NYMEX Light Sweet Crude Oil Future October 2012
| Trading Metrics calculated at close of trading on 24-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
107.12 |
109.50 |
2.38 |
2.2% |
106.36 |
| High |
109.53 |
110.33 |
0.80 |
0.7% |
110.33 |
| Low |
107.12 |
109.00 |
1.88 |
1.8% |
106.21 |
| Close |
108.95 |
110.33 |
1.38 |
1.3% |
110.33 |
| Range |
2.41 |
1.33 |
-1.08 |
-44.8% |
4.12 |
| ATR |
1.38 |
1.38 |
0.00 |
0.0% |
0.00 |
| Volume |
9,955 |
12,763 |
2,808 |
28.2% |
41,868 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.88 |
113.43 |
111.06 |
|
| R3 |
112.55 |
112.10 |
110.70 |
|
| R2 |
111.22 |
111.22 |
110.57 |
|
| R1 |
110.77 |
110.77 |
110.45 |
111.00 |
| PP |
109.89 |
109.89 |
109.89 |
110.00 |
| S1 |
109.44 |
109.44 |
110.21 |
109.67 |
| S2 |
108.56 |
108.56 |
110.09 |
|
| S3 |
107.23 |
108.11 |
109.96 |
|
| S4 |
105.90 |
106.78 |
109.60 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.32 |
119.94 |
112.60 |
|
| R3 |
117.20 |
115.82 |
111.46 |
|
| R2 |
113.08 |
113.08 |
111.09 |
|
| R1 |
111.70 |
111.70 |
110.71 |
112.39 |
| PP |
108.96 |
108.96 |
108.96 |
109.30 |
| S1 |
107.58 |
107.58 |
109.95 |
108.27 |
| S2 |
104.84 |
104.84 |
109.57 |
|
| S3 |
100.72 |
103.46 |
109.20 |
|
| S4 |
96.60 |
99.34 |
108.06 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.98 |
|
2.618 |
113.81 |
|
1.618 |
112.48 |
|
1.000 |
111.66 |
|
0.618 |
111.15 |
|
HIGH |
110.33 |
|
0.618 |
109.82 |
|
0.500 |
109.67 |
|
0.382 |
109.51 |
|
LOW |
109.00 |
|
0.618 |
108.18 |
|
1.000 |
107.67 |
|
1.618 |
106.85 |
|
2.618 |
105.52 |
|
4.250 |
103.35 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
110.11 |
109.77 |
| PP |
109.89 |
109.20 |
| S1 |
109.67 |
108.64 |
|