NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 24-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
106.43 |
109.03 |
2.60 |
2.4% |
105.19 |
| High |
109.15 |
110.34 |
1.19 |
1.1% |
110.34 |
| Low |
105.96 |
108.36 |
2.40 |
2.3% |
105.12 |
| Close |
108.25 |
110.18 |
1.93 |
1.8% |
110.18 |
| Range |
3.19 |
1.98 |
-1.21 |
-37.9% |
5.22 |
| ATR |
2.14 |
2.14 |
0.00 |
-0.2% |
0.00 |
| Volume |
70,045 |
98,771 |
28,726 |
41.0% |
331,372 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.57 |
114.85 |
111.27 |
|
| R3 |
113.59 |
112.87 |
110.72 |
|
| R2 |
111.61 |
111.61 |
110.54 |
|
| R1 |
110.89 |
110.89 |
110.36 |
111.25 |
| PP |
109.63 |
109.63 |
109.63 |
109.81 |
| S1 |
108.91 |
108.91 |
110.00 |
109.27 |
| S2 |
107.65 |
107.65 |
109.82 |
|
| S3 |
105.67 |
106.93 |
109.64 |
|
| S4 |
103.69 |
104.95 |
109.09 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.21 |
122.41 |
113.05 |
|
| R3 |
118.99 |
117.19 |
111.62 |
|
| R2 |
113.77 |
113.77 |
111.14 |
|
| R1 |
111.97 |
111.97 |
110.66 |
112.87 |
| PP |
108.55 |
108.55 |
108.55 |
109.00 |
| S1 |
106.75 |
106.75 |
109.70 |
107.65 |
| S2 |
103.33 |
103.33 |
109.22 |
|
| S3 |
98.11 |
101.53 |
108.74 |
|
| S4 |
92.89 |
96.31 |
107.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.34 |
103.07 |
7.27 |
6.6% |
1.99 |
1.8% |
98% |
True |
False |
78,630 |
| 10 |
110.34 |
98.38 |
11.96 |
10.9% |
1.91 |
1.7% |
99% |
True |
False |
74,697 |
| 20 |
110.34 |
96.26 |
14.08 |
12.8% |
1.99 |
1.8% |
99% |
True |
False |
69,353 |
| 40 |
110.34 |
96.26 |
14.08 |
12.8% |
2.09 |
1.9% |
99% |
True |
False |
50,249 |
| 60 |
110.34 |
93.52 |
16.82 |
15.3% |
2.12 |
1.9% |
99% |
True |
False |
39,037 |
| 80 |
110.34 |
88.58 |
21.76 |
19.7% |
2.14 |
1.9% |
99% |
True |
False |
32,525 |
| 100 |
110.34 |
76.44 |
33.90 |
30.8% |
2.21 |
2.0% |
100% |
True |
False |
28,207 |
| 120 |
110.34 |
76.44 |
33.90 |
30.8% |
2.27 |
2.1% |
100% |
True |
False |
24,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.76 |
|
2.618 |
115.52 |
|
1.618 |
113.54 |
|
1.000 |
112.32 |
|
0.618 |
111.56 |
|
HIGH |
110.34 |
|
0.618 |
109.58 |
|
0.500 |
109.35 |
|
0.382 |
109.12 |
|
LOW |
108.36 |
|
0.618 |
107.14 |
|
1.000 |
106.38 |
|
1.618 |
105.16 |
|
2.618 |
103.18 |
|
4.250 |
99.95 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
109.90 |
109.50 |
| PP |
109.63 |
108.83 |
| S1 |
109.35 |
108.15 |
|