NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 01-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
100.92 |
100.31 |
-0.61 |
-0.6% |
99.53 |
| High |
102.12 |
100.87 |
-1.25 |
-1.2% |
102.30 |
| Low |
99.56 |
99.13 |
-0.43 |
-0.4% |
99.27 |
| Close |
100.12 |
99.43 |
-0.69 |
-0.7% |
100.91 |
| Range |
2.56 |
1.74 |
-0.82 |
-32.0% |
3.03 |
| ATR |
1.68 |
1.69 |
0.00 |
0.2% |
0.00 |
| Volume |
6,697 |
10,422 |
3,725 |
55.6% |
41,712 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.03 |
103.97 |
100.39 |
|
| R3 |
103.29 |
102.23 |
99.91 |
|
| R2 |
101.55 |
101.55 |
99.75 |
|
| R1 |
100.49 |
100.49 |
99.59 |
100.15 |
| PP |
99.81 |
99.81 |
99.81 |
99.64 |
| S1 |
98.75 |
98.75 |
99.27 |
98.41 |
| S2 |
98.07 |
98.07 |
99.11 |
|
| S3 |
96.33 |
97.01 |
98.95 |
|
| S4 |
94.59 |
95.27 |
98.47 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.92 |
108.44 |
102.58 |
|
| R3 |
106.89 |
105.41 |
101.74 |
|
| R2 |
103.86 |
103.86 |
101.47 |
|
| R1 |
102.38 |
102.38 |
101.19 |
103.12 |
| PP |
100.83 |
100.83 |
100.83 |
101.20 |
| S1 |
99.35 |
99.35 |
100.63 |
100.09 |
| S2 |
97.80 |
97.80 |
100.35 |
|
| S3 |
94.77 |
96.32 |
100.08 |
|
| S4 |
91.74 |
93.29 |
99.24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.27 |
|
2.618 |
105.43 |
|
1.618 |
103.69 |
|
1.000 |
102.61 |
|
0.618 |
101.95 |
|
HIGH |
100.87 |
|
0.618 |
100.21 |
|
0.500 |
100.00 |
|
0.382 |
99.79 |
|
LOW |
99.13 |
|
0.618 |
98.05 |
|
1.000 |
97.39 |
|
1.618 |
96.31 |
|
2.618 |
94.57 |
|
4.250 |
91.74 |
|
|
| Fisher Pivots for day following 01-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
100.00 |
100.63 |
| PP |
99.81 |
100.23 |
| S1 |
99.62 |
99.83 |
|