NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 10-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
99.50 |
100.21 |
0.71 |
0.7% |
98.15 |
| High |
100.55 |
100.21 |
-0.34 |
-0.3% |
100.55 |
| Low |
99.08 |
97.73 |
-1.35 |
-1.4% |
96.33 |
| Close |
100.24 |
99.03 |
-1.21 |
-1.2% |
99.03 |
| Range |
1.47 |
2.48 |
1.01 |
68.7% |
4.22 |
| ATR |
2.25 |
2.27 |
0.02 |
0.8% |
0.00 |
| Volume |
139,518 |
103,679 |
-35,839 |
-25.7% |
663,370 |
|
| Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.43 |
105.21 |
100.39 |
|
| R3 |
103.95 |
102.73 |
99.71 |
|
| R2 |
101.47 |
101.47 |
99.48 |
|
| R1 |
100.25 |
100.25 |
99.26 |
99.62 |
| PP |
98.99 |
98.99 |
98.99 |
98.68 |
| S1 |
97.77 |
97.77 |
98.80 |
97.14 |
| S2 |
96.51 |
96.51 |
98.58 |
|
| S3 |
94.03 |
95.29 |
98.35 |
|
| S4 |
91.55 |
92.81 |
97.67 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.30 |
109.38 |
101.35 |
|
| R3 |
107.08 |
105.16 |
100.19 |
|
| R2 |
102.86 |
102.86 |
99.80 |
|
| R1 |
100.94 |
100.94 |
99.42 |
101.90 |
| PP |
98.64 |
98.64 |
98.64 |
99.12 |
| S1 |
96.72 |
96.72 |
98.64 |
97.68 |
| S2 |
94.42 |
94.42 |
98.26 |
|
| S3 |
90.20 |
92.50 |
97.87 |
|
| S4 |
85.98 |
88.28 |
96.71 |
|
|
| 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 |
4.3% |
2.09 |
2.1% |
64% |
False |
False |
132,674 |
| 10 |
101.59 |
95.81 |
5.78 |
5.8% |
2.23 |
2.2% |
56% |
False |
False |
102,596 |
| 20 |
102.48 |
95.81 |
6.67 |
6.7% |
2.26 |
2.3% |
48% |
False |
False |
81,271 |
| 40 |
104.10 |
93.27 |
10.83 |
10.9% |
2.30 |
2.3% |
53% |
False |
False |
56,011 |
| 60 |
104.10 |
93.27 |
10.83 |
10.9% |
2.36 |
2.4% |
53% |
False |
False |
44,220 |
| 80 |
104.10 |
84.94 |
19.16 |
19.3% |
2.37 |
2.4% |
74% |
False |
False |
36,984 |
| 100 |
104.10 |
76.15 |
27.95 |
28.2% |
2.48 |
2.5% |
82% |
False |
False |
31,335 |
| 120 |
104.10 |
76.15 |
27.95 |
28.2% |
2.46 |
2.5% |
82% |
False |
False |
27,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.75 |
|
2.618 |
106.70 |
|
1.618 |
104.22 |
|
1.000 |
102.69 |
|
0.618 |
101.74 |
|
HIGH |
100.21 |
|
0.618 |
99.26 |
|
0.500 |
98.97 |
|
0.382 |
98.68 |
|
LOW |
97.73 |
|
0.618 |
96.20 |
|
1.000 |
95.25 |
|
1.618 |
93.72 |
|
2.618 |
91.24 |
|
4.250 |
87.19 |
|
|
| Fisher Pivots for day following 10-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
99.01 |
99.14 |
| PP |
98.99 |
99.10 |
| S1 |
98.97 |
99.07 |
|