NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 06-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
97.85 |
99.07 |
1.22 |
1.2% |
100.90 |
| High |
99.30 |
99.18 |
-0.12 |
-0.1% |
102.21 |
| Low |
97.45 |
97.93 |
0.48 |
0.5% |
96.67 |
| Close |
99.17 |
98.68 |
-0.49 |
-0.5% |
99.17 |
| Range |
1.85 |
1.25 |
-0.60 |
-32.4% |
5.54 |
| ATR |
2.22 |
2.15 |
-0.07 |
-3.1% |
0.00 |
| Volume |
74,101 |
74,669 |
568 |
0.8% |
262,753 |
|
| Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.35 |
101.76 |
99.37 |
|
| R3 |
101.10 |
100.51 |
99.02 |
|
| R2 |
99.85 |
99.85 |
98.91 |
|
| R1 |
99.26 |
99.26 |
98.79 |
98.93 |
| PP |
98.60 |
98.60 |
98.60 |
98.43 |
| S1 |
98.01 |
98.01 |
98.57 |
97.68 |
| S2 |
97.35 |
97.35 |
98.45 |
|
| S3 |
96.10 |
96.76 |
98.34 |
|
| S4 |
94.85 |
95.51 |
97.99 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.97 |
113.11 |
102.22 |
|
| R3 |
110.43 |
107.57 |
100.69 |
|
| R2 |
104.89 |
104.89 |
100.19 |
|
| R1 |
102.03 |
102.03 |
99.68 |
100.69 |
| PP |
99.35 |
99.35 |
99.35 |
98.68 |
| S1 |
96.49 |
96.49 |
98.66 |
95.15 |
| S2 |
93.81 |
93.81 |
98.15 |
|
| S3 |
88.27 |
90.95 |
97.65 |
|
| S4 |
82.73 |
85.41 |
96.12 |
|
|
| 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 |
5.6% |
2.19 |
2.2% |
36% |
False |
False |
61,084 |
| 10 |
102.28 |
96.67 |
5.61 |
5.7% |
2.00 |
2.0% |
36% |
False |
False |
51,644 |
| 20 |
104.10 |
96.67 |
7.43 |
7.5% |
2.18 |
2.2% |
27% |
False |
False |
49,897 |
| 40 |
104.32 |
93.40 |
10.92 |
11.1% |
2.23 |
2.3% |
48% |
False |
False |
39,144 |
| 60 |
104.32 |
93.40 |
10.92 |
11.1% |
2.28 |
2.3% |
48% |
False |
False |
37,562 |
| 80 |
104.32 |
84.37 |
19.95 |
20.2% |
2.34 |
2.4% |
72% |
False |
False |
35,540 |
| 100 |
104.32 |
76.65 |
27.67 |
28.0% |
2.46 |
2.5% |
80% |
False |
False |
32,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.49 |
|
2.618 |
102.45 |
|
1.618 |
101.20 |
|
1.000 |
100.43 |
|
0.618 |
99.95 |
|
HIGH |
99.18 |
|
0.618 |
98.70 |
|
0.500 |
98.56 |
|
0.382 |
98.41 |
|
LOW |
97.93 |
|
0.618 |
97.16 |
|
1.000 |
96.68 |
|
1.618 |
95.91 |
|
2.618 |
94.66 |
|
4.250 |
92.62 |
|
|
| Fisher Pivots for day following 06-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
98.64 |
98.45 |
| PP |
98.60 |
98.22 |
| S1 |
98.56 |
97.99 |
|