NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 03-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
98.98 |
98.95 |
-0.03 |
0.0% |
100.31 |
| High |
99.11 |
100.06 |
0.95 |
1.0% |
102.12 |
| Low |
97.59 |
98.55 |
0.96 |
1.0% |
97.59 |
| Close |
98.39 |
100.00 |
1.61 |
1.6% |
100.00 |
| Range |
1.52 |
1.51 |
-0.01 |
-0.7% |
4.53 |
| ATR |
1.70 |
1.70 |
0.00 |
-0.1% |
0.00 |
| Volume |
13,277 |
15,389 |
2,112 |
15.9% |
55,566 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.07 |
103.54 |
100.83 |
|
| R3 |
102.56 |
102.03 |
100.42 |
|
| R2 |
101.05 |
101.05 |
100.28 |
|
| R1 |
100.52 |
100.52 |
100.14 |
100.79 |
| PP |
99.54 |
99.54 |
99.54 |
99.67 |
| S1 |
99.01 |
99.01 |
99.86 |
99.28 |
| S2 |
98.03 |
98.03 |
99.72 |
|
| S3 |
96.52 |
97.50 |
99.58 |
|
| S4 |
95.01 |
95.99 |
99.17 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.49 |
111.28 |
102.49 |
|
| R3 |
108.96 |
106.75 |
101.25 |
|
| R2 |
104.43 |
104.43 |
100.83 |
|
| R1 |
102.22 |
102.22 |
100.42 |
101.06 |
| PP |
99.90 |
99.90 |
99.90 |
99.33 |
| S1 |
97.69 |
97.69 |
99.58 |
96.53 |
| S2 |
95.37 |
95.37 |
99.17 |
|
| S3 |
90.84 |
93.16 |
98.75 |
|
| S4 |
86.31 |
88.63 |
97.51 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.48 |
|
2.618 |
104.01 |
|
1.618 |
102.50 |
|
1.000 |
101.57 |
|
0.618 |
100.99 |
|
HIGH |
100.06 |
|
0.618 |
99.48 |
|
0.500 |
99.31 |
|
0.382 |
99.13 |
|
LOW |
98.55 |
|
0.618 |
97.62 |
|
1.000 |
97.04 |
|
1.618 |
96.11 |
|
2.618 |
94.60 |
|
4.250 |
92.13 |
|
|
| Fisher Pivots for day following 03-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
99.77 |
99.74 |
| PP |
99.54 |
99.49 |
| S1 |
99.31 |
99.23 |
|