NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 22-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
106.30 |
107.41 |
1.11 |
1.0% |
102.21 |
| High |
107.65 |
108.00 |
0.35 |
0.3% |
105.55 |
| Low |
106.10 |
107.05 |
0.95 |
0.9% |
101.96 |
| Close |
107.61 |
107.62 |
0.01 |
0.0% |
105.00 |
| Range |
1.55 |
0.95 |
-0.60 |
-38.7% |
3.59 |
| ATR |
1.68 |
1.62 |
-0.05 |
-3.1% |
0.00 |
| Volume |
23,520 |
17,858 |
-5,662 |
-24.1% |
61,119 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.41 |
109.96 |
108.14 |
|
| R3 |
109.46 |
109.01 |
107.88 |
|
| R2 |
108.51 |
108.51 |
107.79 |
|
| R1 |
108.06 |
108.06 |
107.71 |
108.29 |
| PP |
107.56 |
107.56 |
107.56 |
107.67 |
| S1 |
107.11 |
107.11 |
107.53 |
107.34 |
| S2 |
106.61 |
106.61 |
107.45 |
|
| S3 |
105.66 |
106.16 |
107.36 |
|
| S4 |
104.71 |
105.21 |
107.10 |
|
|
| 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 |
108.00 |
103.10 |
4.90 |
4.6% |
1.22 |
1.1% |
92% |
True |
False |
16,496 |
| 10 |
108.00 |
100.25 |
7.75 |
7.2% |
1.31 |
1.2% |
95% |
True |
False |
15,718 |
| 20 |
108.00 |
97.37 |
10.63 |
9.9% |
1.44 |
1.3% |
96% |
True |
False |
12,667 |
| 40 |
108.00 |
97.37 |
10.63 |
9.9% |
1.43 |
1.3% |
96% |
True |
False |
9,474 |
| 60 |
108.00 |
93.40 |
14.60 |
13.6% |
1.49 |
1.4% |
97% |
True |
False |
7,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.04 |
|
2.618 |
110.49 |
|
1.618 |
109.54 |
|
1.000 |
108.95 |
|
0.618 |
108.59 |
|
HIGH |
108.00 |
|
0.618 |
107.64 |
|
0.500 |
107.53 |
|
0.382 |
107.41 |
|
LOW |
107.05 |
|
0.618 |
106.46 |
|
1.000 |
106.10 |
|
1.618 |
105.51 |
|
2.618 |
104.56 |
|
4.250 |
103.01 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.59 |
107.17 |
| PP |
107.56 |
106.73 |
| S1 |
107.53 |
106.28 |
|