NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 10-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
102.29 |
102.50 |
0.21 |
0.2% |
99.57 |
| High |
102.90 |
102.50 |
-0.40 |
-0.4% |
102.90 |
| Low |
102.29 |
100.70 |
-1.59 |
-1.6% |
99.03 |
| Close |
102.88 |
101.62 |
-1.26 |
-1.2% |
101.62 |
| Range |
0.61 |
1.80 |
1.19 |
195.1% |
3.87 |
| ATR |
1.65 |
1.68 |
0.04 |
2.3% |
0.00 |
| Volume |
17,812 |
15,273 |
-2,539 |
-14.3% |
82,447 |
|
| Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.01 |
106.11 |
102.61 |
|
| R3 |
105.21 |
104.31 |
102.12 |
|
| R2 |
103.41 |
103.41 |
101.95 |
|
| R1 |
102.51 |
102.51 |
101.79 |
102.06 |
| PP |
101.61 |
101.61 |
101.61 |
101.38 |
| S1 |
100.71 |
100.71 |
101.46 |
100.26 |
| S2 |
99.81 |
99.81 |
101.29 |
|
| S3 |
98.01 |
98.91 |
101.13 |
|
| S4 |
96.21 |
97.11 |
100.63 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.79 |
111.08 |
103.75 |
|
| R3 |
108.92 |
107.21 |
102.68 |
|
| R2 |
105.05 |
105.05 |
102.33 |
|
| R1 |
103.34 |
103.34 |
101.97 |
104.20 |
| PP |
101.18 |
101.18 |
101.18 |
101.61 |
| S1 |
99.47 |
99.47 |
101.27 |
100.33 |
| S2 |
97.31 |
97.31 |
100.91 |
|
| S3 |
93.44 |
95.60 |
100.56 |
|
| S4 |
89.57 |
91.73 |
99.49 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.15 |
|
2.618 |
107.21 |
|
1.618 |
105.41 |
|
1.000 |
104.30 |
|
0.618 |
103.61 |
|
HIGH |
102.50 |
|
0.618 |
101.81 |
|
0.500 |
101.60 |
|
0.382 |
101.39 |
|
LOW |
100.70 |
|
0.618 |
99.59 |
|
1.000 |
98.90 |
|
1.618 |
97.79 |
|
2.618 |
95.99 |
|
4.250 |
93.05 |
|
|
| Fisher Pivots for day following 10-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
101.61 |
101.80 |
| PP |
101.61 |
101.74 |
| S1 |
101.60 |
101.68 |
|