NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 24-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
106.94 |
109.50 |
2.56 |
2.4% |
105.49 |
| High |
109.57 |
110.68 |
1.11 |
1.0% |
110.68 |
| Low |
106.47 |
108.77 |
2.30 |
2.2% |
105.49 |
| Close |
108.68 |
110.56 |
1.88 |
1.7% |
110.56 |
| Range |
3.10 |
1.91 |
-1.19 |
-38.4% |
5.19 |
| ATR |
2.09 |
2.08 |
-0.01 |
-0.3% |
0.00 |
| Volume |
68,055 |
96,188 |
28,133 |
41.3% |
350,332 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.73 |
115.06 |
111.61 |
|
| R3 |
113.82 |
113.15 |
111.09 |
|
| R2 |
111.91 |
111.91 |
110.91 |
|
| R1 |
111.24 |
111.24 |
110.74 |
111.58 |
| PP |
110.00 |
110.00 |
110.00 |
110.17 |
| S1 |
109.33 |
109.33 |
110.38 |
109.67 |
| S2 |
108.09 |
108.09 |
110.21 |
|
| S3 |
106.18 |
107.42 |
110.03 |
|
| S4 |
104.27 |
105.51 |
109.51 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.48 |
122.71 |
113.41 |
|
| R3 |
119.29 |
117.52 |
111.99 |
|
| R2 |
114.10 |
114.10 |
111.51 |
|
| R1 |
112.33 |
112.33 |
111.04 |
113.22 |
| PP |
108.91 |
108.91 |
108.91 |
109.35 |
| S1 |
107.14 |
107.14 |
110.08 |
108.03 |
| S2 |
103.72 |
103.72 |
109.61 |
|
| S3 |
98.53 |
101.95 |
109.13 |
|
| S4 |
93.34 |
96.76 |
107.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.68 |
103.64 |
7.04 |
6.4% |
1.95 |
1.8% |
98% |
True |
False |
83,468 |
| 10 |
110.68 |
99.03 |
11.65 |
10.5% |
1.85 |
1.7% |
99% |
True |
False |
76,225 |
| 20 |
110.68 |
96.67 |
14.01 |
12.7% |
1.92 |
1.7% |
99% |
True |
False |
72,898 |
| 40 |
110.68 |
96.67 |
14.01 |
12.7% |
2.05 |
1.8% |
99% |
True |
False |
57,246 |
| 60 |
110.68 |
93.40 |
17.28 |
15.6% |
2.12 |
1.9% |
99% |
True |
False |
47,901 |
| 80 |
110.68 |
88.43 |
22.25 |
20.1% |
2.23 |
2.0% |
99% |
True |
False |
43,607 |
| 100 |
110.68 |
76.65 |
34.03 |
30.8% |
2.31 |
2.1% |
100% |
True |
False |
40,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.80 |
|
2.618 |
115.68 |
|
1.618 |
113.77 |
|
1.000 |
112.59 |
|
0.618 |
111.86 |
|
HIGH |
110.68 |
|
0.618 |
109.95 |
|
0.500 |
109.73 |
|
0.382 |
109.50 |
|
LOW |
108.77 |
|
0.618 |
107.59 |
|
1.000 |
106.86 |
|
1.618 |
105.68 |
|
2.618 |
103.77 |
|
4.250 |
100.65 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
110.28 |
109.90 |
| PP |
110.00 |
109.24 |
| S1 |
109.73 |
108.58 |
|