NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 02-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
100.15 |
99.27 |
-0.88 |
-0.9% |
98.71 |
| High |
100.71 |
99.27 |
-1.44 |
-1.4% |
102.15 |
| Low |
98.82 |
97.37 |
-1.45 |
-1.5% |
98.71 |
| Close |
99.27 |
98.16 |
-1.11 |
-1.1% |
100.88 |
| Range |
1.89 |
1.90 |
0.01 |
0.5% |
3.44 |
| ATR |
1.71 |
1.73 |
0.01 |
0.8% |
0.00 |
| Volume |
8,231 |
15,479 |
7,248 |
88.1% |
33,403 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.97 |
102.96 |
99.21 |
|
| R3 |
102.07 |
101.06 |
98.68 |
|
| R2 |
100.17 |
100.17 |
98.51 |
|
| R1 |
99.16 |
99.16 |
98.33 |
98.72 |
| PP |
98.27 |
98.27 |
98.27 |
98.04 |
| S1 |
97.26 |
97.26 |
97.99 |
96.82 |
| S2 |
96.37 |
96.37 |
97.81 |
|
| S3 |
94.47 |
95.36 |
97.64 |
|
| S4 |
92.57 |
93.46 |
97.12 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.90 |
109.33 |
102.77 |
|
| R3 |
107.46 |
105.89 |
101.83 |
|
| R2 |
104.02 |
104.02 |
101.51 |
|
| R1 |
102.45 |
102.45 |
101.20 |
103.24 |
| PP |
100.58 |
100.58 |
100.58 |
100.97 |
| S1 |
99.01 |
99.01 |
100.56 |
99.80 |
| S2 |
97.14 |
97.14 |
100.25 |
|
| S3 |
93.70 |
95.57 |
99.93 |
|
| S4 |
90.26 |
92.13 |
98.99 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.35 |
|
2.618 |
104.24 |
|
1.618 |
102.34 |
|
1.000 |
101.17 |
|
0.618 |
100.44 |
|
HIGH |
99.27 |
|
0.618 |
98.54 |
|
0.500 |
98.32 |
|
0.382 |
98.10 |
|
LOW |
97.37 |
|
0.618 |
96.20 |
|
1.000 |
95.47 |
|
1.618 |
94.30 |
|
2.618 |
92.40 |
|
4.250 |
89.30 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
98.32 |
99.87 |
| PP |
98.27 |
99.30 |
| S1 |
98.21 |
98.73 |
|