NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 24-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
107.10 |
109.60 |
2.50 |
2.3% |
106.30 |
| High |
109.72 |
110.78 |
1.06 |
1.0% |
110.78 |
| Low |
106.90 |
109.17 |
2.27 |
2.1% |
106.10 |
| Close |
109.02 |
110.73 |
1.71 |
1.6% |
110.73 |
| Range |
2.82 |
1.61 |
-1.21 |
-42.9% |
4.68 |
| ATR |
1.71 |
1.71 |
0.00 |
0.2% |
0.00 |
| Volume |
12,697 |
18,603 |
5,906 |
46.5% |
72,678 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.06 |
114.50 |
111.62 |
|
| R3 |
113.45 |
112.89 |
111.17 |
|
| R2 |
111.84 |
111.84 |
111.03 |
|
| R1 |
111.28 |
111.28 |
110.88 |
111.56 |
| PP |
110.23 |
110.23 |
110.23 |
110.37 |
| S1 |
109.67 |
109.67 |
110.58 |
109.95 |
| S2 |
108.62 |
108.62 |
110.43 |
|
| S3 |
107.01 |
108.06 |
110.29 |
|
| S4 |
105.40 |
106.45 |
109.84 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.24 |
121.67 |
113.30 |
|
| R3 |
118.56 |
116.99 |
112.02 |
|
| R2 |
113.88 |
113.88 |
111.59 |
|
| R1 |
112.31 |
112.31 |
111.16 |
113.10 |
| PP |
109.20 |
109.20 |
109.20 |
109.60 |
| S1 |
107.63 |
107.63 |
110.30 |
108.42 |
| S2 |
104.52 |
104.52 |
109.87 |
|
| S3 |
99.84 |
102.95 |
109.44 |
|
| S4 |
95.16 |
98.27 |
108.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.78 |
104.56 |
6.22 |
5.6% |
1.58 |
1.4% |
99% |
True |
False |
17,088 |
| 10 |
110.78 |
100.25 |
10.53 |
9.5% |
1.48 |
1.3% |
100% |
True |
False |
14,477 |
| 20 |
110.78 |
97.37 |
13.41 |
12.1% |
1.51 |
1.4% |
100% |
True |
False |
13,539 |
| 40 |
110.78 |
97.37 |
13.41 |
12.1% |
1.49 |
1.3% |
100% |
True |
False |
10,164 |
| 60 |
110.78 |
93.40 |
17.38 |
15.7% |
1.50 |
1.4% |
100% |
True |
False |
8,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.62 |
|
2.618 |
114.99 |
|
1.618 |
113.38 |
|
1.000 |
112.39 |
|
0.618 |
111.77 |
|
HIGH |
110.78 |
|
0.618 |
110.16 |
|
0.500 |
109.98 |
|
0.382 |
109.79 |
|
LOW |
109.17 |
|
0.618 |
108.18 |
|
1.000 |
107.56 |
|
1.618 |
106.57 |
|
2.618 |
104.96 |
|
4.250 |
102.33 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
110.48 |
110.10 |
| PP |
110.23 |
109.47 |
| S1 |
109.98 |
108.84 |
|