NYMEX Light Sweet Crude Oil Future July 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 |
101.64 |
102.49 |
0.85 |
0.8% |
99.40 |
| High |
103.00 |
103.61 |
0.61 |
0.6% |
102.29 |
| Low |
101.58 |
102.43 |
0.85 |
0.8% |
98.30 |
| Close |
103.00 |
102.68 |
-0.32 |
-0.3% |
100.89 |
| Range |
1.42 |
1.18 |
-0.24 |
-16.9% |
3.99 |
| ATR |
1.98 |
1.92 |
-0.06 |
-2.9% |
0.00 |
| Volume |
23,833 |
19,924 |
-3,909 |
-16.4% |
153,532 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.45 |
105.74 |
103.33 |
|
| R3 |
105.27 |
104.56 |
103.00 |
|
| R2 |
104.09 |
104.09 |
102.90 |
|
| R1 |
103.38 |
103.38 |
102.79 |
103.74 |
| PP |
102.91 |
102.91 |
102.91 |
103.08 |
| S1 |
102.20 |
102.20 |
102.57 |
102.56 |
| S2 |
101.73 |
101.73 |
102.46 |
|
| S3 |
100.55 |
101.02 |
102.36 |
|
| S4 |
99.37 |
99.84 |
102.03 |
|
|
| 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 |
103.61 |
99.70 |
3.91 |
3.8% |
1.48 |
1.4% |
76% |
True |
False |
29,375 |
| 10 |
103.61 |
97.05 |
6.56 |
6.4% |
1.74 |
1.7% |
86% |
True |
False |
26,184 |
| 20 |
103.61 |
97.05 |
6.56 |
6.4% |
1.87 |
1.8% |
86% |
True |
False |
18,434 |
| 40 |
104.07 |
93.45 |
10.62 |
10.3% |
1.82 |
1.8% |
87% |
False |
False |
13,156 |
| 60 |
104.07 |
93.45 |
10.62 |
10.3% |
1.87 |
1.8% |
87% |
False |
False |
11,203 |
| 80 |
104.07 |
85.15 |
18.92 |
18.4% |
1.89 |
1.8% |
93% |
False |
False |
9,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.63 |
|
2.618 |
106.70 |
|
1.618 |
105.52 |
|
1.000 |
104.79 |
|
0.618 |
104.34 |
|
HIGH |
103.61 |
|
0.618 |
103.16 |
|
0.500 |
103.02 |
|
0.382 |
102.88 |
|
LOW |
102.43 |
|
0.618 |
101.70 |
|
1.000 |
101.25 |
|
1.618 |
100.52 |
|
2.618 |
99.34 |
|
4.250 |
97.42 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.02 |
102.34 |
| PP |
102.91 |
102.00 |
| S1 |
102.79 |
101.66 |
|