NYMEX Light Sweet Crude Oil Future June 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 |
101.09 |
100.99 |
-0.10 |
-0.1% |
99.07 |
| High |
101.30 |
102.44 |
1.14 |
1.1% |
101.75 |
| Low |
99.03 |
100.82 |
1.79 |
1.8% |
97.70 |
| Close |
100.28 |
102.42 |
2.14 |
2.1% |
100.28 |
| Range |
2.27 |
1.62 |
-0.65 |
-28.6% |
4.05 |
| ATR |
2.14 |
2.14 |
0.00 |
0.1% |
0.00 |
| Volume |
58,283 |
52,275 |
-6,008 |
-10.3% |
443,978 |
|
| Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.75 |
106.21 |
103.31 |
|
| R3 |
105.13 |
104.59 |
102.87 |
|
| R2 |
103.51 |
103.51 |
102.72 |
|
| R1 |
102.97 |
102.97 |
102.57 |
103.24 |
| PP |
101.89 |
101.89 |
101.89 |
102.03 |
| S1 |
101.35 |
101.35 |
102.27 |
101.62 |
| S2 |
100.27 |
100.27 |
102.12 |
|
| S3 |
98.65 |
99.73 |
101.97 |
|
| S4 |
97.03 |
98.11 |
101.53 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.06 |
110.22 |
102.51 |
|
| R3 |
108.01 |
106.17 |
101.39 |
|
| R2 |
103.96 |
103.96 |
101.02 |
|
| R1 |
102.12 |
102.12 |
100.65 |
103.04 |
| PP |
99.91 |
99.91 |
99.91 |
100.37 |
| S1 |
98.07 |
98.07 |
99.91 |
98.99 |
| S2 |
95.86 |
95.86 |
99.54 |
|
| S3 |
91.81 |
94.02 |
99.17 |
|
| S4 |
87.76 |
89.97 |
98.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.44 |
97.70 |
4.74 |
4.6% |
1.98 |
1.9% |
100% |
True |
False |
84,316 |
| 10 |
102.44 |
96.67 |
5.77 |
5.6% |
2.09 |
2.0% |
100% |
True |
False |
72,700 |
| 20 |
102.93 |
96.67 |
6.26 |
6.1% |
2.07 |
2.0% |
92% |
False |
False |
60,042 |
| 40 |
104.32 |
93.40 |
10.92 |
10.7% |
2.07 |
2.0% |
83% |
False |
False |
45,602 |
| 60 |
104.32 |
93.40 |
10.92 |
10.7% |
2.27 |
2.2% |
83% |
False |
False |
41,993 |
| 80 |
104.32 |
85.00 |
19.32 |
18.9% |
2.32 |
2.3% |
90% |
False |
False |
39,193 |
| 100 |
104.32 |
76.65 |
27.67 |
27.0% |
2.46 |
2.4% |
93% |
False |
False |
35,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.33 |
|
2.618 |
106.68 |
|
1.618 |
105.06 |
|
1.000 |
104.06 |
|
0.618 |
103.44 |
|
HIGH |
102.44 |
|
0.618 |
101.82 |
|
0.500 |
101.63 |
|
0.382 |
101.44 |
|
LOW |
100.82 |
|
0.618 |
99.82 |
|
1.000 |
99.20 |
|
1.618 |
98.20 |
|
2.618 |
96.58 |
|
4.250 |
93.94 |
|
|
| Fisher Pivots for day following 13-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.16 |
101.86 |
| PP |
101.89 |
101.30 |
| S1 |
101.63 |
100.74 |
|