NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 02-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
99.58 |
98.50 |
-1.08 |
-1.1% |
98.95 |
| High |
100.61 |
99.14 |
-1.47 |
-1.5% |
102.28 |
| Low |
98.40 |
96.67 |
-1.73 |
-1.8% |
98.56 |
| Close |
98.79 |
97.57 |
-1.22 |
-1.2% |
100.60 |
| Range |
2.21 |
2.47 |
0.26 |
11.8% |
3.72 |
| ATR |
2.23 |
2.25 |
0.02 |
0.8% |
0.00 |
| Volume |
58,384 |
52,429 |
-5,955 |
-10.2% |
239,863 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.20 |
103.86 |
98.93 |
|
| R3 |
102.73 |
101.39 |
98.25 |
|
| R2 |
100.26 |
100.26 |
98.02 |
|
| R1 |
98.92 |
98.92 |
97.80 |
98.36 |
| PP |
97.79 |
97.79 |
97.79 |
97.51 |
| S1 |
96.45 |
96.45 |
97.34 |
95.89 |
| S2 |
95.32 |
95.32 |
97.12 |
|
| S3 |
92.85 |
93.98 |
96.89 |
|
| S4 |
90.38 |
91.51 |
96.21 |
|
|
| 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 |
102.21 |
96.67 |
5.54 |
5.7% |
2.14 |
2.2% |
16% |
False |
True |
47,184 |
| 10 |
102.28 |
96.67 |
5.61 |
5.7% |
2.22 |
2.3% |
16% |
False |
True |
47,784 |
| 20 |
104.32 |
96.67 |
7.65 |
7.8% |
2.22 |
2.3% |
12% |
False |
True |
46,776 |
| 40 |
104.32 |
93.40 |
10.92 |
11.2% |
2.24 |
2.3% |
38% |
False |
False |
36,651 |
| 60 |
104.32 |
93.19 |
11.13 |
11.4% |
2.29 |
2.3% |
39% |
False |
False |
35,818 |
| 80 |
104.32 |
84.11 |
20.21 |
20.7% |
2.36 |
2.4% |
67% |
False |
False |
34,164 |
| 100 |
104.32 |
76.65 |
27.67 |
28.4% |
2.49 |
2.5% |
76% |
False |
False |
31,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.64 |
|
2.618 |
105.61 |
|
1.618 |
103.14 |
|
1.000 |
101.61 |
|
0.618 |
100.67 |
|
HIGH |
99.14 |
|
0.618 |
98.20 |
|
0.500 |
97.91 |
|
0.382 |
97.61 |
|
LOW |
96.67 |
|
0.618 |
95.14 |
|
1.000 |
94.20 |
|
1.618 |
92.67 |
|
2.618 |
90.20 |
|
4.250 |
86.17 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
97.91 |
99.44 |
| PP |
97.79 |
98.82 |
| S1 |
97.68 |
98.19 |
|