0.4% |
102.61 |
| Low |
102.90 |
103.10 |
0.20 |
0.2% |
98.81 |
| Close |
103.02 |
103.85 |
0.83 |
0.8% |
101.32 |
| Range |
0.91 |
1.15 |
0.24 |
26.4% |
3.80 |
| ATR |
1.69 |
1.65 |
-0.03 |
-1.9% |
0.00 |
| Volume |
7,159 |
12,383 |
5,224 |
73.0% |
82,801 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.18 |
106.67 |
104.48 |
|
| R3 |
106.03 |
105.52 |
104.17 |
|
| R2 |
104.88 |
104.88 |
104.06 |
|
| R1 |
104.37 |
104.37 |
103.96 |
104.63 |
| PP |
103.73 |
103.73 |
103.73 |
103.86 |
| S1 |
103.22 |
103.22 |
103.74 |
103.48 |
| S2 |
102.58 |
102.58 |
103.64 |
|
| S3 |
101.43 |
102.07 |
103.53 |
|
| S4 |
100.28 |
100.92 |
103.22 |
|
|
| 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 |
104.25 |
100.25 |
4.00 |
3.9% |
1.32 |
1.3% |
90% |
True |
False |
12,723 |
| 10 |
104.25 |
97.37 |
6.88 |
6.6% |
1.45 |
1.4% |
94% |
True |
False |
14,432 |
| 20 |
104.25 |
97.37 |
6.88 |
6.6% |
1.47 |
1.4% |
94% |
True |
False |
10,594 |
| 40 |
104.25 |
93.40 |
10.85 |
10.4% |
1.44 |
1.4% |
96% |
True |
False |
8,064 |
| 60 |
104.25 |
93.40 |
10.85 |
10.4% |
1.46 |
1.4% |
96% |
True |
False |
6,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.14 |
|
2.618 |
107.26 |
|
1.618 |
106.11 |
|
1.000 |
105.40 |
|
0.618 |
104.96 |
|
HIGH |
104.25 |
|
0.618 |
103.81 |
|
0.500 |
103.68 |
|
0.382 |
103.54 |
|
LOW |
103.10 |
|
0.618 |
102.39 |
|
1.000 |
101.95 |
|
1.618 |
101.24 |
|
2.618 |
100.09 |
|
4.250 |
98.21 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.79 |
103.60 |
| PP |
103.73 |
103.35 |
| S1 |
103.68 |
103.11 |
|