NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
104.77 |
106.30 |
1.53 |
1.5% |
102.21 |
| High |
105.55 |
107.65 |
2.10 |
2.0% |
105.55 |
| Low |
104.56 |
106.10 |
1.54 |
1.5% |
101.96 |
| Close |
105.00 |
107.61 |
2.61 |
2.5% |
105.00 |
| Range |
0.99 |
1.55 |
0.56 |
56.6% |
3.59 |
| ATR |
1.60 |
1.68 |
0.07 |
4.7% |
0.00 |
| Volume |
12,766 |
23,520 |
10,754 |
84.2% |
61,119 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.77 |
111.24 |
108.46 |
|
| R3 |
110.22 |
109.69 |
108.04 |
|
| R2 |
108.67 |
108.67 |
107.89 |
|
| R1 |
108.14 |
108.14 |
107.75 |
108.41 |
| PP |
107.12 |
107.12 |
107.12 |
107.25 |
| S1 |
106.59 |
106.59 |
107.47 |
106.86 |
| S2 |
105.57 |
105.57 |
107.33 |
|
| S3 |
104.02 |
105.04 |
107.18 |
|
| S4 |
102.47 |
103.49 |
106.76 |
|
|
| 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 |
107.65 |
102.90 |
4.75 |
4.4% |
1.21 |
1.1% |
99% |
True |
False |
14,356 |
| 10 |
107.65 |
98.81 |
8.84 |
8.2% |
1.46 |
1.4% |
100% |
True |
False |
15,118 |
| 20 |
107.65 |
97.37 |
10.28 |
9.6% |
1.43 |
1.3% |
100% |
True |
False |
11,963 |
| 40 |
107.65 |
97.37 |
10.28 |
9.6% |
1.43 |
1.3% |
100% |
True |
False |
9,134 |
| 60 |
107.65 |
93.40 |
14.25 |
13.2% |
1.49 |
1.4% |
100% |
True |
False |
7,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.24 |
|
2.618 |
111.71 |
|
1.618 |
110.16 |
|
1.000 |
109.20 |
|
0.618 |
108.61 |
|
HIGH |
107.65 |
|
0.618 |
107.06 |
|
0.500 |
106.88 |
|
0.382 |
106.69 |
|
LOW |
106.10 |
|
0.618 |
105.14 |
|
1.000 |
104.55 |
|
1.618 |
103.59 |
|
2.618 |
102.04 |
|
4.250 |
99.51 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.37 |
106.87 |
| PP |
107.12 |
106.14 |
| S1 |
106.88 |
105.40 |
|