NYMEX Light Sweet Crude Oil Future August 2012
| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
107.41 |
107.10 |
-0.31 |
-0.3% |
102.21 |
| High |
108.00 |
109.72 |
1.72 |
1.6% |
105.55 |
| Low |
107.05 |
106.90 |
-0.15 |
-0.1% |
101.96 |
| Close |
107.62 |
109.02 |
1.40 |
1.3% |
105.00 |
| Range |
0.95 |
2.82 |
1.87 |
196.8% |
3.59 |
| ATR |
1.62 |
1.71 |
0.09 |
5.3% |
0.00 |
| Volume |
17,858 |
12,697 |
-5,161 |
-28.9% |
61,119 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.01 |
115.83 |
110.57 |
|
| R3 |
114.19 |
113.01 |
109.80 |
|
| R2 |
111.37 |
111.37 |
109.54 |
|
| R1 |
110.19 |
110.19 |
109.28 |
110.78 |
| PP |
108.55 |
108.55 |
108.55 |
108.84 |
| S1 |
107.37 |
107.37 |
108.76 |
107.96 |
| S2 |
105.73 |
105.73 |
108.50 |
|
| S3 |
102.91 |
104.55 |
108.24 |
|
| S4 |
100.09 |
101.73 |
107.47 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.94 |
113.56 |
106.97 |
|
| R3 |
111.35 |
109.97 |
105.99 |
|
| R2 |
107.76 |
107.76 |
105.66 |
|
| R1 |
106.38 |
106.38 |
105.33 |
107.07 |
| PP |
104.17 |
104.17 |
104.17 |
104.52 |
| S1 |
102.79 |
102.79 |
104.67 |
103.48 |
| S2 |
100.58 |
100.58 |
104.34 |
|
| S3 |
96.99 |
99.20 |
104.01 |
|
| S4 |
93.40 |
95.61 |
103.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.72 |
103.15 |
6.57 |
6.0% |
1.55 |
1.4% |
89% |
True |
False |
16,559 |
| 10 |
109.72 |
100.25 |
9.47 |
8.7% |
1.43 |
1.3% |
93% |
True |
False |
14,641 |
| 20 |
109.72 |
97.37 |
12.35 |
11.3% |
1.49 |
1.4% |
94% |
True |
False |
12,989 |
| 40 |
109.72 |
97.37 |
12.35 |
11.3% |
1.49 |
1.4% |
94% |
True |
False |
9,753 |
| 60 |
109.72 |
93.40 |
16.32 |
15.0% |
1.51 |
1.4% |
96% |
True |
False |
7,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.71 |
|
2.618 |
117.10 |
|
1.618 |
114.28 |
|
1.000 |
112.54 |
|
0.618 |
111.46 |
|
HIGH |
109.72 |
|
0.618 |
108.64 |
|
0.500 |
108.31 |
|
0.382 |
107.98 |
|
LOW |
106.90 |
|
0.618 |
105.16 |
|
1.000 |
104.08 |
|
1.618 |
102.34 |
|
2.618 |
99.52 |
|
4.250 |
94.92 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
108.78 |
108.65 |
| PP |
108.55 |
108.28 |
| S1 |
108.31 |
107.91 |
|