NYMEX Light Sweet Crude Oil Future August 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 |
102.21 |
103.02 |
0.81 |
0.8% |
99.65 |
| High |
103.39 |
103.81 |
0.42 |
0.4% |
102.61 |
| Low |
101.96 |
102.90 |
0.94 |
0.9% |
98.81 |
| Close |
103.39 |
103.02 |
-0.37 |
-0.4% |
101.32 |
| Range |
1.43 |
0.91 |
-0.52 |
-36.4% |
3.80 |
| ATR |
1.75 |
1.69 |
-0.06 |
-3.4% |
0.00 |
| Volume |
12,856 |
7,159 |
-5,697 |
-44.3% |
82,801 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.97 |
105.41 |
103.52 |
|
| R3 |
105.06 |
104.50 |
103.27 |
|
| R2 |
104.15 |
104.15 |
103.19 |
|
| R1 |
103.59 |
103.59 |
103.10 |
103.48 |
| PP |
103.24 |
103.24 |
103.24 |
103.19 |
| S1 |
102.68 |
102.68 |
102.94 |
102.57 |
| S2 |
102.33 |
102.33 |
102.85 |
|
| S3 |
101.42 |
101.77 |
102.77 |
|
| S4 |
100.51 |
100.86 |
102.52 |
|
|
| 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 |
103.81 |
100.25 |
3.56 |
3.5% |
1.41 |
1.4% |
78% |
True |
False |
14,941 |
| 10 |
103.81 |
97.37 |
6.44 |
6.3% |
1.53 |
1.5% |
88% |
True |
False |
14,017 |
| 20 |
103.81 |
97.37 |
6.44 |
6.3% |
1.51 |
1.5% |
88% |
True |
False |
10,302 |
| 40 |
103.95 |
93.40 |
10.55 |
10.2% |
1.45 |
1.4% |
91% |
False |
False |
7,866 |
| 60 |
103.95 |
93.40 |
10.55 |
10.2% |
1.51 |
1.5% |
91% |
False |
False |
6,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.68 |
|
2.618 |
106.19 |
|
1.618 |
105.28 |
|
1.000 |
104.72 |
|
0.618 |
104.37 |
|
HIGH |
103.81 |
|
0.618 |
103.46 |
|
0.500 |
103.36 |
|
0.382 |
103.25 |
|
LOW |
102.90 |
|
0.618 |
102.34 |
|
1.000 |
101.99 |
|
1.618 |
101.43 |
|
2.618 |
100.52 |
|
4.250 |
99.03 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.36 |
102.69 |
| PP |
103.24 |
102.36 |
| S1 |
103.13 |
102.03 |
|