NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 22-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
106.35 |
107.15 |
0.80 |
0.8% |
102.56 |
| High |
107.62 |
107.62 |
0.00 |
0.0% |
105.29 |
| Low |
106.19 |
106.96 |
0.77 |
0.7% |
102.32 |
| Close |
107.59 |
107.55 |
-0.04 |
0.0% |
105.04 |
| Range |
1.43 |
0.66 |
-0.77 |
-53.8% |
2.97 |
| ATR |
1.60 |
1.53 |
-0.07 |
-4.2% |
0.00 |
| Volume |
19,879 |
18,248 |
-1,631 |
-8.2% |
73,414 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.36 |
109.11 |
107.91 |
|
| R3 |
108.70 |
108.45 |
107.73 |
|
| R2 |
108.04 |
108.04 |
107.67 |
|
| R1 |
107.79 |
107.79 |
107.61 |
107.92 |
| PP |
107.38 |
107.38 |
107.38 |
107.44 |
| S1 |
107.13 |
107.13 |
107.49 |
107.26 |
| S2 |
106.72 |
106.72 |
107.43 |
|
| S3 |
106.06 |
106.47 |
107.37 |
|
| S4 |
105.40 |
105.81 |
107.19 |
|
|
| 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 |
110.43 |
|
2.618 |
109.35 |
|
1.618 |
108.69 |
|
1.000 |
108.28 |
|
0.618 |
108.03 |
|
HIGH |
107.62 |
|
0.618 |
107.37 |
|
0.500 |
107.29 |
|
0.382 |
107.21 |
|
LOW |
106.96 |
|
0.618 |
106.55 |
|
1.000 |
106.30 |
|
1.618 |
105.89 |
|
2.618 |
105.23 |
|
4.250 |
104.16 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.46 |
107.08 |
| PP |
107.38 |
106.62 |
| S1 |
107.29 |
106.15 |
|