NYMEX Light Sweet Crude Oil Future September 2012
| Trading Metrics calculated at close of trading on 15-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
102.97 |
104.08 |
1.11 |
1.1% |
99.57 |
| High |
103.99 |
104.44 |
0.45 |
0.4% |
102.90 |
| Low |
102.88 |
103.64 |
0.76 |
0.7% |
99.03 |
| Close |
103.24 |
103.98 |
0.74 |
0.7% |
101.62 |
| Range |
1.11 |
0.80 |
-0.31 |
-27.9% |
3.87 |
| ATR |
1.66 |
1.63 |
-0.03 |
-2.0% |
0.00 |
| Volume |
7,228 |
15,793 |
8,565 |
118.5% |
82,447 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.42 |
106.00 |
104.42 |
|
| R3 |
105.62 |
105.20 |
104.20 |
|
| R2 |
104.82 |
104.82 |
104.13 |
|
| R1 |
104.40 |
104.40 |
104.05 |
104.21 |
| PP |
104.02 |
104.02 |
104.02 |
103.93 |
| S1 |
103.60 |
103.60 |
103.91 |
103.41 |
| S2 |
103.22 |
103.22 |
103.83 |
|
| S3 |
102.42 |
102.80 |
103.76 |
|
| S4 |
101.62 |
102.00 |
103.54 |
|
|
| 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 |
107.84 |
|
2.618 |
106.53 |
|
1.618 |
105.73 |
|
1.000 |
105.24 |
|
0.618 |
104.93 |
|
HIGH |
104.44 |
|
0.618 |
104.13 |
|
0.500 |
104.04 |
|
0.382 |
103.95 |
|
LOW |
103.64 |
|
0.618 |
103.15 |
|
1.000 |
102.84 |
|
1.618 |
102.35 |
|
2.618 |
101.55 |
|
4.250 |
100.24 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
104.04 |
103.78 |
| PP |
104.02 |
103.58 |
| S1 |
104.00 |
103.38 |
|