NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 03-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
97.60 |
97.01 |
-0.59 |
-0.6% |
100.30 |
| High |
98.35 |
98.40 |
0.05 |
0.1% |
101.59 |
| Low |
95.81 |
96.41 |
0.60 |
0.6% |
95.81 |
| Close |
96.74 |
98.23 |
1.49 |
1.5% |
98.23 |
| Range |
2.54 |
1.99 |
-0.55 |
-21.7% |
5.78 |
| ATR |
2.37 |
2.34 |
-0.03 |
-1.1% |
0.00 |
| Volume |
78,742 |
86,850 |
8,108 |
10.3% |
362,590 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.65 |
102.93 |
99.32 |
|
| R3 |
101.66 |
100.94 |
98.78 |
|
| R2 |
99.67 |
99.67 |
98.59 |
|
| R1 |
98.95 |
98.95 |
98.41 |
99.31 |
| PP |
97.68 |
97.68 |
97.68 |
97.86 |
| S1 |
96.96 |
96.96 |
98.05 |
97.32 |
| S2 |
95.69 |
95.69 |
97.87 |
|
| S3 |
93.70 |
94.97 |
97.68 |
|
| S4 |
91.71 |
92.98 |
97.14 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.88 |
112.84 |
101.41 |
|
| R3 |
110.10 |
107.06 |
99.82 |
|
| R2 |
104.32 |
104.32 |
99.29 |
|
| R1 |
101.28 |
101.28 |
98.76 |
99.91 |
| PP |
98.54 |
98.54 |
98.54 |
97.86 |
| S1 |
95.50 |
95.50 |
97.70 |
94.13 |
| S2 |
92.76 |
92.76 |
97.17 |
|
| S3 |
86.98 |
89.72 |
96.64 |
|
| S4 |
81.20 |
83.94 |
95.05 |
|
|
| 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 |
5.9% |
2.36 |
2.4% |
42% |
False |
False |
72,518 |
| 10 |
101.70 |
95.81 |
5.89 |
6.0% |
2.28 |
2.3% |
41% |
False |
False |
68,826 |
| 20 |
103.80 |
95.81 |
7.99 |
8.1% |
2.34 |
2.4% |
30% |
False |
False |
59,765 |
| 40 |
104.10 |
93.27 |
10.83 |
11.0% |
2.37 |
2.4% |
46% |
False |
False |
42,871 |
| 60 |
104.10 |
93.27 |
10.83 |
11.0% |
2.35 |
2.4% |
46% |
False |
False |
34,508 |
| 80 |
104.10 |
84.22 |
19.88 |
20.2% |
2.38 |
2.4% |
70% |
False |
False |
29,505 |
| 100 |
104.10 |
76.15 |
27.95 |
28.5% |
2.48 |
2.5% |
79% |
False |
False |
25,154 |
| 120 |
104.10 |
76.15 |
27.95 |
28.5% |
2.48 |
2.5% |
79% |
False |
False |
22,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.86 |
|
2.618 |
103.61 |
|
1.618 |
101.62 |
|
1.000 |
100.39 |
|
0.618 |
99.63 |
|
HIGH |
98.40 |
|
0.618 |
97.64 |
|
0.500 |
97.41 |
|
0.382 |
97.17 |
|
LOW |
96.41 |
|
0.618 |
95.18 |
|
1.000 |
94.42 |
|
1.618 |
93.19 |
|
2.618 |
91.20 |
|
4.250 |
87.95 |
|
|
| Fisher Pivots for day following 03-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.96 |
98.10 |
| PP |
97.68 |
97.96 |
| S1 |
97.41 |
97.83 |
|