NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 01-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
98.88 |
98.38 |
-0.50 |
-0.5% |
98.34 |
| High |
101.29 |
99.49 |
-1.80 |
-1.8% |
101.39 |
| Low |
97.86 |
97.11 |
-0.75 |
-0.8% |
97.40 |
| Close |
98.48 |
97.61 |
-0.87 |
-0.9% |
99.56 |
| Range |
3.43 |
2.38 |
-1.05 |
-30.6% |
3.99 |
| ATR |
2.42 |
2.42 |
0.00 |
-0.1% |
0.00 |
| Volume |
351,698 |
272,348 |
-79,350 |
-22.6% |
1,239,812 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.21 |
103.79 |
98.92 |
|
| R3 |
102.83 |
101.41 |
98.26 |
|
| R2 |
100.45 |
100.45 |
98.05 |
|
| R1 |
99.03 |
99.03 |
97.83 |
98.55 |
| PP |
98.07 |
98.07 |
98.07 |
97.83 |
| S1 |
96.65 |
96.65 |
97.39 |
96.17 |
| S2 |
95.69 |
95.69 |
97.17 |
|
| S3 |
93.31 |
94.27 |
96.96 |
|
| S4 |
90.93 |
91.89 |
96.30 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.42 |
109.48 |
101.75 |
|
| R3 |
107.43 |
105.49 |
100.66 |
|
| R2 |
103.44 |
103.44 |
100.29 |
|
| R1 |
101.50 |
101.50 |
99.93 |
102.47 |
| PP |
99.45 |
99.45 |
99.45 |
99.94 |
| S1 |
97.51 |
97.51 |
99.19 |
98.48 |
| S2 |
95.46 |
95.46 |
98.83 |
|
| S3 |
91.47 |
93.52 |
98.46 |
|
| S4 |
87.48 |
89.53 |
97.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.39 |
97.11 |
4.28 |
4.4% |
2.22 |
2.3% |
12% |
False |
True |
261,915 |
| 10 |
102.24 |
97.11 |
5.13 |
5.3% |
2.37 |
2.4% |
10% |
False |
True |
261,722 |
| 20 |
103.90 |
97.11 |
6.79 |
7.0% |
2.37 |
2.4% |
7% |
False |
True |
191,359 |
| 40 |
103.90 |
92.95 |
10.95 |
11.2% |
2.43 |
2.5% |
43% |
False |
False |
119,760 |
| 60 |
103.90 |
92.80 |
11.10 |
11.4% |
2.48 |
2.5% |
43% |
False |
False |
93,623 |
| 80 |
103.90 |
81.87 |
22.03 |
22.6% |
2.55 |
2.6% |
71% |
False |
False |
77,651 |
| 100 |
103.90 |
75.90 |
28.00 |
28.7% |
2.66 |
2.7% |
78% |
False |
False |
65,280 |
| 120 |
103.90 |
75.90 |
28.00 |
28.7% |
2.66 |
2.7% |
78% |
False |
False |
56,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.61 |
|
2.618 |
105.72 |
|
1.618 |
103.34 |
|
1.000 |
101.87 |
|
0.618 |
100.96 |
|
HIGH |
99.49 |
|
0.618 |
98.58 |
|
0.500 |
98.30 |
|
0.382 |
98.02 |
|
LOW |
97.11 |
|
0.618 |
95.64 |
|
1.000 |
94.73 |
|
1.618 |
93.26 |
|
2.618 |
90.88 |
|
4.250 |
87.00 |
|
|
| Fisher Pivots for day following 01-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
98.30 |
99.20 |
| PP |
98.07 |
98.67 |
| S1 |
97.84 |
98.14 |
|