NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 13-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
102.50 |
102.56 |
0.06 |
0.1% |
99.57 |
| High |
102.50 |
103.62 |
1.12 |
1.1% |
102.90 |
| Low |
100.70 |
102.32 |
1.62 |
1.6% |
99.03 |
| Close |
101.62 |
103.62 |
2.00 |
2.0% |
101.62 |
| Range |
1.80 |
1.30 |
-0.50 |
-27.8% |
3.87 |
| ATR |
1.68 |
1.71 |
0.02 |
1.3% |
0.00 |
| Volume |
15,273 |
12,166 |
-3,107 |
-20.3% |
82,447 |
|
| Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.09 |
106.65 |
104.34 |
|
| R3 |
105.79 |
105.35 |
103.98 |
|
| R2 |
104.49 |
104.49 |
103.86 |
|
| R1 |
104.05 |
104.05 |
103.74 |
104.27 |
| PP |
103.19 |
103.19 |
103.19 |
103.30 |
| S1 |
102.75 |
102.75 |
103.50 |
102.97 |
| S2 |
101.89 |
101.89 |
103.38 |
|
| S3 |
100.59 |
101.45 |
103.26 |
|
| S4 |
99.29 |
100.15 |
102.91 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.79 |
111.08 |
103.75 |
|
| R3 |
108.92 |
107.21 |
102.68 |
|
| R2 |
105.05 |
105.05 |
102.33 |
|
| R1 |
103.34 |
103.34 |
101.97 |
104.20 |
| PP |
101.18 |
101.18 |
101.18 |
101.61 |
| S1 |
99.47 |
99.47 |
101.27 |
100.33 |
| S2 |
97.31 |
97.31 |
100.91 |
|
| S3 |
93.44 |
95.60 |
100.56 |
|
| S4 |
89.57 |
91.73 |
99.49 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.15 |
|
2.618 |
107.02 |
|
1.618 |
105.72 |
|
1.000 |
104.92 |
|
0.618 |
104.42 |
|
HIGH |
103.62 |
|
0.618 |
103.12 |
|
0.500 |
102.97 |
|
0.382 |
102.82 |
|
LOW |
102.32 |
|
0.618 |
101.52 |
|
1.000 |
101.02 |
|
1.618 |
100.22 |
|
2.618 |
98.92 |
|
4.250 |
96.80 |
|
|
| Fisher Pivots for day following 13-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.40 |
103.13 |
| PP |
103.19 |
102.65 |
| S1 |
102.97 |
102.16 |
|