NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 08-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
100.24 |
101.76 |
1.52 |
1.5% |
100.36 |
| High |
101.63 |
102.46 |
0.83 |
0.8% |
102.09 |
| Low |
100.24 |
101.49 |
1.25 |
1.2% |
97.89 |
| Close |
101.22 |
101.94 |
0.72 |
0.7% |
100.20 |
| Range |
1.39 |
0.97 |
-0.42 |
-30.2% |
4.20 |
| ATR |
1.33 |
1.32 |
-0.01 |
-0.5% |
0.00 |
| Volume |
8,471 |
11,570 |
3,099 |
36.6% |
24,031 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.87 |
104.38 |
102.47 |
|
| R3 |
103.90 |
103.41 |
102.21 |
|
| R2 |
102.93 |
102.93 |
102.12 |
|
| R1 |
102.44 |
102.44 |
102.03 |
102.69 |
| PP |
101.96 |
101.96 |
101.96 |
102.09 |
| S1 |
101.47 |
101.47 |
101.85 |
101.72 |
| S2 |
100.99 |
100.99 |
101.76 |
|
| S3 |
100.02 |
100.50 |
101.67 |
|
| S4 |
99.05 |
99.53 |
101.41 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.66 |
110.63 |
102.51 |
|
| R3 |
108.46 |
106.43 |
101.36 |
|
| R2 |
104.26 |
104.26 |
100.97 |
|
| R1 |
102.23 |
102.23 |
100.59 |
101.15 |
| PP |
100.06 |
100.06 |
100.06 |
99.52 |
| S1 |
98.03 |
98.03 |
99.82 |
96.95 |
| S2 |
95.86 |
95.86 |
99.43 |
|
| S3 |
91.66 |
93.83 |
99.05 |
|
| S4 |
87.46 |
89.63 |
97.89 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.58 |
|
2.618 |
105.00 |
|
1.618 |
104.03 |
|
1.000 |
103.43 |
|
0.618 |
103.06 |
|
HIGH |
102.46 |
|
0.618 |
102.09 |
|
0.500 |
101.98 |
|
0.382 |
101.86 |
|
LOW |
101.49 |
|
0.618 |
100.89 |
|
1.000 |
100.52 |
|
1.618 |
99.92 |
|
2.618 |
98.95 |
|
4.250 |
97.37 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
101.98 |
101.67 |
| PP |
101.96 |
101.39 |
| S1 |
101.95 |
101.12 |
|