NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 02-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
98.38 |
97.11 |
-1.27 |
-1.3% |
98.34 |
| High |
99.49 |
97.99 |
-1.50 |
-1.5% |
101.39 |
| Low |
97.11 |
95.44 |
-1.67 |
-1.7% |
97.40 |
| Close |
97.61 |
96.36 |
-1.25 |
-1.3% |
99.56 |
| Range |
2.38 |
2.55 |
0.17 |
7.1% |
3.99 |
| ATR |
2.42 |
2.43 |
0.01 |
0.4% |
0.00 |
| Volume |
272,348 |
308,738 |
36,390 |
13.4% |
1,239,812 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.25 |
102.85 |
97.76 |
|
| R3 |
101.70 |
100.30 |
97.06 |
|
| R2 |
99.15 |
99.15 |
96.83 |
|
| R1 |
97.75 |
97.75 |
96.59 |
97.18 |
| PP |
96.60 |
96.60 |
96.60 |
96.31 |
| S1 |
95.20 |
95.20 |
96.13 |
94.63 |
| S2 |
94.05 |
94.05 |
95.89 |
|
| S3 |
91.50 |
92.65 |
95.66 |
|
| S4 |
88.95 |
90.10 |
94.96 |
|
|
| 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 |
101.29 |
95.44 |
5.85 |
6.1% |
2.30 |
2.4% |
16% |
False |
True |
273,856 |
| 10 |
101.39 |
95.44 |
5.95 |
6.2% |
2.42 |
2.5% |
15% |
False |
True |
265,800 |
| 20 |
103.87 |
95.44 |
8.43 |
8.7% |
2.40 |
2.5% |
11% |
False |
True |
201,262 |
| 40 |
103.90 |
92.95 |
10.95 |
11.4% |
2.44 |
2.5% |
31% |
False |
False |
126,582 |
| 60 |
103.90 |
92.95 |
10.95 |
11.4% |
2.50 |
2.6% |
31% |
False |
False |
98,247 |
| 80 |
103.90 |
83.42 |
20.48 |
21.3% |
2.55 |
2.7% |
63% |
False |
False |
81,257 |
| 100 |
103.90 |
75.90 |
28.00 |
29.1% |
2.65 |
2.8% |
73% |
False |
False |
68,177 |
| 120 |
103.90 |
75.90 |
28.00 |
29.1% |
2.65 |
2.7% |
73% |
False |
False |
58,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.83 |
|
2.618 |
104.67 |
|
1.618 |
102.12 |
|
1.000 |
100.54 |
|
0.618 |
99.57 |
|
HIGH |
97.99 |
|
0.618 |
97.02 |
|
0.500 |
96.72 |
|
0.382 |
96.41 |
|
LOW |
95.44 |
|
0.618 |
93.86 |
|
1.000 |
92.89 |
|
1.618 |
91.31 |
|
2.618 |
88.76 |
|
4.250 |
84.60 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.72 |
98.37 |
| PP |
96.60 |
97.70 |
| S1 |
96.48 |
97.03 |
|