NYMEX Light Sweet Crude Oil Future October 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 |
104.42 |
106.36 |
1.94 |
1.9% |
103.17 |
| High |
105.27 |
107.73 |
2.46 |
2.3% |
105.27 |
| Low |
104.42 |
106.21 |
1.79 |
1.7% |
102.33 |
| Close |
105.05 |
107.57 |
2.52 |
2.4% |
105.05 |
| Range |
0.85 |
1.52 |
0.67 |
78.8% |
2.94 |
| ATR |
1.26 |
1.36 |
0.10 |
8.1% |
0.00 |
| Volume |
8,695 |
8,250 |
-445 |
-5.1% |
35,430 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.73 |
111.17 |
108.41 |
|
| R3 |
110.21 |
109.65 |
107.99 |
|
| R2 |
108.69 |
108.69 |
107.85 |
|
| R1 |
108.13 |
108.13 |
107.71 |
108.41 |
| PP |
107.17 |
107.17 |
107.17 |
107.31 |
| S1 |
106.61 |
106.61 |
107.43 |
106.89 |
| S2 |
105.65 |
105.65 |
107.29 |
|
| S3 |
104.13 |
105.09 |
107.15 |
|
| S4 |
102.61 |
103.57 |
106.73 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.04 |
111.98 |
106.67 |
|
| R3 |
110.10 |
109.04 |
105.86 |
|
| R2 |
107.16 |
107.16 |
105.59 |
|
| R1 |
106.10 |
106.10 |
105.32 |
106.63 |
| PP |
104.22 |
104.22 |
104.22 |
104.48 |
| S1 |
103.16 |
103.16 |
104.78 |
103.69 |
| S2 |
101.28 |
101.28 |
104.51 |
|
| S3 |
98.34 |
100.22 |
104.24 |
|
| S4 |
95.40 |
97.28 |
103.43 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.19 |
|
2.618 |
111.71 |
|
1.618 |
110.19 |
|
1.000 |
109.25 |
|
0.618 |
108.67 |
|
HIGH |
107.73 |
|
0.618 |
107.15 |
|
0.500 |
106.97 |
|
0.382 |
106.79 |
|
LOW |
106.21 |
|
0.618 |
105.27 |
|
1.000 |
104.69 |
|
1.618 |
103.75 |
|
2.618 |
102.23 |
|
4.250 |
99.75 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.37 |
106.90 |
| PP |
107.17 |
106.24 |
| S1 |
106.97 |
105.57 |
|