NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 02-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
98.85 |
97.60 |
-1.25 |
-1.3% |
98.48 |
| High |
99.84 |
98.35 |
-1.49 |
-1.5% |
101.70 |
| Low |
97.49 |
95.81 |
-1.68 |
-1.7% |
97.71 |
| Close |
97.99 |
96.74 |
-1.25 |
-1.3% |
99.91 |
| Range |
2.35 |
2.54 |
0.19 |
8.1% |
3.99 |
| ATR |
2.36 |
2.37 |
0.01 |
0.6% |
0.00 |
| Volume |
94,229 |
78,742 |
-15,487 |
-16.4% |
325,670 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.59 |
103.20 |
98.14 |
|
| R3 |
102.05 |
100.66 |
97.44 |
|
| R2 |
99.51 |
99.51 |
97.21 |
|
| R1 |
98.12 |
98.12 |
96.97 |
97.55 |
| PP |
96.97 |
96.97 |
96.97 |
96.68 |
| S1 |
95.58 |
95.58 |
96.51 |
95.01 |
| S2 |
94.43 |
94.43 |
96.27 |
|
| S3 |
91.89 |
93.04 |
96.04 |
|
| S4 |
89.35 |
90.50 |
95.34 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.74 |
109.82 |
102.10 |
|
| R3 |
107.75 |
105.83 |
101.01 |
|
| R2 |
103.76 |
103.76 |
100.64 |
|
| R1 |
101.84 |
101.84 |
100.28 |
102.80 |
| PP |
99.77 |
99.77 |
99.77 |
100.26 |
| S1 |
97.85 |
97.85 |
99.54 |
98.81 |
| S2 |
95.78 |
95.78 |
99.18 |
|
| S3 |
91.79 |
93.86 |
98.81 |
|
| S4 |
87.80 |
89.87 |
97.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.59 |
95.81 |
5.78 |
6.0% |
2.25 |
2.3% |
16% |
False |
True |
66,670 |
| 10 |
101.70 |
95.81 |
5.89 |
6.1% |
2.37 |
2.4% |
16% |
False |
True |
64,981 |
| 20 |
104.10 |
95.81 |
8.29 |
8.6% |
2.36 |
2.4% |
11% |
False |
True |
57,597 |
| 40 |
104.10 |
93.27 |
10.83 |
11.2% |
2.35 |
2.4% |
32% |
False |
False |
41,138 |
| 60 |
104.10 |
93.27 |
10.83 |
11.2% |
2.35 |
2.4% |
32% |
False |
False |
33,232 |
| 80 |
104.10 |
83.95 |
20.15 |
20.8% |
2.39 |
2.5% |
63% |
False |
False |
28,507 |
| 100 |
104.10 |
76.15 |
27.95 |
28.9% |
2.50 |
2.6% |
74% |
False |
False |
24,379 |
| 120 |
104.10 |
76.15 |
27.95 |
28.9% |
2.48 |
2.6% |
74% |
False |
False |
21,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.15 |
|
2.618 |
105.00 |
|
1.618 |
102.46 |
|
1.000 |
100.89 |
|
0.618 |
99.92 |
|
HIGH |
98.35 |
|
0.618 |
97.38 |
|
0.500 |
97.08 |
|
0.382 |
96.78 |
|
LOW |
95.81 |
|
0.618 |
94.24 |
|
1.000 |
93.27 |
|
1.618 |
91.70 |
|
2.618 |
89.16 |
|
4.250 |
85.02 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.08 |
98.70 |
| PP |
96.97 |
98.05 |
| S1 |
96.85 |
97.39 |
|