NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 09-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
99.18 |
99.50 |
0.32 |
0.3% |
100.30 |
| High |
100.46 |
100.55 |
0.09 |
0.1% |
101.59 |
| Low |
98.52 |
99.08 |
0.56 |
0.6% |
95.81 |
| Close |
99.10 |
100.24 |
1.14 |
1.2% |
98.23 |
| Range |
1.94 |
1.47 |
-0.47 |
-24.2% |
5.78 |
| ATR |
2.32 |
2.25 |
-0.06 |
-2.6% |
0.00 |
| Volume |
189,068 |
139,518 |
-49,550 |
-26.2% |
362,590 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.37 |
103.77 |
101.05 |
|
| R3 |
102.90 |
102.30 |
100.64 |
|
| R2 |
101.43 |
101.43 |
100.51 |
|
| R1 |
100.83 |
100.83 |
100.37 |
101.13 |
| PP |
99.96 |
99.96 |
99.96 |
100.11 |
| S1 |
99.36 |
99.36 |
100.11 |
99.66 |
| S2 |
98.49 |
98.49 |
99.97 |
|
| S3 |
97.02 |
97.89 |
99.84 |
|
| S4 |
95.55 |
96.42 |
99.43 |
|
|
| 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 |
100.55 |
96.33 |
4.22 |
4.2% |
1.99 |
2.0% |
93% |
True |
False |
129,308 |
| 10 |
101.59 |
95.81 |
5.78 |
5.8% |
2.12 |
2.1% |
77% |
False |
False |
97,989 |
| 20 |
103.40 |
95.81 |
7.59 |
7.6% |
2.35 |
2.3% |
58% |
False |
False |
78,176 |
| 40 |
104.10 |
93.27 |
10.83 |
10.8% |
2.32 |
2.3% |
64% |
False |
False |
53,889 |
| 60 |
104.10 |
93.27 |
10.83 |
10.8% |
2.34 |
2.3% |
64% |
False |
False |
42,738 |
| 80 |
104.10 |
84.94 |
19.16 |
19.1% |
2.36 |
2.4% |
80% |
False |
False |
35,834 |
| 100 |
104.10 |
76.15 |
27.95 |
27.9% |
2.48 |
2.5% |
86% |
False |
False |
30,366 |
| 120 |
104.10 |
76.15 |
27.95 |
27.9% |
2.46 |
2.5% |
86% |
False |
False |
26,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.80 |
|
2.618 |
104.40 |
|
1.618 |
102.93 |
|
1.000 |
102.02 |
|
0.618 |
101.46 |
|
HIGH |
100.55 |
|
0.618 |
99.99 |
|
0.500 |
99.82 |
|
0.382 |
99.64 |
|
LOW |
99.08 |
|
0.618 |
98.17 |
|
1.000 |
97.61 |
|
1.618 |
96.70 |
|
2.618 |
95.23 |
|
4.250 |
92.83 |
|
|
| Fisher Pivots for day following 09-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
100.10 |
99.64 |
| PP |
99.96 |
99.04 |
| S1 |
99.82 |
98.44 |
|