NYMEX Light Sweet Crude Oil Future July 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 |
101.68 |
101.64 |
-0.04 |
0.0% |
99.40 |
| High |
101.70 |
103.00 |
1.30 |
1.3% |
102.29 |
| Low |
99.70 |
101.58 |
1.88 |
1.9% |
98.30 |
| Close |
100.89 |
103.00 |
2.11 |
2.1% |
100.89 |
| Range |
2.00 |
1.42 |
-0.58 |
-29.0% |
3.99 |
| ATR |
1.97 |
1.98 |
0.01 |
0.5% |
0.00 |
| Volume |
19,658 |
23,833 |
4,175 |
21.2% |
153,532 |
|
| Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.79 |
106.31 |
103.78 |
|
| R3 |
105.37 |
104.89 |
103.39 |
|
| R2 |
103.95 |
103.95 |
103.26 |
|
| R1 |
103.47 |
103.47 |
103.13 |
103.71 |
| PP |
102.53 |
102.53 |
102.53 |
102.65 |
| S1 |
102.05 |
102.05 |
102.87 |
102.29 |
| S2 |
101.11 |
101.11 |
102.74 |
|
| S3 |
99.69 |
100.63 |
102.61 |
|
| S4 |
98.27 |
99.21 |
102.22 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.46 |
110.67 |
103.08 |
|
| R3 |
108.47 |
106.68 |
101.99 |
|
| R2 |
104.48 |
104.48 |
101.62 |
|
| R1 |
102.69 |
102.69 |
101.26 |
103.59 |
| PP |
100.49 |
100.49 |
100.49 |
100.94 |
| S1 |
98.70 |
98.70 |
100.52 |
99.60 |
| S2 |
96.50 |
96.50 |
100.16 |
|
| S3 |
92.51 |
94.71 |
99.79 |
|
| S4 |
88.52 |
90.72 |
98.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.00 |
98.30 |
4.70 |
4.6% |
1.79 |
1.7% |
100% |
True |
False |
29,817 |
| 10 |
103.00 |
97.05 |
5.95 |
5.8% |
1.92 |
1.9% |
100% |
True |
False |
25,265 |
| 20 |
103.00 |
97.05 |
5.95 |
5.8% |
1.89 |
1.8% |
100% |
True |
False |
18,108 |
| 40 |
104.07 |
93.45 |
10.62 |
10.3% |
1.85 |
1.8% |
90% |
False |
False |
12,767 |
| 60 |
104.07 |
93.45 |
10.62 |
10.3% |
1.92 |
1.9% |
90% |
False |
False |
10,954 |
| 80 |
104.07 |
85.15 |
18.92 |
18.4% |
1.92 |
1.9% |
94% |
False |
False |
9,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.04 |
|
2.618 |
106.72 |
|
1.618 |
105.30 |
|
1.000 |
104.42 |
|
0.618 |
103.88 |
|
HIGH |
103.00 |
|
0.618 |
102.46 |
|
0.500 |
102.29 |
|
0.382 |
102.12 |
|
LOW |
101.58 |
|
0.618 |
100.70 |
|
1.000 |
100.16 |
|
1.618 |
99.28 |
|
2.618 |
97.86 |
|
4.250 |
95.55 |
|
|
| Fisher Pivots for day following 13-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
102.76 |
102.45 |
| PP |
102.53 |
101.90 |
| S1 |
102.29 |
101.35 |
|