NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
104.74 |
106.35 |
1.61 |
1.5% |
102.56 |
| High |
105.29 |
107.62 |
2.33 |
2.2% |
105.29 |
| Low |
104.68 |
106.19 |
1.51 |
1.4% |
102.32 |
| Close |
105.04 |
107.59 |
2.55 |
2.4% |
105.04 |
| Range |
0.61 |
1.43 |
0.82 |
134.4% |
2.97 |
| ATR |
1.52 |
1.60 |
0.08 |
4.9% |
0.00 |
| Volume |
18,151 |
19,879 |
1,728 |
9.5% |
73,414 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.42 |
110.94 |
108.38 |
|
| R3 |
109.99 |
109.51 |
107.98 |
|
| R2 |
108.56 |
108.56 |
107.85 |
|
| R1 |
108.08 |
108.08 |
107.72 |
108.32 |
| PP |
107.13 |
107.13 |
107.13 |
107.26 |
| S1 |
106.65 |
106.65 |
107.46 |
106.89 |
| S2 |
105.70 |
105.70 |
107.33 |
|
| S3 |
104.27 |
105.22 |
107.20 |
|
| S4 |
102.84 |
103.79 |
106.80 |
|
|
| 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 |
113.70 |
|
2.618 |
111.36 |
|
1.618 |
109.93 |
|
1.000 |
109.05 |
|
0.618 |
108.50 |
|
HIGH |
107.62 |
|
0.618 |
107.07 |
|
0.500 |
106.91 |
|
0.382 |
106.74 |
|
LOW |
106.19 |
|
0.618 |
105.31 |
|
1.000 |
104.76 |
|
1.618 |
103.88 |
|
2.618 |
102.45 |
|
4.250 |
100.11 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.36 |
106.93 |
| PP |
107.13 |
106.28 |
| S1 |
106.91 |
105.62 |
|