NYMEX Light Sweet Crude Oil Future March 2012
| Trading Metrics calculated at close of trading on 17-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
101.90 |
102.35 |
0.45 |
0.4% |
99.33 |
| High |
102.69 |
104.14 |
1.45 |
1.4% |
104.14 |
| Low |
100.84 |
102.25 |
1.41 |
1.4% |
99.09 |
| Close |
102.31 |
103.24 |
0.93 |
0.9% |
103.24 |
| Range |
1.85 |
1.89 |
0.04 |
2.2% |
5.05 |
| ATR |
2.22 |
2.20 |
-0.02 |
-1.1% |
0.00 |
| Volume |
183,981 |
111,239 |
-72,742 |
-39.5% |
1,080,033 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.88 |
107.95 |
104.28 |
|
| R3 |
106.99 |
106.06 |
103.76 |
|
| R2 |
105.10 |
105.10 |
103.59 |
|
| R1 |
104.17 |
104.17 |
103.41 |
104.64 |
| PP |
103.21 |
103.21 |
103.21 |
103.44 |
| S1 |
102.28 |
102.28 |
103.07 |
102.75 |
| S2 |
101.32 |
101.32 |
102.89 |
|
| S3 |
99.43 |
100.39 |
102.72 |
|
| S4 |
97.54 |
98.50 |
102.20 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.31 |
115.32 |
106.02 |
|
| R3 |
112.26 |
110.27 |
104.63 |
|
| R2 |
107.21 |
107.21 |
104.17 |
|
| R1 |
105.22 |
105.22 |
103.70 |
106.22 |
| PP |
102.16 |
102.16 |
102.16 |
102.65 |
| S1 |
100.17 |
100.17 |
102.78 |
101.17 |
| S2 |
97.11 |
97.11 |
102.31 |
|
| S3 |
92.06 |
95.12 |
101.85 |
|
| S4 |
87.01 |
90.07 |
100.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.14 |
99.09 |
5.05 |
4.9% |
1.83 |
1.8% |
82% |
True |
False |
216,006 |
| 10 |
104.14 |
95.84 |
8.30 |
8.0% |
1.99 |
1.9% |
89% |
True |
False |
258,412 |
| 20 |
104.14 |
95.44 |
8.70 |
8.4% |
2.16 |
2.1% |
90% |
True |
False |
262,604 |
| 40 |
104.14 |
95.44 |
8.70 |
8.4% |
2.21 |
2.1% |
90% |
True |
False |
183,840 |
| 60 |
104.14 |
92.95 |
11.19 |
10.8% |
2.35 |
2.3% |
92% |
True |
False |
138,691 |
| 80 |
104.14 |
88.85 |
15.29 |
14.8% |
2.44 |
2.4% |
94% |
True |
False |
114,188 |
| 100 |
104.14 |
75.90 |
28.24 |
27.4% |
2.56 |
2.5% |
97% |
True |
False |
95,270 |
| 120 |
104.14 |
75.90 |
28.24 |
27.4% |
2.57 |
2.5% |
97% |
True |
False |
81,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.17 |
|
2.618 |
109.09 |
|
1.618 |
107.20 |
|
1.000 |
106.03 |
|
0.618 |
105.31 |
|
HIGH |
104.14 |
|
0.618 |
103.42 |
|
0.500 |
103.20 |
|
0.382 |
102.97 |
|
LOW |
102.25 |
|
0.618 |
101.08 |
|
1.000 |
100.36 |
|
1.618 |
99.19 |
|
2.618 |
97.30 |
|
4.250 |
94.22 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.23 |
102.95 |
| PP |
103.21 |
102.66 |
| S1 |
103.20 |
102.38 |
|