NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 17-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
103.22 |
103.73 |
0.51 |
0.5% |
100.99 |
| High |
104.03 |
105.39 |
1.36 |
1.3% |
105.39 |
| Low |
102.29 |
103.64 |
1.35 |
1.3% |
100.82 |
| Close |
103.74 |
104.52 |
0.78 |
0.8% |
104.52 |
| Range |
1.74 |
1.75 |
0.01 |
0.6% |
4.57 |
| ATR |
2.04 |
2.02 |
-0.02 |
-1.0% |
0.00 |
| Volume |
87,259 |
67,012 |
-20,247 |
-23.2% |
353,636 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.77 |
108.89 |
105.48 |
|
| R3 |
108.02 |
107.14 |
105.00 |
|
| R2 |
106.27 |
106.27 |
104.84 |
|
| R1 |
105.39 |
105.39 |
104.68 |
105.83 |
| PP |
104.52 |
104.52 |
104.52 |
104.74 |
| S1 |
103.64 |
103.64 |
104.36 |
104.08 |
| S2 |
102.77 |
102.77 |
104.20 |
|
| S3 |
101.02 |
101.89 |
104.04 |
|
| S4 |
99.27 |
100.14 |
103.56 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.29 |
115.47 |
107.03 |
|
| R3 |
112.72 |
110.90 |
105.78 |
|
| R2 |
108.15 |
108.15 |
105.36 |
|
| R1 |
106.33 |
106.33 |
104.94 |
107.24 |
| PP |
103.58 |
103.58 |
103.58 |
104.03 |
| S1 |
101.76 |
101.76 |
104.10 |
102.67 |
| S2 |
99.01 |
99.01 |
103.68 |
|
| S3 |
94.44 |
97.19 |
103.26 |
|
| S4 |
89.87 |
92.62 |
102.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.39 |
100.82 |
4.57 |
4.4% |
1.65 |
1.6% |
81% |
True |
False |
70,727 |
| 10 |
105.39 |
97.70 |
7.69 |
7.4% |
1.78 |
1.7% |
89% |
True |
False |
79,761 |
| 20 |
105.39 |
96.67 |
8.72 |
8.3% |
1.95 |
1.9% |
90% |
True |
False |
65,011 |
| 40 |
105.39 |
96.67 |
8.72 |
8.3% |
2.00 |
1.9% |
90% |
True |
False |
50,446 |
| 60 |
105.39 |
93.40 |
11.99 |
11.5% |
2.14 |
2.0% |
93% |
True |
False |
43,829 |
| 80 |
105.39 |
88.43 |
16.96 |
16.2% |
2.25 |
2.1% |
95% |
True |
False |
41,815 |
| 100 |
105.39 |
76.65 |
28.74 |
27.5% |
2.38 |
2.3% |
97% |
True |
False |
37,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.83 |
|
2.618 |
109.97 |
|
1.618 |
108.22 |
|
1.000 |
107.14 |
|
0.618 |
106.47 |
|
HIGH |
105.39 |
|
0.618 |
104.72 |
|
0.500 |
104.52 |
|
0.382 |
104.31 |
|
LOW |
103.64 |
|
0.618 |
102.56 |
|
1.000 |
101.89 |
|
1.618 |
100.81 |
|
2.618 |
99.06 |
|
4.250 |
96.20 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.52 |
104.25 |
| PP |
104.52 |
103.99 |
| S1 |
104.52 |
103.72 |
|