NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
107.11 |
107.12 |
0.01 |
0.0% |
103.17 |
| High |
107.55 |
109.53 |
1.98 |
1.8% |
105.27 |
| Low |
106.95 |
107.12 |
0.17 |
0.2% |
102.33 |
| Close |
107.50 |
108.95 |
1.45 |
1.3% |
105.05 |
| Range |
0.60 |
2.41 |
1.81 |
301.7% |
2.94 |
| ATR |
1.30 |
1.38 |
0.08 |
6.1% |
0.00 |
| Volume |
10,900 |
9,955 |
-945 |
-8.7% |
35,430 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.76 |
114.77 |
110.28 |
|
| R3 |
113.35 |
112.36 |
109.61 |
|
| R2 |
110.94 |
110.94 |
109.39 |
|
| R1 |
109.95 |
109.95 |
109.17 |
110.45 |
| PP |
108.53 |
108.53 |
108.53 |
108.78 |
| S1 |
107.54 |
107.54 |
108.73 |
108.04 |
| S2 |
106.12 |
106.12 |
108.51 |
|
| S3 |
103.71 |
105.13 |
108.29 |
|
| S4 |
101.30 |
102.72 |
107.62 |
|
|
| 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 |
119.77 |
|
2.618 |
115.84 |
|
1.618 |
113.43 |
|
1.000 |
111.94 |
|
0.618 |
111.02 |
|
HIGH |
109.53 |
|
0.618 |
108.61 |
|
0.500 |
108.33 |
|
0.382 |
108.04 |
|
LOW |
107.12 |
|
0.618 |
105.63 |
|
1.000 |
104.71 |
|
1.618 |
103.22 |
|
2.618 |
100.81 |
|
4.250 |
96.88 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.74 |
108.59 |
| PP |
108.53 |
108.23 |
| S1 |
108.33 |
107.87 |
|