NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 14-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
102.56 |
102.97 |
0.41 |
0.4% |
99.57 |
| High |
103.62 |
103.99 |
0.37 |
0.4% |
102.90 |
| Low |
102.32 |
102.88 |
0.56 |
0.5% |
99.03 |
| Close |
103.62 |
103.24 |
-0.38 |
-0.4% |
101.62 |
| Range |
1.30 |
1.11 |
-0.19 |
-14.6% |
3.87 |
| ATR |
1.71 |
1.66 |
-0.04 |
-2.5% |
0.00 |
| Volume |
12,166 |
7,228 |
-4,938 |
-40.6% |
82,447 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.70 |
106.08 |
103.85 |
|
| R3 |
105.59 |
104.97 |
103.55 |
|
| R2 |
104.48 |
104.48 |
103.44 |
|
| R1 |
103.86 |
103.86 |
103.34 |
104.17 |
| PP |
103.37 |
103.37 |
103.37 |
103.53 |
| S1 |
102.75 |
102.75 |
103.14 |
103.06 |
| S2 |
102.26 |
102.26 |
103.04 |
|
| S3 |
101.15 |
101.64 |
102.93 |
|
| S4 |
100.04 |
100.53 |
102.63 |
|
|
| 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 |
108.71 |
|
2.618 |
106.90 |
|
1.618 |
105.79 |
|
1.000 |
105.10 |
|
0.618 |
104.68 |
|
HIGH |
103.99 |
|
0.618 |
103.57 |
|
0.500 |
103.44 |
|
0.382 |
103.30 |
|
LOW |
102.88 |
|
0.618 |
102.19 |
|
1.000 |
101.77 |
|
1.618 |
101.08 |
|
2.618 |
99.97 |
|
4.250 |
98.16 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.44 |
102.94 |
| PP |
103.37 |
102.64 |
| S1 |
103.31 |
102.35 |
|