NYMEX Light Sweet Crude Oil Future July 2012
| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
104.20 |
106.15 |
1.95 |
1.9% |
101.64 |
| High |
105.29 |
107.70 |
2.41 |
2.3% |
105.29 |
| Low |
104.13 |
105.99 |
1.86 |
1.8% |
101.58 |
| Close |
104.88 |
107.53 |
2.65 |
2.5% |
104.88 |
| Range |
1.16 |
1.71 |
0.55 |
47.4% |
3.71 |
| ATR |
1.82 |
1.89 |
0.07 |
3.9% |
0.00 |
| Volume |
20,047 |
53,285 |
33,238 |
165.8% |
126,985 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.20 |
111.58 |
108.47 |
|
| R3 |
110.49 |
109.87 |
108.00 |
|
| R2 |
108.78 |
108.78 |
107.84 |
|
| R1 |
108.16 |
108.16 |
107.69 |
108.47 |
| PP |
107.07 |
107.07 |
107.07 |
107.23 |
| S1 |
106.45 |
106.45 |
107.37 |
106.76 |
| S2 |
105.36 |
105.36 |
107.22 |
|
| S3 |
103.65 |
104.74 |
107.06 |
|
| S4 |
101.94 |
103.03 |
106.59 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.05 |
113.67 |
106.92 |
|
| R3 |
111.34 |
109.96 |
105.90 |
|
| R2 |
107.63 |
107.63 |
105.56 |
|
| R1 |
106.25 |
106.25 |
105.22 |
106.94 |
| PP |
103.92 |
103.92 |
103.92 |
104.26 |
| S1 |
102.54 |
102.54 |
104.54 |
103.23 |
| S2 |
100.21 |
100.21 |
104.20 |
|
| S3 |
96.50 |
98.83 |
103.86 |
|
| S4 |
92.79 |
95.12 |
102.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.70 |
102.43 |
5.27 |
4.9% |
1.32 |
1.2% |
97% |
True |
False |
31,287 |
| 10 |
107.70 |
98.30 |
9.40 |
8.7% |
1.55 |
1.4% |
98% |
True |
False |
30,552 |
| 20 |
107.70 |
97.05 |
10.65 |
9.9% |
1.70 |
1.6% |
98% |
True |
False |
22,748 |
| 40 |
107.70 |
97.05 |
10.65 |
9.9% |
1.76 |
1.6% |
98% |
True |
False |
16,035 |
| 60 |
107.70 |
93.45 |
14.25 |
13.3% |
1.80 |
1.7% |
99% |
True |
False |
12,745 |
| 80 |
107.70 |
89.40 |
18.30 |
17.0% |
1.83 |
1.7% |
99% |
True |
False |
11,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.97 |
|
2.618 |
112.18 |
|
1.618 |
110.47 |
|
1.000 |
109.41 |
|
0.618 |
108.76 |
|
HIGH |
107.70 |
|
0.618 |
107.05 |
|
0.500 |
106.85 |
|
0.382 |
106.64 |
|
LOW |
105.99 |
|
0.618 |
104.93 |
|
1.000 |
104.28 |
|
1.618 |
103.22 |
|
2.618 |
101.51 |
|
4.250 |
98.72 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.30 |
106.78 |
| PP |
107.07 |
106.04 |
| S1 |
106.85 |
105.29 |
|