NYMEX Light Sweet Crude Oil Future September 2012
Trading Metrics calculated at close of trading on 06-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
98.95 |
99.57 |
0.62 |
0.6% |
100.31 |
High |
100.06 |
100.21 |
0.15 |
0.1% |
102.12 |
Low |
98.55 |
99.03 |
0.48 |
0.5% |
97.59 |
Close |
100.00 |
99.83 |
-0.17 |
-0.2% |
100.00 |
Range |
1.51 |
1.18 |
-0.33 |
-21.9% |
4.53 |
ATR |
1.70 |
1.66 |
-0.04 |
-2.2% |
0.00 |
Volume |
15,389 |
12,460 |
-2,929 |
-19.0% |
55,566 |
|
Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.23 |
102.71 |
100.48 |
|
R3 |
102.05 |
101.53 |
100.15 |
|
R2 |
100.87 |
100.87 |
100.05 |
|
R1 |
100.35 |
100.35 |
99.94 |
100.61 |
PP |
99.69 |
99.69 |
99.69 |
99.82 |
S1 |
99.17 |
99.17 |
99.72 |
99.43 |
S2 |
98.51 |
98.51 |
99.61 |
|
S3 |
97.33 |
97.99 |
99.51 |
|
S4 |
96.15 |
96.81 |
99.18 |
|
|
Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.49 |
111.28 |
102.49 |
|
R3 |
108.96 |
106.75 |
101.25 |
|
R2 |
104.43 |
104.43 |
100.83 |
|
R1 |
102.22 |
102.22 |
100.42 |
101.06 |
PP |
99.90 |
99.90 |
99.90 |
99.33 |
S1 |
97.69 |
97.69 |
99.58 |
96.53 |
S2 |
95.37 |
95.37 |
99.17 |
|
S3 |
90.84 |
93.16 |
98.75 |
|
S4 |
86.31 |
88.63 |
97.51 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.23 |
2.618 |
103.30 |
1.618 |
102.12 |
1.000 |
101.39 |
0.618 |
100.94 |
HIGH |
100.21 |
0.618 |
99.76 |
0.500 |
99.62 |
0.382 |
99.48 |
LOW |
99.03 |
0.618 |
98.30 |
1.000 |
97.85 |
1.618 |
97.12 |
2.618 |
95.94 |
4.250 |
94.02 |
|
|
Fisher Pivots for day following 06-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
99.76 |
99.52 |
PP |
99.69 |
99.21 |
S1 |
99.62 |
98.90 |
|