NYMEX Light Sweet Crude Oil Future May 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 |
100.68 |
100.30 |
-0.38 |
-0.4% |
98.56 |
| High |
100.69 |
102.00 |
1.31 |
1.3% |
101.13 |
| Low |
98.38 |
100.20 |
1.82 |
1.8% |
97.00 |
| Close |
99.63 |
101.84 |
2.21 |
2.2% |
99.63 |
| Range |
2.31 |
1.80 |
-0.51 |
-22.1% |
4.13 |
| ATR |
2.19 |
2.20 |
0.01 |
0.6% |
0.00 |
| Volume |
68,221 |
58,794 |
-9,427 |
-13.8% |
462,171 |
|
| Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.75 |
106.09 |
102.83 |
|
| R3 |
104.95 |
104.29 |
102.34 |
|
| R2 |
103.15 |
103.15 |
102.17 |
|
| R1 |
102.49 |
102.49 |
102.01 |
102.82 |
| PP |
101.35 |
101.35 |
101.35 |
101.51 |
| S1 |
100.69 |
100.69 |
101.68 |
101.02 |
| S2 |
99.55 |
99.55 |
101.51 |
|
| S3 |
97.75 |
98.89 |
101.35 |
|
| S4 |
95.95 |
97.09 |
100.85 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.64 |
109.77 |
101.90 |
|
| R3 |
107.51 |
105.64 |
100.77 |
|
| R2 |
103.38 |
103.38 |
100.39 |
|
| R1 |
101.51 |
101.51 |
100.01 |
102.45 |
| PP |
99.25 |
99.25 |
99.25 |
99.72 |
| S1 |
97.38 |
97.38 |
99.25 |
98.32 |
| S2 |
95.12 |
95.12 |
98.87 |
|
| S3 |
90.99 |
93.25 |
98.49 |
|
| S4 |
86.86 |
89.12 |
97.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.00 |
97.00 |
5.00 |
4.9% |
2.08 |
2.0% |
97% |
True |
False |
89,878 |
| 10 |
102.00 |
96.26 |
5.74 |
5.6% |
2.17 |
2.1% |
97% |
True |
False |
70,099 |
| 20 |
102.69 |
96.26 |
6.43 |
6.3% |
2.16 |
2.1% |
87% |
False |
False |
55,198 |
| 40 |
104.18 |
93.52 |
10.66 |
10.5% |
2.08 |
2.0% |
78% |
False |
False |
37,807 |
| 60 |
104.18 |
93.52 |
10.66 |
10.5% |
2.23 |
2.2% |
78% |
False |
False |
30,614 |
| 80 |
104.18 |
84.95 |
19.23 |
18.9% |
2.21 |
2.2% |
88% |
False |
False |
26,154 |
| 100 |
104.18 |
76.44 |
27.74 |
27.2% |
2.34 |
2.3% |
92% |
False |
False |
22,494 |
| 120 |
104.18 |
76.44 |
27.74 |
27.2% |
2.25 |
2.2% |
92% |
False |
False |
19,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.65 |
|
2.618 |
106.71 |
|
1.618 |
104.91 |
|
1.000 |
103.80 |
|
0.618 |
103.11 |
|
HIGH |
102.00 |
|
0.618 |
101.31 |
|
0.500 |
101.10 |
|
0.382 |
100.89 |
|
LOW |
100.20 |
|
0.618 |
99.09 |
|
1.000 |
98.40 |
|
1.618 |
97.29 |
|
2.618 |
95.49 |
|
4.250 |
92.55 |
|
|
| Fisher Pivots for day following 13-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
101.59 |
101.29 |
| PP |
101.35 |
100.74 |
| S1 |
101.10 |
100.19 |
|