NYMEX Light Sweet Crude Oil Future October 2012
Trading Metrics calculated at close of trading on 02-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
100.70 |
98.81 |
-1.89 |
-1.9% |
100.84 |
High |
100.70 |
98.81 |
-1.89 |
-1.9% |
102.05 |
Low |
99.58 |
97.89 |
-1.69 |
-1.7% |
99.50 |
Close |
99.58 |
98.60 |
-0.98 |
-1.0% |
100.92 |
Range |
1.12 |
0.92 |
-0.20 |
-17.9% |
2.55 |
ATR |
1.32 |
1.35 |
0.03 |
2.0% |
0.00 |
Volume |
4,941 |
5,285 |
344 |
7.0% |
20,206 |
|
Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.19 |
100.82 |
99.11 |
|
R3 |
100.27 |
99.90 |
98.85 |
|
R2 |
99.35 |
99.35 |
98.77 |
|
R1 |
98.98 |
98.98 |
98.68 |
98.71 |
PP |
98.43 |
98.43 |
98.43 |
98.30 |
S1 |
98.06 |
98.06 |
98.52 |
97.79 |
S2 |
97.51 |
97.51 |
98.43 |
|
S3 |
96.59 |
97.14 |
98.35 |
|
S4 |
95.67 |
96.22 |
98.09 |
|
|
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 |
102.72 |
2.618 |
101.22 |
1.618 |
100.30 |
1.000 |
99.73 |
0.618 |
99.38 |
HIGH |
98.81 |
0.618 |
98.46 |
0.500 |
98.35 |
0.382 |
98.24 |
LOW |
97.89 |
0.618 |
97.32 |
1.000 |
96.97 |
1.618 |
96.40 |
2.618 |
95.48 |
4.250 |
93.98 |
|
|
Fisher Pivots for day following 02-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
98.52 |
99.99 |
PP |
98.43 |
99.53 |
S1 |
98.35 |
99.06 |
|