NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 09-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
101.50 |
102.29 |
0.79 |
0.8% |
100.31 |
| High |
102.32 |
102.90 |
0.58 |
0.6% |
102.12 |
| Low |
101.13 |
102.29 |
1.16 |
1.1% |
97.59 |
| Close |
101.72 |
102.88 |
1.16 |
1.1% |
100.00 |
| Range |
1.19 |
0.61 |
-0.58 |
-48.7% |
4.53 |
| ATR |
1.68 |
1.65 |
-0.04 |
-2.1% |
0.00 |
| Volume |
23,345 |
17,812 |
-5,533 |
-23.7% |
55,566 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.52 |
104.31 |
103.22 |
|
| R3 |
103.91 |
103.70 |
103.05 |
|
| R2 |
103.30 |
103.30 |
102.99 |
|
| R1 |
103.09 |
103.09 |
102.94 |
103.20 |
| PP |
102.69 |
102.69 |
102.69 |
102.74 |
| S1 |
102.48 |
102.48 |
102.82 |
102.59 |
| S2 |
102.08 |
102.08 |
102.77 |
|
| S3 |
101.47 |
101.87 |
102.71 |
|
| S4 |
100.86 |
101.26 |
102.54 |
|
|
| 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 |
105.49 |
|
2.618 |
104.50 |
|
1.618 |
103.89 |
|
1.000 |
103.51 |
|
0.618 |
103.28 |
|
HIGH |
102.90 |
|
0.618 |
102.67 |
|
0.500 |
102.60 |
|
0.382 |
102.52 |
|
LOW |
102.29 |
|
0.618 |
101.91 |
|
1.000 |
101.68 |
|
1.618 |
101.30 |
|
2.618 |
100.69 |
|
4.250 |
99.70 |
|
|
| Fisher Pivots for day following 09-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.79 |
102.26 |
| PP |
102.69 |
101.64 |
| S1 |
102.60 |
101.02 |
|