NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 10-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
101.49 |
102.11 |
0.62 |
0.6% |
99.65 |
| High |
102.61 |
102.21 |
-0.40 |
-0.4% |
102.61 |
| Low |
101.48 |
100.25 |
-1.23 |
-1.2% |
98.81 |
| Close |
102.60 |
101.32 |
-1.28 |
-1.2% |
101.32 |
| Range |
1.13 |
1.96 |
0.83 |
73.5% |
3.80 |
| ATR |
1.67 |
1.72 |
0.05 |
2.9% |
0.00 |
| Volume |
20,246 |
10,974 |
-9,272 |
-45.8% |
82,801 |
|
| Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.14 |
106.19 |
102.40 |
|
| R3 |
105.18 |
104.23 |
101.86 |
|
| R2 |
103.22 |
103.22 |
101.68 |
|
| R1 |
102.27 |
102.27 |
101.50 |
101.77 |
| PP |
101.26 |
101.26 |
101.26 |
101.01 |
| S1 |
100.31 |
100.31 |
101.14 |
99.81 |
| S2 |
99.30 |
99.30 |
100.96 |
|
| S3 |
97.34 |
98.35 |
100.78 |
|
| S4 |
95.38 |
96.39 |
100.24 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.31 |
110.62 |
103.41 |
|
| R3 |
108.51 |
106.82 |
102.37 |
|
| R2 |
104.71 |
104.71 |
102.02 |
|
| R1 |
103.02 |
103.02 |
101.67 |
103.87 |
| PP |
100.91 |
100.91 |
100.91 |
101.34 |
| S1 |
99.22 |
99.22 |
100.97 |
100.07 |
| S2 |
97.11 |
97.11 |
100.62 |
|
| S3 |
93.31 |
95.42 |
100.28 |
|
| S4 |
89.51 |
91.62 |
99.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.61 |
98.81 |
3.80 |
3.8% |
1.61 |
1.6% |
66% |
False |
False |
16,560 |
| 10 |
102.61 |
97.37 |
5.24 |
5.2% |
1.66 |
1.6% |
75% |
False |
False |
13,133 |
| 20 |
103.00 |
97.37 |
5.63 |
5.6% |
1.48 |
1.5% |
70% |
False |
False |
10,167 |
| 40 |
103.95 |
93.40 |
10.55 |
10.4% |
1.55 |
1.5% |
75% |
False |
False |
7,626 |
| 60 |
103.95 |
93.40 |
10.55 |
10.4% |
1.54 |
1.5% |
75% |
False |
False |
6,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.54 |
|
2.618 |
107.34 |
|
1.618 |
105.38 |
|
1.000 |
104.17 |
|
0.618 |
103.42 |
|
HIGH |
102.21 |
|
0.618 |
101.46 |
|
0.500 |
101.23 |
|
0.382 |
101.00 |
|
LOW |
100.25 |
|
0.618 |
99.04 |
|
1.000 |
98.29 |
|
1.618 |
97.08 |
|
2.618 |
95.12 |
|
4.250 |
91.92 |
|
|
| Fisher Pivots for day following 10-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
101.29 |
101.43 |
| PP |
101.26 |
101.39 |
| S1 |
101.23 |
101.36 |
|