NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 13-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
99.89 |
99.33 |
-0.56 |
-0.6% |
97.74 |
| High |
99.89 |
101.00 |
1.11 |
1.1% |
100.18 |
| Low |
97.32 |
99.09 |
1.77 |
1.8% |
95.84 |
| Close |
98.67 |
100.91 |
2.24 |
2.3% |
98.67 |
| Range |
2.57 |
1.91 |
-0.66 |
-25.7% |
4.34 |
| ATR |
2.33 |
2.33 |
0.00 |
0.0% |
0.00 |
| Volume |
270,760 |
241,077 |
-29,683 |
-11.0% |
1,504,089 |
|
| Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.06 |
105.40 |
101.96 |
|
| R3 |
104.15 |
103.49 |
101.44 |
|
| R2 |
102.24 |
102.24 |
101.26 |
|
| R1 |
101.58 |
101.58 |
101.09 |
101.91 |
| PP |
100.33 |
100.33 |
100.33 |
100.50 |
| S1 |
99.67 |
99.67 |
100.73 |
100.00 |
| S2 |
98.42 |
98.42 |
100.56 |
|
| S3 |
96.51 |
97.76 |
100.38 |
|
| S4 |
94.60 |
95.85 |
99.86 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.25 |
109.30 |
101.06 |
|
| R3 |
106.91 |
104.96 |
99.86 |
|
| R2 |
102.57 |
102.57 |
99.47 |
|
| R1 |
100.62 |
100.62 |
99.07 |
101.60 |
| PP |
98.23 |
98.23 |
98.23 |
98.72 |
| S1 |
96.28 |
96.28 |
98.27 |
97.26 |
| S2 |
93.89 |
93.89 |
97.87 |
|
| S3 |
89.55 |
91.94 |
97.48 |
|
| S4 |
85.21 |
87.60 |
96.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.00 |
95.84 |
5.16 |
5.1% |
2.26 |
2.2% |
98% |
True |
False |
300,952 |
| 10 |
101.29 |
95.44 |
5.85 |
5.8% |
2.30 |
2.3% |
94% |
False |
False |
297,552 |
| 20 |
102.24 |
95.44 |
6.80 |
6.7% |
2.28 |
2.3% |
80% |
False |
False |
266,014 |
| 40 |
103.90 |
92.95 |
10.95 |
10.9% |
2.28 |
2.3% |
73% |
False |
False |
167,437 |
| 60 |
103.90 |
92.95 |
10.95 |
10.9% |
2.48 |
2.5% |
73% |
False |
False |
128,253 |
| 80 |
103.90 |
84.69 |
19.21 |
19.0% |
2.52 |
2.5% |
84% |
False |
False |
104,802 |
| 100 |
103.90 |
75.90 |
28.00 |
27.7% |
2.64 |
2.6% |
89% |
False |
False |
87,538 |
| 120 |
103.90 |
75.90 |
28.00 |
27.7% |
2.58 |
2.6% |
89% |
False |
False |
75,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.12 |
|
2.618 |
106.00 |
|
1.618 |
104.09 |
|
1.000 |
102.91 |
|
0.618 |
102.18 |
|
HIGH |
101.00 |
|
0.618 |
100.27 |
|
0.500 |
100.05 |
|
0.382 |
99.82 |
|
LOW |
99.09 |
|
0.618 |
97.91 |
|
1.000 |
97.18 |
|
1.618 |
96.00 |
|
2.618 |
94.09 |
|
4.250 |
90.97 |
|
|
| Fisher Pivots for day following 13-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
100.62 |
100.33 |
| PP |
100.33 |
99.74 |
| S1 |
100.05 |
99.16 |
|