NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 16-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
100.90 |
101.90 |
1.00 |
1.0% |
97.74 |
| High |
102.54 |
102.69 |
0.15 |
0.1% |
100.18 |
| Low |
100.61 |
100.84 |
0.23 |
0.2% |
95.84 |
| Close |
101.80 |
102.31 |
0.51 |
0.5% |
98.67 |
| Range |
1.93 |
1.85 |
-0.08 |
-4.1% |
4.34 |
| ATR |
2.25 |
2.22 |
-0.03 |
-1.3% |
0.00 |
| Volume |
258,119 |
183,981 |
-74,138 |
-28.7% |
1,504,089 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.50 |
106.75 |
103.33 |
|
| R3 |
105.65 |
104.90 |
102.82 |
|
| R2 |
103.80 |
103.80 |
102.65 |
|
| R1 |
103.05 |
103.05 |
102.48 |
103.43 |
| PP |
101.95 |
101.95 |
101.95 |
102.13 |
| S1 |
101.20 |
101.20 |
102.14 |
101.58 |
| S2 |
100.10 |
100.10 |
101.97 |
|
| S3 |
98.25 |
99.35 |
101.80 |
|
| S4 |
96.40 |
97.50 |
101.29 |
|
|
| 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 |
102.69 |
97.32 |
5.37 |
5.2% |
1.96 |
1.9% |
93% |
True |
False |
247,910 |
| 10 |
102.69 |
95.84 |
6.85 |
6.7% |
2.00 |
2.0% |
94% |
True |
False |
277,045 |
| 20 |
102.69 |
95.44 |
7.25 |
7.1% |
2.21 |
2.2% |
95% |
True |
False |
271,423 |
| 40 |
103.90 |
94.53 |
9.37 |
9.2% |
2.24 |
2.2% |
83% |
False |
False |
181,872 |
| 60 |
103.90 |
92.95 |
10.95 |
10.7% |
2.36 |
2.3% |
85% |
False |
False |
137,574 |
| 80 |
103.90 |
87.40 |
16.50 |
16.1% |
2.47 |
2.4% |
90% |
False |
False |
113,069 |
| 100 |
103.90 |
75.90 |
28.00 |
27.4% |
2.58 |
2.5% |
94% |
False |
False |
94,377 |
| 120 |
103.90 |
75.90 |
28.00 |
27.4% |
2.57 |
2.5% |
94% |
False |
False |
80,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.55 |
|
2.618 |
107.53 |
|
1.618 |
105.68 |
|
1.000 |
104.54 |
|
0.618 |
103.83 |
|
HIGH |
102.69 |
|
0.618 |
101.98 |
|
0.500 |
101.77 |
|
0.382 |
101.55 |
|
LOW |
100.84 |
|
0.618 |
99.70 |
|
1.000 |
98.99 |
|
1.618 |
97.85 |
|
2.618 |
96.00 |
|
4.250 |
92.98 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.13 |
102.04 |
| PP |
101.95 |
101.76 |
| S1 |
101.77 |
101.49 |
|