NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 16-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
103.11 |
104.05 |
0.94 |
0.9% |
99.65 |
| High |
104.25 |
104.59 |
0.34 |
0.3% |
102.61 |
| Low |
103.10 |
103.15 |
0.05 |
0.0% |
98.81 |
| Close |
103.85 |
104.46 |
0.61 |
0.6% |
101.32 |
| Range |
1.15 |
1.44 |
0.29 |
25.2% |
3.80 |
| ATR |
1.65 |
1.64 |
-0.02 |
-0.9% |
0.00 |
| Volume |
12,383 |
15,955 |
3,572 |
28.8% |
82,801 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.39 |
107.86 |
105.25 |
|
| R3 |
106.95 |
106.42 |
104.86 |
|
| R2 |
105.51 |
105.51 |
104.72 |
|
| R1 |
104.98 |
104.98 |
104.59 |
105.25 |
| PP |
104.07 |
104.07 |
104.07 |
104.20 |
| S1 |
103.54 |
103.54 |
104.33 |
103.81 |
| S2 |
102.63 |
102.63 |
104.20 |
|
| S3 |
101.19 |
102.10 |
104.06 |
|
| S4 |
99.75 |
100.66 |
103.67 |
|
|
| 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 |
104.59 |
100.25 |
4.34 |
4.2% |
1.38 |
1.3% |
97% |
True |
False |
11,865 |
| 10 |
104.59 |
98.73 |
5.86 |
5.6% |
1.41 |
1.3% |
98% |
True |
False |
14,480 |
| 20 |
104.59 |
97.37 |
7.22 |
6.9% |
1.46 |
1.4% |
98% |
True |
False |
11,082 |
| 40 |
104.59 |
95.15 |
9.44 |
9.0% |
1.45 |
1.4% |
99% |
True |
False |
8,353 |
| 60 |
104.59 |
93.40 |
11.19 |
10.7% |
1.47 |
1.4% |
99% |
True |
False |
7,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.71 |
|
2.618 |
108.36 |
|
1.618 |
106.92 |
|
1.000 |
106.03 |
|
0.618 |
105.48 |
|
HIGH |
104.59 |
|
0.618 |
104.04 |
|
0.500 |
103.87 |
|
0.382 |
103.70 |
|
LOW |
103.15 |
|
0.618 |
102.26 |
|
1.000 |
101.71 |
|
1.618 |
100.82 |
|
2.618 |
99.38 |
|
4.250 |
97.03 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.26 |
104.22 |
| PP |
104.07 |
103.98 |
| S1 |
103.87 |
103.75 |
|