NYMEX Light Sweet Crude Oil Future March 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 |
102.35 |
104.65 |
2.30 |
2.2% |
99.33 |
| High |
104.14 |
106.07 |
1.93 |
1.9% |
104.14 |
| Low |
102.25 |
104.26 |
2.01 |
2.0% |
99.09 |
| Close |
103.24 |
105.84 |
2.60 |
2.5% |
103.24 |
| Range |
1.89 |
1.81 |
-0.08 |
-4.2% |
5.05 |
| ATR |
2.20 |
2.24 |
0.05 |
2.1% |
0.00 |
| Volume |
111,239 |
27,929 |
-83,310 |
-74.9% |
1,080,033 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.82 |
110.14 |
106.84 |
|
| R3 |
109.01 |
108.33 |
106.34 |
|
| R2 |
107.20 |
107.20 |
106.17 |
|
| R1 |
106.52 |
106.52 |
106.01 |
106.86 |
| PP |
105.39 |
105.39 |
105.39 |
105.56 |
| S1 |
104.71 |
104.71 |
105.67 |
105.05 |
| S2 |
103.58 |
103.58 |
105.51 |
|
| S3 |
101.77 |
102.90 |
105.34 |
|
| S4 |
99.96 |
101.09 |
104.84 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.31 |
115.32 |
106.02 |
|
| R3 |
112.26 |
110.27 |
104.63 |
|
| R2 |
107.21 |
107.21 |
104.17 |
|
| R1 |
105.22 |
105.22 |
103.70 |
106.22 |
| PP |
102.16 |
102.16 |
102.16 |
102.65 |
| S1 |
100.17 |
100.17 |
102.78 |
101.17 |
| S2 |
97.11 |
97.11 |
102.31 |
|
| S3 |
92.06 |
95.12 |
101.85 |
|
| S4 |
87.01 |
90.07 |
100.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.07 |
100.28 |
5.79 |
5.5% |
1.81 |
1.7% |
96% |
True |
False |
173,377 |
| 10 |
106.07 |
95.84 |
10.23 |
9.7% |
2.03 |
1.9% |
98% |
True |
False |
237,164 |
| 20 |
106.07 |
95.44 |
10.63 |
10.0% |
2.11 |
2.0% |
98% |
True |
False |
252,915 |
| 40 |
106.07 |
95.44 |
10.63 |
10.0% |
2.19 |
2.1% |
98% |
True |
False |
183,393 |
| 60 |
106.07 |
92.95 |
13.12 |
12.4% |
2.35 |
2.2% |
98% |
True |
False |
138,456 |
| 80 |
106.07 |
88.85 |
17.22 |
16.3% |
2.43 |
2.3% |
99% |
True |
False |
113,613 |
| 100 |
106.07 |
75.90 |
30.17 |
28.5% |
2.54 |
2.4% |
99% |
True |
False |
95,436 |
| 120 |
106.07 |
75.90 |
30.17 |
28.5% |
2.57 |
2.4% |
99% |
True |
False |
82,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.76 |
|
2.618 |
110.81 |
|
1.618 |
109.00 |
|
1.000 |
107.88 |
|
0.618 |
107.19 |
|
HIGH |
106.07 |
|
0.618 |
105.38 |
|
0.500 |
105.17 |
|
0.382 |
104.95 |
|
LOW |
104.26 |
|
0.618 |
103.14 |
|
1.000 |
102.45 |
|
1.618 |
101.33 |
|
2.618 |
99.52 |
|
4.250 |
96.57 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
105.62 |
105.05 |
| PP |
105.39 |
104.25 |
| S1 |
105.17 |
103.46 |
|