NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 17-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
103.64 |
104.74 |
1.10 |
1.1% |
102.56 |
| High |
104.62 |
105.29 |
0.67 |
0.6% |
105.29 |
| Low |
103.62 |
104.68 |
1.06 |
1.0% |
102.32 |
| Close |
104.57 |
105.04 |
0.47 |
0.4% |
105.04 |
| Range |
1.00 |
0.61 |
-0.39 |
-39.0% |
2.97 |
| ATR |
1.59 |
1.52 |
-0.06 |
-3.9% |
0.00 |
| Volume |
20,076 |
18,151 |
-1,925 |
-9.6% |
73,414 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.83 |
106.55 |
105.38 |
|
| R3 |
106.22 |
105.94 |
105.21 |
|
| R2 |
105.61 |
105.61 |
105.15 |
|
| R1 |
105.33 |
105.33 |
105.10 |
105.47 |
| PP |
105.00 |
105.00 |
105.00 |
105.08 |
| S1 |
104.72 |
104.72 |
104.98 |
104.86 |
| S2 |
104.39 |
104.39 |
104.93 |
|
| S3 |
103.78 |
104.11 |
104.87 |
|
| S4 |
103.17 |
103.50 |
104.70 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.13 |
112.05 |
106.67 |
|
| R3 |
110.16 |
109.08 |
105.86 |
|
| R2 |
107.19 |
107.19 |
105.58 |
|
| R1 |
106.11 |
106.11 |
105.31 |
106.65 |
| PP |
104.22 |
104.22 |
104.22 |
104.49 |
| S1 |
103.14 |
103.14 |
104.77 |
103.68 |
| S2 |
101.25 |
101.25 |
104.50 |
|
| S3 |
98.28 |
100.17 |
104.22 |
|
| S4 |
95.31 |
97.20 |
103.41 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.88 |
|
2.618 |
106.89 |
|
1.618 |
106.28 |
|
1.000 |
105.90 |
|
0.618 |
105.67 |
|
HIGH |
105.29 |
|
0.618 |
105.06 |
|
0.500 |
104.99 |
|
0.382 |
104.91 |
|
LOW |
104.68 |
|
0.618 |
104.30 |
|
1.000 |
104.07 |
|
1.618 |
103.69 |
|
2.618 |
103.08 |
|
4.250 |
102.09 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.02 |
104.85 |
| PP |
105.00 |
104.65 |
| S1 |
104.99 |
104.46 |
|