NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 13-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
100.21 |
99.54 |
-0.67 |
-0.7% |
98.15 |
| High |
100.21 |
101.50 |
1.29 |
1.3% |
100.55 |
| Low |
97.73 |
99.46 |
1.73 |
1.8% |
96.33 |
| Close |
99.03 |
101.29 |
2.26 |
2.3% |
99.03 |
| Range |
2.48 |
2.04 |
-0.44 |
-17.7% |
4.22 |
| ATR |
2.27 |
2.29 |
0.01 |
0.6% |
0.00 |
| Volume |
103,679 |
109,189 |
5,510 |
5.3% |
663,370 |
|
| Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.87 |
106.12 |
102.41 |
|
| R3 |
104.83 |
104.08 |
101.85 |
|
| R2 |
102.79 |
102.79 |
101.66 |
|
| R1 |
102.04 |
102.04 |
101.48 |
102.42 |
| PP |
100.75 |
100.75 |
100.75 |
100.94 |
| S1 |
100.00 |
100.00 |
101.10 |
100.38 |
| S2 |
98.71 |
98.71 |
100.92 |
|
| S3 |
96.67 |
97.96 |
100.73 |
|
| S4 |
94.63 |
95.92 |
100.17 |
|
|
| 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 |
101.50 |
96.33 |
5.17 |
5.1% |
2.23 |
2.2% |
96% |
True |
False |
131,431 |
| 10 |
101.59 |
95.81 |
5.78 |
5.7% |
2.27 |
2.2% |
95% |
False |
False |
109,044 |
| 20 |
102.48 |
95.81 |
6.67 |
6.6% |
2.24 |
2.2% |
82% |
False |
False |
84,525 |
| 40 |
104.10 |
93.27 |
10.83 |
10.7% |
2.21 |
2.2% |
74% |
False |
False |
57,828 |
| 60 |
104.10 |
93.27 |
10.83 |
10.7% |
2.36 |
2.3% |
74% |
False |
False |
45,842 |
| 80 |
104.10 |
84.94 |
19.16 |
18.9% |
2.36 |
2.3% |
85% |
False |
False |
38,229 |
| 100 |
104.10 |
76.15 |
27.95 |
27.6% |
2.48 |
2.5% |
90% |
False |
False |
32,371 |
| 120 |
104.10 |
76.15 |
27.95 |
27.6% |
2.45 |
2.4% |
90% |
False |
False |
28,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.17 |
|
2.618 |
106.84 |
|
1.618 |
104.80 |
|
1.000 |
103.54 |
|
0.618 |
102.76 |
|
HIGH |
101.50 |
|
0.618 |
100.72 |
|
0.500 |
100.48 |
|
0.382 |
100.24 |
|
LOW |
99.46 |
|
0.618 |
98.20 |
|
1.000 |
97.42 |
|
1.618 |
96.16 |
|
2.618 |
94.12 |
|
4.250 |
90.79 |
|
|
| Fisher Pivots for day following 13-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
101.02 |
100.73 |
| PP |
100.75 |
100.17 |
| S1 |
100.48 |
99.62 |
|