NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 16-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
102.31 |
103.22 |
0.91 |
0.9% |
99.07 |
| High |
103.82 |
104.03 |
0.21 |
0.2% |
101.75 |
| Low |
102.05 |
102.29 |
0.24 |
0.2% |
97.70 |
| Close |
103.14 |
103.74 |
0.60 |
0.6% |
100.28 |
| Range |
1.77 |
1.74 |
-0.03 |
-1.7% |
4.05 |
| ATR |
2.07 |
2.04 |
-0.02 |
-1.1% |
0.00 |
| Volume |
102,020 |
87,259 |
-14,761 |
-14.5% |
443,978 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.57 |
107.90 |
104.70 |
|
| R3 |
106.83 |
106.16 |
104.22 |
|
| R2 |
105.09 |
105.09 |
104.06 |
|
| R1 |
104.42 |
104.42 |
103.90 |
104.76 |
| PP |
103.35 |
103.35 |
103.35 |
103.52 |
| S1 |
102.68 |
102.68 |
103.58 |
103.02 |
| S2 |
101.61 |
101.61 |
103.42 |
|
| S3 |
99.87 |
100.94 |
103.26 |
|
| S4 |
98.13 |
99.20 |
102.78 |
|
|
| 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 |
104.03 |
99.03 |
5.00 |
4.8% |
1.75 |
1.7% |
94% |
True |
False |
68,981 |
| 10 |
104.03 |
97.45 |
6.58 |
6.3% |
1.79 |
1.7% |
96% |
True |
False |
80,470 |
| 20 |
104.03 |
96.67 |
7.36 |
7.1% |
2.00 |
1.9% |
96% |
True |
False |
64,127 |
| 40 |
104.32 |
94.81 |
9.51 |
9.2% |
2.04 |
2.0% |
94% |
False |
False |
49,240 |
| 60 |
104.32 |
93.40 |
10.92 |
10.5% |
2.15 |
2.1% |
95% |
False |
False |
43,465 |
| 80 |
104.32 |
87.62 |
16.70 |
16.1% |
2.27 |
2.2% |
97% |
False |
False |
41,276 |
| 100 |
104.32 |
76.65 |
27.67 |
26.7% |
2.39 |
2.3% |
98% |
False |
False |
37,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.43 |
|
2.618 |
108.59 |
|
1.618 |
106.85 |
|
1.000 |
105.77 |
|
0.618 |
105.11 |
|
HIGH |
104.03 |
|
0.618 |
103.37 |
|
0.500 |
103.16 |
|
0.382 |
102.95 |
|
LOW |
102.29 |
|
0.618 |
101.21 |
|
1.000 |
100.55 |
|
1.618 |
99.47 |
|
2.618 |
97.73 |
|
4.250 |
94.90 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.55 |
103.46 |
| PP |
103.35 |
103.18 |
| S1 |
103.16 |
102.90 |
|