NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 01-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
101.36 |
100.70 |
-0.66 |
-0.7% |
100.84 |
| High |
102.09 |
100.70 |
-1.39 |
-1.4% |
102.05 |
| Low |
100.18 |
99.58 |
-0.60 |
-0.6% |
99.50 |
| Close |
100.18 |
99.58 |
-0.60 |
-0.6% |
100.92 |
| Range |
1.91 |
1.12 |
-0.79 |
-41.4% |
2.55 |
| ATR |
0.00 |
1.32 |
1.32 |
|
0.00 |
| Volume |
2,618 |
4,941 |
2,323 |
88.7% |
20,206 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.31 |
102.57 |
100.20 |
|
| R3 |
102.19 |
101.45 |
99.89 |
|
| R2 |
101.07 |
101.07 |
99.79 |
|
| R1 |
100.33 |
100.33 |
99.68 |
100.14 |
| PP |
99.95 |
99.95 |
99.95 |
99.86 |
| S1 |
99.21 |
99.21 |
99.48 |
99.02 |
| S2 |
98.83 |
98.83 |
99.37 |
|
| S3 |
97.71 |
98.09 |
99.27 |
|
| S4 |
96.59 |
96.97 |
98.96 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.47 |
107.25 |
102.32 |
|
| R3 |
105.92 |
104.70 |
101.62 |
|
| R2 |
103.37 |
103.37 |
101.39 |
|
| R1 |
102.15 |
102.15 |
101.15 |
102.76 |
| PP |
100.82 |
100.82 |
100.82 |
101.13 |
| S1 |
99.60 |
99.60 |
100.69 |
100.21 |
| S2 |
98.27 |
98.27 |
100.45 |
|
| S3 |
95.72 |
97.05 |
100.22 |
|
| S4 |
93.17 |
94.50 |
99.52 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.46 |
|
2.618 |
103.63 |
|
1.618 |
102.51 |
|
1.000 |
101.82 |
|
0.618 |
101.39 |
|
HIGH |
100.70 |
|
0.618 |
100.27 |
|
0.500 |
100.14 |
|
0.382 |
100.01 |
|
LOW |
99.58 |
|
0.618 |
98.89 |
|
1.000 |
98.46 |
|
1.618 |
97.77 |
|
2.618 |
96.65 |
|
4.250 |
94.82 |
|
|
| Fisher Pivots for day following 01-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
100.14 |
100.84 |
| PP |
99.95 |
100.42 |
| S1 |
99.77 |
100.00 |
|