NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 07-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
97.74 |
97.13 |
-0.61 |
-0.6% |
100.00 |
| High |
97.75 |
99.13 |
1.38 |
1.4% |
101.29 |
| Low |
96.38 |
95.84 |
-0.54 |
-0.6% |
95.44 |
| Close |
96.91 |
98.41 |
1.50 |
1.5% |
97.84 |
| Range |
1.37 |
3.29 |
1.92 |
140.1% |
5.85 |
| ATR |
2.33 |
2.40 |
0.07 |
2.9% |
0.00 |
| Volume |
240,403 |
385,704 |
145,301 |
60.4% |
1,428,161 |
|
| Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.66 |
106.33 |
100.22 |
|
| R3 |
104.37 |
103.04 |
99.31 |
|
| R2 |
101.08 |
101.08 |
99.01 |
|
| R1 |
99.75 |
99.75 |
98.71 |
100.42 |
| PP |
97.79 |
97.79 |
97.79 |
98.13 |
| S1 |
96.46 |
96.46 |
98.11 |
97.13 |
| S2 |
94.50 |
94.50 |
97.81 |
|
| S3 |
91.21 |
93.17 |
97.51 |
|
| S4 |
87.92 |
89.88 |
96.60 |
|
|
| 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 |
99.49 |
95.44 |
4.05 |
4.1% |
2.32 |
2.4% |
73% |
False |
False |
300,953 |
| 10 |
101.39 |
95.44 |
5.95 |
6.0% |
2.32 |
2.4% |
50% |
False |
False |
284,711 |
| 20 |
103.60 |
95.44 |
8.16 |
8.3% |
2.42 |
2.5% |
36% |
False |
False |
234,772 |
| 40 |
103.90 |
92.95 |
10.95 |
11.1% |
2.42 |
2.5% |
50% |
False |
False |
145,652 |
| 60 |
103.90 |
92.95 |
10.95 |
11.1% |
2.49 |
2.5% |
50% |
False |
False |
112,047 |
| 80 |
103.90 |
84.05 |
19.85 |
20.2% |
2.55 |
2.6% |
72% |
False |
False |
91,944 |
| 100 |
103.90 |
75.90 |
28.00 |
28.5% |
2.65 |
2.7% |
80% |
False |
False |
76,895 |
| 120 |
103.90 |
75.90 |
28.00 |
28.5% |
2.64 |
2.7% |
80% |
False |
False |
66,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.11 |
|
2.618 |
107.74 |
|
1.618 |
104.45 |
|
1.000 |
102.42 |
|
0.618 |
101.16 |
|
HIGH |
99.13 |
|
0.618 |
97.87 |
|
0.500 |
97.49 |
|
0.382 |
97.10 |
|
LOW |
95.84 |
|
0.618 |
93.81 |
|
1.000 |
92.55 |
|
1.618 |
90.52 |
|
2.618 |
87.23 |
|
4.250 |
81.86 |
|
|
| Fisher Pivots for day following 07-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
98.10 |
98.10 |
| PP |
97.79 |
97.79 |
| S1 |
97.49 |
97.49 |
|