NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 14-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
100.99 |
102.05 |
1.06 |
1.0% |
99.07 |
| High |
102.44 |
103.12 |
0.68 |
0.7% |
101.75 |
| Low |
100.82 |
101.76 |
0.94 |
0.9% |
97.70 |
| Close |
102.42 |
102.16 |
-0.26 |
-0.3% |
100.28 |
| Range |
1.62 |
1.36 |
-0.26 |
-16.0% |
4.05 |
| ATR |
2.14 |
2.09 |
-0.06 |
-2.6% |
0.00 |
| Volume |
52,275 |
45,070 |
-7,205 |
-13.8% |
443,978 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.43 |
105.65 |
102.91 |
|
| R3 |
105.07 |
104.29 |
102.53 |
|
| R2 |
103.71 |
103.71 |
102.41 |
|
| R1 |
102.93 |
102.93 |
102.28 |
103.32 |
| PP |
102.35 |
102.35 |
102.35 |
102.54 |
| S1 |
101.57 |
101.57 |
102.04 |
101.96 |
| S2 |
100.99 |
100.99 |
101.91 |
|
| S3 |
99.63 |
100.21 |
101.79 |
|
| S4 |
98.27 |
98.85 |
101.41 |
|
|
| 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 |
103.12 |
99.03 |
4.09 |
4.0% |
1.67 |
1.6% |
77% |
True |
False |
78,389 |
| 10 |
103.12 |
96.67 |
6.45 |
6.3% |
1.91 |
1.9% |
85% |
True |
False |
72,623 |
| 20 |
103.12 |
96.67 |
6.45 |
6.3% |
2.02 |
2.0% |
85% |
True |
False |
59,548 |
| 40 |
104.32 |
93.40 |
10.92 |
10.7% |
2.04 |
2.0% |
80% |
False |
False |
45,895 |
| 60 |
104.32 |
93.40 |
10.92 |
10.7% |
2.22 |
2.2% |
80% |
False |
False |
42,263 |
| 80 |
104.32 |
85.00 |
19.32 |
18.9% |
2.29 |
2.2% |
89% |
False |
False |
39,411 |
| 100 |
104.32 |
76.65 |
27.67 |
27.1% |
2.45 |
2.4% |
92% |
False |
False |
36,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.90 |
|
2.618 |
106.68 |
|
1.618 |
105.32 |
|
1.000 |
104.48 |
|
0.618 |
103.96 |
|
HIGH |
103.12 |
|
0.618 |
102.60 |
|
0.500 |
102.44 |
|
0.382 |
102.28 |
|
LOW |
101.76 |
|
0.618 |
100.92 |
|
1.000 |
100.40 |
|
1.618 |
99.56 |
|
2.618 |
98.20 |
|
4.250 |
95.98 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.44 |
101.80 |
| PP |
102.35 |
101.44 |
| S1 |
102.25 |
101.08 |
|