NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 01-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
100.13 |
99.58 |
-0.55 |
-0.5% |
98.95 |
| High |
102.21 |
100.61 |
-1.60 |
-1.6% |
102.28 |
| Low |
99.05 |
98.40 |
-0.65 |
-0.7% |
98.56 |
| Close |
99.64 |
98.79 |
-0.85 |
-0.9% |
100.60 |
| Range |
3.16 |
2.21 |
-0.95 |
-30.1% |
3.72 |
| ATR |
2.23 |
2.23 |
0.00 |
-0.1% |
0.00 |
| Volume |
45,840 |
58,384 |
12,544 |
27.4% |
239,863 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.90 |
104.55 |
100.01 |
|
| R3 |
103.69 |
102.34 |
99.40 |
|
| R2 |
101.48 |
101.48 |
99.20 |
|
| R1 |
100.13 |
100.13 |
98.99 |
99.70 |
| PP |
99.27 |
99.27 |
99.27 |
99.05 |
| S1 |
97.92 |
97.92 |
98.59 |
97.49 |
| S2 |
97.06 |
97.06 |
98.38 |
|
| S3 |
94.85 |
95.71 |
98.18 |
|
| S4 |
92.64 |
93.50 |
97.57 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.64 |
109.84 |
102.65 |
|
| R3 |
107.92 |
106.12 |
101.62 |
|
| R2 |
104.20 |
104.20 |
101.28 |
|
| R1 |
102.40 |
102.40 |
100.94 |
103.30 |
| PP |
100.48 |
100.48 |
100.48 |
100.93 |
| S1 |
98.68 |
98.68 |
100.26 |
99.58 |
| S2 |
96.76 |
96.76 |
99.92 |
|
| S3 |
93.04 |
94.96 |
99.58 |
|
| S4 |
89.32 |
91.24 |
98.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.28 |
98.40 |
3.88 |
3.9% |
2.05 |
2.1% |
10% |
False |
True |
47,383 |
| 10 |
102.93 |
98.40 |
4.53 |
4.6% |
2.15 |
2.2% |
9% |
False |
True |
47,123 |
| 20 |
104.32 |
98.40 |
5.92 |
6.0% |
2.19 |
2.2% |
7% |
False |
True |
47,404 |
| 40 |
104.32 |
93.40 |
10.92 |
11.1% |
2.22 |
2.3% |
49% |
False |
False |
36,136 |
| 60 |
104.32 |
92.49 |
11.83 |
12.0% |
2.28 |
2.3% |
53% |
False |
False |
35,358 |
| 80 |
104.32 |
82.26 |
22.06 |
22.3% |
2.37 |
2.4% |
75% |
False |
False |
33,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.00 |
|
2.618 |
106.40 |
|
1.618 |
104.19 |
|
1.000 |
102.82 |
|
0.618 |
101.98 |
|
HIGH |
100.61 |
|
0.618 |
99.77 |
|
0.500 |
99.51 |
|
0.382 |
99.24 |
|
LOW |
98.40 |
|
0.618 |
97.03 |
|
1.000 |
96.19 |
|
1.618 |
94.82 |
|
2.618 |
92.61 |
|
4.250 |
89.01 |
|
|
| Fisher Pivots for day following 01-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
99.51 |
100.31 |
| PP |
99.27 |
99.80 |
| S1 |
99.03 |
99.30 |
|