NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 06-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
96.61 |
97.74 |
1.13 |
1.2% |
100.00 |
| High |
98.03 |
97.75 |
-0.28 |
-0.3% |
101.29 |
| Low |
96.01 |
96.38 |
0.37 |
0.4% |
95.44 |
| Close |
97.84 |
96.91 |
-0.93 |
-1.0% |
97.84 |
| Range |
2.02 |
1.37 |
-0.65 |
-32.2% |
5.85 |
| ATR |
2.40 |
2.33 |
-0.07 |
-2.8% |
0.00 |
| Volume |
297,575 |
240,403 |
-57,172 |
-19.2% |
1,428,161 |
|
| Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.12 |
100.39 |
97.66 |
|
| R3 |
99.75 |
99.02 |
97.29 |
|
| R2 |
98.38 |
98.38 |
97.16 |
|
| R1 |
97.65 |
97.65 |
97.04 |
97.33 |
| PP |
97.01 |
97.01 |
97.01 |
96.86 |
| S1 |
96.28 |
96.28 |
96.78 |
95.96 |
| S2 |
95.64 |
95.64 |
96.66 |
|
| S3 |
94.27 |
94.91 |
96.53 |
|
| S4 |
92.90 |
93.54 |
96.16 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.74 |
112.64 |
101.06 |
|
| R3 |
109.89 |
106.79 |
99.45 |
|
| R2 |
104.04 |
104.04 |
98.91 |
|
| R1 |
100.94 |
100.94 |
98.38 |
99.57 |
| PP |
98.19 |
98.19 |
98.19 |
97.50 |
| S1 |
95.09 |
95.09 |
97.30 |
93.72 |
| S2 |
92.34 |
92.34 |
96.77 |
|
| S3 |
86.49 |
89.24 |
96.23 |
|
| S4 |
80.64 |
83.39 |
94.62 |
|
|
| 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 |
6.0% |
2.35 |
2.4% |
25% |
False |
False |
294,152 |
| 10 |
101.39 |
95.44 |
5.95 |
6.1% |
2.18 |
2.3% |
25% |
False |
False |
268,666 |
| 20 |
103.60 |
95.44 |
8.16 |
8.4% |
2.36 |
2.4% |
18% |
False |
False |
220,247 |
| 40 |
103.90 |
92.95 |
10.95 |
11.3% |
2.44 |
2.5% |
36% |
False |
False |
138,264 |
| 60 |
103.90 |
92.95 |
10.95 |
11.3% |
2.48 |
2.6% |
36% |
False |
False |
106,139 |
| 80 |
103.90 |
84.05 |
19.85 |
20.5% |
2.53 |
2.6% |
65% |
False |
False |
87,529 |
| 100 |
103.90 |
75.90 |
28.00 |
28.9% |
2.63 |
2.7% |
75% |
False |
False |
73,259 |
| 120 |
103.90 |
75.90 |
28.00 |
28.9% |
2.63 |
2.7% |
75% |
False |
False |
62,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.57 |
|
2.618 |
101.34 |
|
1.618 |
99.97 |
|
1.000 |
99.12 |
|
0.618 |
98.60 |
|
HIGH |
97.75 |
|
0.618 |
97.23 |
|
0.500 |
97.07 |
|
0.382 |
96.90 |
|
LOW |
96.38 |
|
0.618 |
95.53 |
|
1.000 |
95.01 |
|
1.618 |
94.16 |
|
2.618 |
92.79 |
|
4.250 |
90.56 |
|
|
| Fisher Pivots for day following 06-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.07 |
96.85 |
| PP |
97.01 |
96.79 |
| S1 |
96.96 |
96.74 |
|