NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 15-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
101.03 |
101.24 |
0.21 |
0.2% |
98.15 |
| High |
102.19 |
102.90 |
0.71 |
0.7% |
100.55 |
| Low |
100.63 |
100.96 |
0.33 |
0.3% |
96.33 |
| Close |
101.08 |
102.14 |
1.06 |
1.0% |
99.03 |
| Range |
1.56 |
1.94 |
0.38 |
24.4% |
4.22 |
| ATR |
2.24 |
2.21 |
-0.02 |
-0.9% |
0.00 |
| Volume |
112,799 |
174,492 |
61,693 |
54.7% |
663,370 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.82 |
106.92 |
103.21 |
|
| R3 |
105.88 |
104.98 |
102.67 |
|
| R2 |
103.94 |
103.94 |
102.50 |
|
| R1 |
103.04 |
103.04 |
102.32 |
103.49 |
| PP |
102.00 |
102.00 |
102.00 |
102.23 |
| S1 |
101.10 |
101.10 |
101.96 |
101.55 |
| S2 |
100.06 |
100.06 |
101.78 |
|
| S3 |
98.12 |
99.16 |
101.61 |
|
| S4 |
96.18 |
97.22 |
101.07 |
|
|
| 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 |
102.90 |
97.73 |
5.17 |
5.1% |
1.90 |
1.9% |
85% |
True |
False |
127,935 |
| 10 |
102.90 |
95.81 |
7.09 |
6.9% |
2.05 |
2.0% |
89% |
True |
False |
122,544 |
| 20 |
102.90 |
95.81 |
7.09 |
6.9% |
2.19 |
2.1% |
89% |
True |
False |
92,310 |
| 40 |
104.10 |
93.29 |
10.81 |
10.6% |
2.19 |
2.1% |
82% |
False |
False |
63,657 |
| 60 |
104.10 |
93.27 |
10.83 |
10.6% |
2.28 |
2.2% |
82% |
False |
False |
49,922 |
| 80 |
104.10 |
86.65 |
17.45 |
17.1% |
2.33 |
2.3% |
89% |
False |
False |
41,620 |
| 100 |
104.10 |
76.15 |
27.95 |
27.4% |
2.45 |
2.4% |
93% |
False |
False |
35,088 |
| 120 |
104.10 |
76.15 |
27.95 |
27.4% |
2.45 |
2.4% |
93% |
False |
False |
30,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.15 |
|
2.618 |
107.98 |
|
1.618 |
106.04 |
|
1.000 |
104.84 |
|
0.618 |
104.10 |
|
HIGH |
102.90 |
|
0.618 |
102.16 |
|
0.500 |
101.93 |
|
0.382 |
101.70 |
|
LOW |
100.96 |
|
0.618 |
99.76 |
|
1.000 |
99.02 |
|
1.618 |
97.82 |
|
2.618 |
95.88 |
|
4.250 |
92.72 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.07 |
101.82 |
| PP |
102.00 |
101.50 |
| S1 |
101.93 |
101.18 |
|