NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
102.64 |
104.75 |
2.11 |
2.1% |
99.54 |
| High |
104.50 |
106.48 |
1.98 |
1.9% |
104.50 |
| Low |
102.55 |
104.61 |
2.06 |
2.0% |
99.46 |
| Close |
103.60 |
106.25 |
2.65 |
2.6% |
103.60 |
| Range |
1.95 |
1.87 |
-0.08 |
-4.1% |
5.04 |
| ATR |
2.17 |
2.22 |
0.05 |
2.3% |
0.00 |
| Volume |
229,149 |
304,338 |
75,189 |
32.8% |
773,890 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.39 |
110.69 |
107.28 |
|
| R3 |
109.52 |
108.82 |
106.76 |
|
| R2 |
107.65 |
107.65 |
106.59 |
|
| R1 |
106.95 |
106.95 |
106.42 |
107.30 |
| PP |
105.78 |
105.78 |
105.78 |
105.96 |
| S1 |
105.08 |
105.08 |
106.08 |
105.43 |
| S2 |
103.91 |
103.91 |
105.91 |
|
| S3 |
102.04 |
103.21 |
105.74 |
|
| S4 |
100.17 |
101.34 |
105.22 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.64 |
115.66 |
106.37 |
|
| R3 |
112.60 |
110.62 |
104.99 |
|
| R2 |
107.56 |
107.56 |
104.52 |
|
| R1 |
105.58 |
105.58 |
104.06 |
106.57 |
| PP |
102.52 |
102.52 |
102.52 |
103.02 |
| S1 |
100.54 |
100.54 |
103.14 |
101.53 |
| S2 |
97.48 |
97.48 |
102.68 |
|
| S3 |
92.44 |
95.50 |
102.21 |
|
| S4 |
87.40 |
90.46 |
100.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.48 |
100.63 |
5.85 |
5.5% |
1.83 |
1.7% |
96% |
True |
False |
193,807 |
| 10 |
106.48 |
96.33 |
10.15 |
9.6% |
2.03 |
1.9% |
98% |
True |
False |
162,619 |
| 20 |
106.48 |
95.81 |
10.67 |
10.0% |
2.08 |
2.0% |
98% |
True |
False |
117,299 |
| 40 |
106.48 |
95.81 |
10.67 |
10.0% |
2.15 |
2.0% |
98% |
True |
False |
79,179 |
| 60 |
106.48 |
93.27 |
13.21 |
12.4% |
2.25 |
2.1% |
98% |
True |
False |
60,299 |
| 80 |
106.48 |
89.34 |
17.14 |
16.1% |
2.29 |
2.2% |
99% |
True |
False |
49,503 |
| 100 |
106.48 |
76.15 |
30.33 |
28.5% |
2.39 |
2.3% |
99% |
True |
False |
41,667 |
| 120 |
106.48 |
76.15 |
30.33 |
28.5% |
2.44 |
2.3% |
99% |
True |
False |
36,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.43 |
|
2.618 |
111.38 |
|
1.618 |
109.51 |
|
1.000 |
108.35 |
|
0.618 |
107.64 |
|
HIGH |
106.48 |
|
0.618 |
105.77 |
|
0.500 |
105.55 |
|
0.382 |
105.32 |
|
LOW |
104.61 |
|
0.618 |
103.45 |
|
1.000 |
102.74 |
|
1.618 |
101.58 |
|
2.618 |
99.71 |
|
4.250 |
96.66 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
106.02 |
105.44 |
| PP |
105.78 |
104.64 |
| S1 |
105.55 |
103.83 |
|