NYMEX Light Sweet Crude Oil Future April 2012
| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
106.01 |
105.95 |
-0.06 |
-0.1% |
99.54 |
| High |
106.72 |
108.74 |
2.02 |
1.9% |
104.50 |
| Low |
105.61 |
105.45 |
-0.16 |
-0.2% |
99.46 |
| Close |
106.28 |
107.83 |
1.55 |
1.5% |
103.60 |
| Range |
1.11 |
3.29 |
2.18 |
196.4% |
5.04 |
| ATR |
2.14 |
2.22 |
0.08 |
3.8% |
0.00 |
| Volume |
229,406 |
310,683 |
81,277 |
35.4% |
773,890 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.21 |
115.81 |
109.64 |
|
| R3 |
113.92 |
112.52 |
108.73 |
|
| R2 |
110.63 |
110.63 |
108.43 |
|
| R1 |
109.23 |
109.23 |
108.13 |
109.93 |
| PP |
107.34 |
107.34 |
107.34 |
107.69 |
| S1 |
105.94 |
105.94 |
107.53 |
106.64 |
| S2 |
104.05 |
104.05 |
107.23 |
|
| S3 |
100.76 |
102.65 |
106.93 |
|
| S4 |
97.47 |
99.36 |
106.02 |
|
|
| 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 |
108.74 |
101.18 |
7.56 |
7.0% |
2.01 |
1.9% |
88% |
True |
False |
244,367 |
| 10 |
108.74 |
97.73 |
11.01 |
10.2% |
1.95 |
1.8% |
92% |
True |
False |
186,151 |
| 20 |
108.74 |
95.81 |
12.93 |
12.0% |
2.07 |
1.9% |
93% |
True |
False |
138,367 |
| 40 |
108.74 |
95.81 |
12.93 |
12.0% |
2.20 |
2.0% |
93% |
True |
False |
91,411 |
| 60 |
108.74 |
93.27 |
15.47 |
14.3% |
2.26 |
2.1% |
94% |
True |
False |
68,724 |
| 80 |
108.74 |
89.34 |
19.40 |
18.0% |
2.28 |
2.1% |
95% |
True |
False |
55,553 |
| 100 |
108.74 |
76.15 |
32.59 |
30.2% |
2.37 |
2.2% |
97% |
True |
False |
46,945 |
| 120 |
108.74 |
76.15 |
32.59 |
30.2% |
2.44 |
2.3% |
97% |
True |
False |
40,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.72 |
|
2.618 |
117.35 |
|
1.618 |
114.06 |
|
1.000 |
112.03 |
|
0.618 |
110.77 |
|
HIGH |
108.74 |
|
0.618 |
107.48 |
|
0.500 |
107.10 |
|
0.382 |
106.71 |
|
LOW |
105.45 |
|
0.618 |
103.42 |
|
1.000 |
102.16 |
|
1.618 |
100.13 |
|
2.618 |
96.84 |
|
4.250 |
91.47 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.59 |
107.45 |
| PP |
107.34 |
107.06 |
| S1 |
107.10 |
106.68 |
|