NYMEX Light Sweet Crude Oil Future August 2012
Trading Metrics calculated at close of trading on 17-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
104.05 |
104.77 |
0.72 |
0.7% |
102.21 |
High |
104.59 |
105.55 |
0.96 |
0.9% |
105.55 |
Low |
103.15 |
104.56 |
1.41 |
1.4% |
101.96 |
Close |
104.46 |
105.00 |
0.54 |
0.5% |
105.00 |
Range |
1.44 |
0.99 |
-0.45 |
-31.3% |
3.59 |
ATR |
1.64 |
1.60 |
-0.04 |
-2.4% |
0.00 |
Volume |
15,955 |
12,766 |
-3,189 |
-20.0% |
61,119 |
|
Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.01 |
107.49 |
105.54 |
|
R3 |
107.02 |
106.50 |
105.27 |
|
R2 |
106.03 |
106.03 |
105.18 |
|
R1 |
105.51 |
105.51 |
105.09 |
105.77 |
PP |
105.04 |
105.04 |
105.04 |
105.17 |
S1 |
104.52 |
104.52 |
104.91 |
104.78 |
S2 |
104.05 |
104.05 |
104.82 |
|
S3 |
103.06 |
103.53 |
104.73 |
|
S4 |
102.07 |
102.54 |
104.46 |
|
|
Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.94 |
113.56 |
106.97 |
|
R3 |
111.35 |
109.97 |
105.99 |
|
R2 |
107.76 |
107.76 |
105.66 |
|
R1 |
106.38 |
106.38 |
105.33 |
107.07 |
PP |
104.17 |
104.17 |
104.17 |
104.52 |
S1 |
102.79 |
102.79 |
104.67 |
103.48 |
S2 |
100.58 |
100.58 |
104.34 |
|
S3 |
96.99 |
99.20 |
104.01 |
|
S4 |
93.40 |
95.61 |
103.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105.55 |
101.96 |
3.59 |
3.4% |
1.18 |
1.1% |
85% |
True |
False |
12,223 |
10 |
105.55 |
98.81 |
6.74 |
6.4% |
1.40 |
1.3% |
92% |
True |
False |
14,392 |
20 |
105.55 |
97.37 |
8.18 |
7.8% |
1.46 |
1.4% |
93% |
True |
False |
11,292 |
40 |
105.55 |
97.37 |
8.18 |
7.8% |
1.42 |
1.3% |
93% |
True |
False |
8,628 |
60 |
105.55 |
93.40 |
12.15 |
11.6% |
1.47 |
1.4% |
95% |
True |
False |
7,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.76 |
2.618 |
108.14 |
1.618 |
107.15 |
1.000 |
106.54 |
0.618 |
106.16 |
HIGH |
105.55 |
0.618 |
105.17 |
0.500 |
105.06 |
0.382 |
104.94 |
LOW |
104.56 |
0.618 |
103.95 |
1.000 |
103.57 |
1.618 |
102.96 |
2.618 |
101.97 |
4.250 |
100.35 |
|
|
Fisher Pivots for day following 17-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
105.06 |
104.78 |
PP |
105.04 |
104.55 |
S1 |
105.02 |
104.33 |
|